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1   \chapter{\label{chapt:introduction}INTRODUCTION AND THEORETICAL BACKGROUND}
2  
3 < \section{\label{introSection:classicalMechanics}Classical Mechanics}
3 > \section{\label{introSection:classicalMechanics}Classical
4 > Mechanics}
5  
6 < \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
6 > Using equations of motion derived from Classical Mechanics,
7 > Molecular Dynamics simulations are carried out by integrating the
8 > equations of motion for a given system of particles. There are three
9 > fundamental ideas behind classical mechanics. Firstly, one can
10 > determine the state of a mechanical system at any time of interest;
11 > Secondly, all the mechanical properties of the system at that time
12 > can be determined by combining the knowledge of the properties of
13 > the system with the specification of this state; Finally, the
14 > specification of the state when further combined with the laws of
15 > mechanics will also be sufficient to predict the future behavior of
16 > the system.
17  
18 < \section{\label{introSection:statisticalMechanics}Statistical Mechanics}
18 > \subsection{\label{introSection:newtonian}Newtonian Mechanics}
19 > The discovery of Newton's three laws of mechanics which govern the
20 > motion of particles is the foundation of the classical mechanics.
21 > Newton's first law defines a class of inertial frames. Inertial
22 > frames are reference frames where a particle not interacting with
23 > other bodies will move with constant speed in the same direction.
24 > With respect to inertial frames, Newton's second law has the form
25 > \begin{equation}
26 > F = \frac {dp}{dt} = \frac {mdv}{dt}
27 > \label{introEquation:newtonSecondLaw}
28 > \end{equation}
29 > A point mass interacting with other bodies moves with the
30 > acceleration along the direction of the force acting on it. Let
31 > $F_{ij}$ be the force that particle $i$ exerts on particle $j$, and
32 > $F_{ji}$ be the force that particle $j$ exerts on particle $i$.
33 > Newton's third law states that
34 > \begin{equation}
35 > F_{ij} = -F_{ji}.
36 > \label{introEquation:newtonThirdLaw}
37 > \end{equation}
38 > Conservation laws of Newtonian Mechanics play very important roles
39 > in solving mechanics problems. The linear momentum of a particle is
40 > conserved if it is free or it experiences no force. The second
41 > conservation theorem concerns the angular momentum of a particle.
42 > The angular momentum $L$ of a particle with respect to an origin
43 > from which $r$ is measured is defined to be
44 > \begin{equation}
45 > L \equiv r \times p \label{introEquation:angularMomentumDefinition}
46 > \end{equation}
47 > The torque $\tau$ with respect to the same origin is defined to be
48 > \begin{equation}
49 > \tau \equiv r \times F \label{introEquation:torqueDefinition}
50 > \end{equation}
51 > Differentiating Eq.~\ref{introEquation:angularMomentumDefinition},
52 > \[
53 > \dot L = \frac{d}{{dt}}(r \times p) = (\dot r \times p) + (r \times
54 > \dot p)
55 > \]
56 > since
57 > \[
58 > \dot r \times p = \dot r \times mv = m\dot r \times \dot r \equiv 0
59 > \]
60 > thus,
61 > \begin{equation}
62 > \dot L = r \times \dot p = \tau
63 > \end{equation}
64 > If there are no external torques acting on a body, the angular
65 > momentum of it is conserved. The last conservation theorem state
66 > that if all forces are conservative, energy is conserved,
67 > \begin{equation}E = T + V. \label{introEquation:energyConservation}
68 > \end{equation}
69 > All of these conserved quantities are important factors to determine
70 > the quality of numerical integration schemes for rigid
71 > bodies.\cite{Dullweber1997}
72  
73 < \section{\label{introSection:molecularDynamics}Molecular Dynamics}
73 > \subsection{\label{introSection:lagrangian}Lagrangian Mechanics}
74  
75 < \section{\label{introSection:langevinDynamics}Langevin Dynamics}
75 > Newtonian Mechanics suffers from an important limitation: motion can
76 > only be described in cartesian coordinate systems which make it
77 > impossible to predict analytically the properties of the system even
78 > if we know all of the details of the interaction. In order to
79 > overcome some of the practical difficulties which arise in attempts
80 > to apply Newton's equation to complex systems, approximate numerical
81 > procedures may be developed.
82  
83 < \section{\label{introSection:hydroynamics}Hydrodynamics}
83 > \subsubsection{\label{introSection:halmiltonPrinciple}\textbf{Hamilton's
84 > Principle}}
85 >
86 > Hamilton introduced the dynamical principle upon which it is
87 > possible to base all of mechanics and most of classical physics.
88 > Hamilton's Principle may be stated as follows: the trajectory, along
89 > which a dynamical system may move from one point to another within a
90 > specified time, is derived by finding the path which minimizes the
91 > time integral of the difference between the kinetic $K$, and
92 > potential energies $U$,
93 > \begin{equation}
94 > \delta \int_{t_1 }^{t_2 } {(K - U)dt = 0}.
95 > \label{introEquation:halmitonianPrinciple1}
96 > \end{equation}
97 > For simple mechanical systems, where the forces acting on the
98 > different parts are derivable from a potential, the Lagrangian
99 > function $L$ can be defined as the difference between the kinetic
100 > energy of the system and its potential energy,
101 > \begin{equation}
102 > L \equiv K - U = L(q_i ,\dot q_i ).
103 > \label{introEquation:lagrangianDef}
104 > \end{equation}
105 > Thus, Eq.~\ref{introEquation:halmitonianPrinciple1} becomes
106 > \begin{equation}
107 > \delta \int_{t_1 }^{t_2 } {L dt = 0} .
108 > \label{introEquation:halmitonianPrinciple2}
109 > \end{equation}
110 >
111 > \subsubsection{\label{introSection:equationOfMotionLagrangian}\textbf{The
112 > Equations of Motion in Lagrangian Mechanics}}
113 >
114 > For a system of $f$ degrees of freedom, the equations of motion in
115 > the Lagrangian form is
116 > \begin{equation}
117 > \frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
118 > \frac{{\partial L}}{{\partial q_i }} = 0,{\rm{ }}i = 1, \ldots,f
119 > \label{introEquation:eqMotionLagrangian}
120 > \end{equation}
121 > where $q_{i}$ is generalized coordinate and $\dot{q_{i}}$ is
122 > generalized velocity.
123 >
124 > \subsection{\label{introSection:hamiltonian}Hamiltonian Mechanics}
125 >
126 > Arising from Lagrangian Mechanics, Hamiltonian Mechanics was
127 > introduced by William Rowan Hamilton in 1833 as a re-formulation of
128 > classical mechanics. If the potential energy of a system is
129 > independent of velocities, the momenta can be defined as
130 > \begin{equation}
131 > p_i = \frac{\partial L}{\partial \dot q_i}
132 > \label{introEquation:generalizedMomenta}
133 > \end{equation}
134 > The Lagrange equations of motion are then expressed by
135 > \begin{equation}
136 > p_i  = \frac{{\partial L}}{{\partial q_i }}
137 > \label{introEquation:generalizedMomentaDot}
138 > \end{equation}
139 > With the help of the generalized momenta, we may now define a new
140 > quantity $H$ by the equation
141 > \begin{equation}
142 > H = \sum\limits_k {p_k \dot q_k }  - L ,
143 > \label{introEquation:hamiltonianDefByLagrangian}
144 > \end{equation}
145 > where $ \dot q_1  \ldots \dot q_f $ are generalized velocities and
146 > $L$ is the Lagrangian function for the system. Differentiating
147 > Eq.~\ref{introEquation:hamiltonianDefByLagrangian}, one can obtain
148 > \begin{equation}
149 > dH = \sum\limits_k {\left( {p_k d\dot q_k  + \dot q_k dp_k  -
150 > \frac{{\partial L}}{{\partial q_k }}dq_k  - \frac{{\partial
151 > L}}{{\partial \dot q_k }}d\dot q_k } \right)}  - \frac{{\partial
152 > L}}{{\partial t}}dt . \label{introEquation:diffHamiltonian1}
153 > \end{equation}
154 > Making use of Eq.~\ref{introEquation:generalizedMomenta}, the second
155 > and fourth terms in the parentheses cancel. Therefore,
156 > Eq.~\ref{introEquation:diffHamiltonian1} can be rewritten as
157 > \begin{equation}
158 > dH = \sum\limits_k {\left( {\dot q_k dp_k  - \dot p_k dq_k }
159 > \right)}  - \frac{{\partial L}}{{\partial t}}dt .
160 > \label{introEquation:diffHamiltonian2}
161 > \end{equation}
162 > By identifying the coefficients of $dq_k$, $dp_k$ and dt, we can
163 > find
164 > \begin{equation}
165 > \frac{{\partial H}}{{\partial p_k }} = \dot {q_k}
166 > \label{introEquation:motionHamiltonianCoordinate}
167 > \end{equation}
168 > \begin{equation}
169 > \frac{{\partial H}}{{\partial q_k }} =  - \dot {p_k}
170 > \label{introEquation:motionHamiltonianMomentum}
171 > \end{equation}
172 > and
173 > \begin{equation}
174 > \frac{{\partial H}}{{\partial t}} =  - \frac{{\partial L}}{{\partial
175 > t}}
176 > \label{introEquation:motionHamiltonianTime}
177 > \end{equation}
178 > where Eq.~\ref{introEquation:motionHamiltonianCoordinate} and
179 > Eq.~\ref{introEquation:motionHamiltonianMomentum} are Hamilton's
180 > equation of motion. Due to their symmetrical formula, they are also
181 > known as the canonical equations of motions.\cite{Goldstein2001}
182 >
183 > An important difference between Lagrangian approach and the
184 > Hamiltonian approach is that the Lagrangian is considered to be a
185 > function of the generalized velocities $\dot q_i$ and coordinates
186 > $q_i$, while the Hamiltonian is considered to be a function of the
187 > generalized momenta $p_i$ and the conjugate coordinates $q_i$.
188 > Hamiltonian Mechanics is more appropriate for application to
189 > statistical mechanics and quantum mechanics, since it treats the
190 > coordinate and its time derivative as independent variables and it
191 > only works with 1st-order differential equations.\cite{Marion1990}
192 > In Newtonian Mechanics, a system described by conservative forces
193 > conserves the total energy
194 > (Eq.~\ref{introEquation:energyConservation}). It follows that
195 > Hamilton's equations of motion conserve the total Hamiltonian
196 > \begin{equation}
197 > \frac{{dH}}{{dt}} = \sum\limits_i {\left( {\frac{{\partial
198 > H}}{{\partial q_i }}\dot q_i  + \frac{{\partial H}}{{\partial p_i
199 > }}\dot p_i } \right)}  = \sum\limits_i {\left( {\frac{{\partial
200 > H}}{{\partial q_i }}\frac{{\partial H}}{{\partial p_i }} -
201 > \frac{{\partial H}}{{\partial p_i }}\frac{{\partial H}}{{\partial
202 > q_i }}} \right) = 0}. \label{introEquation:conserveHalmitonian}
203 > \end{equation}
204 >
205 > \section{\label{introSection:statisticalMechanics}Statistical
206 > Mechanics}
207 >
208 > The thermodynamic behaviors and properties of Molecular Dynamics
209 > simulation are governed by the principle of Statistical Mechanics.
210 > The following section will give a brief introduction to some of the
211 > Statistical Mechanics concepts and theorems presented in this
212 > dissertation.
213 >
214 > \subsection{\label{introSection:ensemble}Phase Space and Ensemble}
215 >
216 > Mathematically, phase space is the space which represents all
217 > possible states of a system. Each possible state of the system
218 > corresponds to one unique point in the phase space. For mechanical
219 > systems, the phase space usually consists of all possible values of
220 > position and momentum variables. Consider a dynamic system of $f$
221 > particles in a cartesian space, where each of the $6f$ coordinates
222 > and momenta is assigned to one of $6f$ mutually orthogonal axes, the
223 > phase space of this system is a $6f$ dimensional space. A point, $x
224 > =
225 > (\mathord{\buildrel{\lower3pt\hbox{$\scriptscriptstyle\rightharpoonup$}}
226 > \over q} _1 , \ldots
227 > ,\mathord{\buildrel{\lower3pt\hbox{$\scriptscriptstyle\rightharpoonup$}}
228 > \over q} _f
229 > ,\mathord{\buildrel{\lower3pt\hbox{$\scriptscriptstyle\rightharpoonup$}}
230 > \over p} _1  \ldots
231 > ,\mathord{\buildrel{\lower3pt\hbox{$\scriptscriptstyle\rightharpoonup$}}
232 > \over p} _f )$ , with a unique set of values of $6f$ coordinates and
233 > momenta is a phase space vector.
234 > %%%fix me
235 >
236 > In statistical mechanics, the condition of an ensemble at any time
237 > can be regarded as appropriately specified by the density $\rho$
238 > with which representative points are distributed over the phase
239 > space. The density distribution for an ensemble with $f$ degrees of
240 > freedom is defined as,
241 > \begin{equation}
242 > \rho  = \rho (q_1 , \ldots ,q_f ,p_1 , \ldots ,p_f ,t).
243 > \label{introEquation:densityDistribution}
244 > \end{equation}
245 > Governed by the principles of mechanics, the phase points change
246 > their locations which changes the density at any time at phase
247 > space. Hence, the density distribution is also to be taken as a
248 > function of the time. The number of systems $\delta N$ at time $t$
249 > can be determined by,
250 > \begin{equation}
251 > \delta N = \rho (q,p,t)dq_1  \ldots dq_f dp_1  \ldots dp_f.
252 > \label{introEquation:deltaN}
253 > \end{equation}
254 > Assuming enough copies of the systems, we can sufficiently
255 > approximate $\delta N$ without introducing discontinuity when we go
256 > from one region in the phase space to another. By integrating over
257 > the whole phase space,
258 > \begin{equation}
259 > N = \int { \ldots \int {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f
260 > \label{introEquation:totalNumberSystem}
261 > \end{equation}
262 > gives us an expression for the total number of copies. Hence, the
263 > probability per unit volume in the phase space can be obtained by,
264 > \begin{equation}
265 > \frac{{\rho (q,p,t)}}{N} = \frac{{\rho (q,p,t)}}{{\int { \ldots \int
266 > {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
267 > \label{introEquation:unitProbability}
268 > \end{equation}
269 > With the help of Eq.~\ref{introEquation:unitProbability} and the
270 > knowledge of the system, it is possible to calculate the average
271 > value of any desired quantity which depends on the coordinates and
272 > momenta of the system. Even when the dynamics of the real system are
273 > complex, or stochastic, or even discontinuous, the average
274 > properties of the ensemble of possibilities as a whole remain well
275 > defined. For a classical system in thermal equilibrium with its
276 > environment, the ensemble average of a mechanical quantity, $\langle
277 > A(q , p) \rangle_t$, takes the form of an integral over the phase
278 > space of the system,
279 > \begin{equation}
280 > \langle  A(q , p) \rangle_t = \frac{{\int { \ldots \int {A(q,p)\rho
281 > (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}{{\int { \ldots \int {\rho
282 > (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
283 > \label{introEquation:ensembelAverage}
284 > \end{equation}
285 >
286 > \subsection{\label{introSection:liouville}Liouville's theorem}
287 >
288 > Liouville's theorem is the foundation on which statistical mechanics
289 > rests. It describes the time evolution of the phase space
290 > distribution function. In order to calculate the rate of change of
291 > $\rho$, we begin from Eq.~\ref{introEquation:deltaN}. If we consider
292 > the two faces perpendicular to the $q_1$ axis, which are located at
293 > $q_1$ and $q_1 + \delta q_1$, the number of phase points leaving the
294 > opposite face is given by the expression,
295 > \begin{equation}
296 > \left( {\rho  + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
297 > \right)\left( {\dot q_1  + \frac{{\partial \dot q_1 }}{{\partial q_1
298 > }}\delta q_1 } \right)\delta q_2  \ldots \delta q_f \delta p_1
299 > \ldots \delta p_f .
300 > \end{equation}
301 > Summing all over the phase space, we obtain
302 > \begin{equation}
303 > \frac{{d(\delta N)}}{{dt}} =  - \sum\limits_{i = 1}^f {\left[ {\rho
304 > \left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
305 > \frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
306 > {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  + \frac{{\partial
307 > \rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
308 > \ldots \delta q_f \delta p_1  \ldots \delta p_f .
309 > \end{equation}
310 > Differentiating the equations of motion in Hamiltonian formalism
311 > (\ref{introEquation:motionHamiltonianCoordinate},
312 > \ref{introEquation:motionHamiltonianMomentum}), we can show,
313 > \begin{equation}
314 > \sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
315 > + \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)}  = 0 ,
316 > \end{equation}
317 > which cancels the first terms of the right hand side. Furthermore,
318 > dividing $ \delta q_1  \ldots \delta q_f \delta p_1  \ldots \delta
319 > p_f $ in both sides, we can write out Liouville's theorem in a
320 > simple form,
321 > \begin{equation}
322 > \frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
323 > {\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  +
324 > \frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)}  = 0 .
325 > \label{introEquation:liouvilleTheorem}
326 > \end{equation}
327 > Liouville's theorem states that the distribution function is
328 > constant along any trajectory in phase space. In classical
329 > statistical mechanics, since the number of system copies in an
330 > ensemble is huge and constant, we can assume the local density has
331 > no reason (other than classical mechanics) to change,
332 > \begin{equation}
333 > \frac{{\partial \rho }}{{\partial t}} = 0.
334 > \label{introEquation:stationary}
335 > \end{equation}
336 > In such stationary system, the density of distribution $\rho$ can be
337 > connected to the Hamiltonian $H$ through Maxwell-Boltzmann
338 > distribution,
339 > \begin{equation}
340 > \rho  \propto e^{ - \beta H}
341 > \label{introEquation:densityAndHamiltonian}
342 > \end{equation}
343 >
344 > \subsubsection{\label{introSection:phaseSpaceConservation}\textbf{Conservation of Phase Space}}
345 > Lets consider a region in the phase space,
346 > \begin{equation}
347 > \delta v = \int { \ldots \int {dq_1 } ...dq_f dp_1 } ..dp_f .
348 > \end{equation}
349 > If this region is small enough, the density $\rho$ can be regarded
350 > as uniform over the whole integral. Thus, the number of phase points
351 > inside this region is given by,
352 > \begin{equation}
353 > \delta N = \rho \delta v = \rho \int { \ldots \int {dq_1 } ...dq_f
354 > dp_1 } ..dp_f.
355 > \end{equation}
356 >
357 > \begin{equation}
358 > \frac{{d(\delta N)}}{{dt}} = \frac{{d\rho }}{{dt}}\delta v + \rho
359 > \frac{d}{{dt}}(\delta v) = 0.
360 > \end{equation}
361 > With the help of the stationary assumption
362 > (Eq.~\ref{introEquation:stationary}), we obtain the principle of
363 > \emph{conservation of volume in phase space},
364 > \begin{equation}
365 > \frac{d}{{dt}}(\delta v) = \frac{d}{{dt}}\int { \ldots \int {dq_1 }
366 > ...dq_f dp_1 } ..dp_f  = 0.
367 > \label{introEquation:volumePreserving}
368 > \end{equation}
369 >
370 > \subsubsection{\label{introSection:liouvilleInOtherForms}\textbf{Liouville's Theorem in Other Forms}}
371 >
372 > Liouville's theorem can be expressed in a variety of different forms
373 > which are convenient within different contexts. For any two function
374 > $F$ and $G$ of the coordinates and momenta of a system, the Poisson
375 > bracket $\{F,G\}$ is defined as
376 > \begin{equation}
377 > \left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
378 > F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
379 > \frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
380 > q_i }}} \right)}.
381 > \label{introEquation:poissonBracket}
382 > \end{equation}
383 > Substituting equations of motion in Hamiltonian formalism
384 > (Eq.~\ref{introEquation:motionHamiltonianCoordinate} ,
385 > Eq.~\ref{introEquation:motionHamiltonianMomentum}) into
386 > (Eq.~\ref{introEquation:liouvilleTheorem}), we can rewrite
387 > Liouville's theorem using Poisson bracket notion,
388 > \begin{equation}
389 > \left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - \left\{
390 > {\rho ,H} \right\}.
391 > \label{introEquation:liouvilleTheromInPoissin}
392 > \end{equation}
393 > Moreover, the Liouville operator is defined as
394 > \begin{equation}
395 > iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
396 > p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
397 > H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
398 > \label{introEquation:liouvilleOperator}
399 > \end{equation}
400 > In terms of Liouville operator, Liouville's equation can also be
401 > expressed as
402 > \begin{equation}
403 > \left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - iL\rho
404 > \label{introEquation:liouvilleTheoremInOperator}
405 > \end{equation}
406 > which can help define a propagator $\rho (t) = e^{-iLt} \rho (0)$.
407 > \subsection{\label{introSection:ergodic}The Ergodic Hypothesis}
408 >
409 > Various thermodynamic properties can be calculated from Molecular
410 > Dynamics simulation. By comparing experimental values with the
411 > calculated properties, one can determine the accuracy of the
412 > simulation and the quality of the underlying model. However, both
413 > experiments and computer simulations are usually performed during a
414 > certain time interval and the measurements are averaged over a
415 > period of time which is different from the average behavior of
416 > many-body system in Statistical Mechanics. Fortunately, the Ergodic
417 > Hypothesis makes a connection between time average and the ensemble
418 > average. It states that the time average and average over the
419 > statistical ensemble are identical:\cite{Frenkel1996, Leach2001}
420 > \begin{equation}
421 > \langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
422 > \frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
423 > {A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
424 > \end{equation}
425 > where $\langle  A(q , p) \rangle_t$ is an equilibrium value of a
426 > physical quantity and $\rho (p(t), q(t))$ is the equilibrium
427 > distribution function. If an observation is averaged over a
428 > sufficiently long time (longer than the relaxation time), all
429 > accessible microstates in phase space are assumed to be equally
430 > probed, giving a properly weighted statistical average. This allows
431 > the researcher freedom of choice when deciding how best to measure a
432 > given observable. In case an ensemble averaged approach sounds most
433 > reasonable, the Monte Carlo methods\cite{Metropolis1949} can be
434 > utilized. Or if the system lends itself to a time averaging
435 > approach, the Molecular Dynamics techniques in
436 > Sec.~\ref{introSection:molecularDynamics} will be the best
437 > choice.\cite{Frenkel1996}
438 >
439 > \section{\label{introSection:geometricIntegratos}Geometric Integrators}
440 > A variety of numerical integrators have been proposed to simulate
441 > the motions of atoms in MD simulation. They usually begin with
442 > initial conditions and move the objects in the direction governed by
443 > the differential equations. However, most of them ignore the hidden
444 > physical laws contained within the equations. Since 1990, geometric
445 > integrators, which preserve various phase-flow invariants such as
446 > symplectic structure, volume and time reversal symmetry, were
447 > developed to address this issue.\cite{Dullweber1997, McLachlan1998,
448 > Leimkuhler1999} The velocity Verlet method, which happens to be a
449 > simple example of symplectic integrator, continues to gain
450 > popularity in the molecular dynamics community. This fact can be
451 > partly explained by its geometric nature.
452 >
453 > \subsection{\label{introSection:symplecticManifold}Symplectic Manifolds}
454 > A \emph{manifold} is an abstract mathematical space. It looks
455 > locally like Euclidean space, but when viewed globally, it may have
456 > more complicated structure. A good example of manifold is the
457 > surface of Earth. It seems to be flat locally, but it is round if
458 > viewed as a whole. A \emph{differentiable manifold} (also known as
459 > \emph{smooth manifold}) is a manifold on which it is possible to
460 > apply calculus.\cite{Hirsch1997} A \emph{symplectic manifold} is
461 > defined as a pair $(M, \omega)$ which consists of a
462 > \emph{differentiable manifold} $M$ and a close, non-degenerate,
463 > bilinear symplectic form, $\omega$. A symplectic form on a vector
464 > space $V$ is a function $\omega(x, y)$ which satisfies
465 > $\omega(\lambda_1x_1+\lambda_2x_2, y) = \lambda_1\omega(x_1, y)+
466 > \lambda_2\omega(x_2, y)$, $\omega(x, y) = - \omega(y, x)$ and
467 > $\omega(x, x) = 0$.\cite{McDuff1998} The cross product operation in
468 > vector field is an example of symplectic form. One of the
469 > motivations to study \emph{symplectic manifolds} in Hamiltonian
470 > Mechanics is that a symplectic manifold can represent all possible
471 > configurations of the system and the phase space of the system can
472 > be described by it's cotangent bundle.\cite{Jost2002} Every
473 > symplectic manifold is even dimensional. For instance, in Hamilton
474 > equations, coordinate and momentum always appear in pairs.
475 >
476 > \subsection{\label{introSection:ODE}Ordinary Differential Equations}
477 >
478 > For an ordinary differential system defined as
479 > \begin{equation}
480 > \dot x = f(x)
481 > \end{equation}
482 > where $x = x(q,p)$, this system is a canonical Hamiltonian, if
483 > $f(x) = J\nabla _x H(x)$. Here, $H = H (q, p)$ is Hamiltonian
484 > function and $J$ is the skew-symmetric matrix
485 > \begin{equation}
486 > J = \left( {\begin{array}{*{20}c}
487 >   0 & I  \\
488 >   { - I} & 0  \\
489 > \end{array}} \right)
490 > \label{introEquation:canonicalMatrix}
491 > \end{equation}
492 > where $I$ is an identity matrix. Using this notation, Hamiltonian
493 > system can be rewritten as,
494 > \begin{equation}
495 > \frac{d}{{dt}}x = J\nabla _x H(x).
496 > \label{introEquation:compactHamiltonian}
497 > \end{equation}In this case, $f$ is
498 > called a \emph{Hamiltonian vector field}. Another generalization of
499 > Hamiltonian dynamics is Poisson Dynamics,\cite{Olver1986}
500 > \begin{equation}
501 > \dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
502 > \end{equation}
503 > where the most obvious change being that matrix $J$ now depends on
504 > $x$.
505 >
506 > \subsection{\label{introSection:exactFlow}Exact Propagator}
507 >
508 > Let $x(t)$ be the exact solution of the ODE
509 > system,
510 > \begin{equation}
511 > \frac{{dx}}{{dt}} = f(x), \label{introEquation:ODE}
512 > \end{equation} we can
513 > define its exact propagator $\varphi_\tau$:
514 > \[ x(t+\tau)
515 > =\varphi_\tau(x(t))
516 > \]
517 > where $\tau$ is a fixed time step and $\varphi$ is a map from phase
518 > space to itself. The propagator has the continuous group property,
519 > \begin{equation}
520 > \varphi _{\tau _1 }  \circ \varphi _{\tau _2 }  = \varphi _{\tau _1
521 > + \tau _2 } .
522 > \end{equation}
523 > In particular,
524 > \begin{equation}
525 > \varphi _\tau   \circ \varphi _{ - \tau }  = I
526 > \end{equation}
527 > Therefore, the exact propagator is self-adjoint,
528 > \begin{equation}
529 > \varphi _\tau   = \varphi _{ - \tau }^{ - 1}.
530 > \end{equation}
531 > The exact propagator can also be written as an operator,
532 > \begin{equation}
533 > \varphi _\tau  (x) = e^{\tau \sum\limits_i {f_i (x)\frac{\partial
534 > }{{\partial x_i }}} } (x) \equiv \exp (\tau f)(x).
535 > \label{introEquation:exponentialOperator}
536 > \end{equation}
537 > In most cases, it is not easy to find the exact propagator
538 > $\varphi_\tau$. Instead, we use an approximate map, $\psi_\tau$,
539 > which is usually called an integrator. The order of an integrator
540 > $\psi_\tau$ is $p$, if the Taylor series of $\psi_\tau$ agree to
541 > order $p$,
542 > \begin{equation}
543 > \psi_\tau(x) = x + \tau f(x) + O(\tau^{p+1})
544 > \end{equation}
545 >
546 > \subsection{\label{introSection:geometricProperties}Geometric Properties}
547 >
548 > The hidden geometric properties\cite{Budd1999, Marsden1998} of an
549 > ODE and its propagator play important roles in numerical studies.
550 > Many of them can be found in systems which occur naturally in
551 > applications. Let $\varphi$ be the propagator of Hamiltonian vector
552 > field, $\varphi$ is a \emph{symplectic} propagator if it satisfies,
553 > \begin{equation}
554 > {\varphi '}^T J \varphi ' = J.
555 > \end{equation}
556 > According to Liouville's theorem, the symplectic volume is invariant
557 > under a Hamiltonian propagator, which is the basis for classical
558 > statistical mechanics. Furthermore, the propagator of a Hamiltonian
559 > vector field on a symplectic manifold can be shown to be a
560 > symplectomorphism. As to the Poisson system,
561 > \begin{equation}
562 > {\varphi '}^T J \varphi ' = J \circ \varphi
563 > \end{equation}
564 > is the property that must be preserved by the integrator. It is
565 > possible to construct a \emph{volume-preserving} propagator for a
566 > source free ODE ($ \nabla \cdot f = 0 $), if the propagator
567 > satisfies $ \det d\varphi  = 1$. One can show easily that a
568 > symplectic propagator will be volume-preserving. Changing the
569 > variables $y = h(x)$ in an ODE (Eq.~\ref{introEquation:ODE}) will
570 > result in a new system,
571 > \[
572 > \dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
573 > \]
574 > The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
575 > In other words, the propagator of this vector field is reversible if
576 > and only if $ h \circ \varphi ^{ - 1}  = \varphi  \circ h $. A
577 > conserved quantity of a general differential function is a function
578 > $ G:R^{2d}  \to R^d $ which is constant for all solutions of the ODE
579 > $\frac{{dx}}{{dt}} = f(x)$ ,
580 > \[
581 > \frac{{dG(x(t))}}{{dt}} = 0.
582 > \]
583 > Using the chain rule, one may obtain,
584 > \[
585 > \sum\limits_i {\frac{{dG}}{{dx_i }}} f_i (x) = f \cdot \nabla G,
586 > \]
587 > which is the condition for conserved quantities. For a canonical
588 > Hamiltonian system, the time evolution of an arbitrary smooth
589 > function $G$ is given by,
590 > \begin{eqnarray}
591 > \frac{{dG(x(t))}}{{dt}} & = & [\nabla _x G(x(t))]^T \dot x(t) \notag\\
592 >                        & = & [\nabla _x G(x(t))]^T J\nabla _x H(x(t)).
593 > \label{introEquation:firstIntegral1}
594 > \end{eqnarray}
595 > Using poisson bracket notion, Eq.~\ref{introEquation:firstIntegral1}
596 > can be rewritten as
597 > \[
598 > \frac{d}{{dt}}G(x(t)) = \left\{ {G,H} \right\}(x(t)).
599 > \]
600 > Therefore, the sufficient condition for $G$ to be a conserved
601 > quantity of a Hamiltonian system is $\left\{ {G,H} \right\} = 0.$ As
602 > is well known, the Hamiltonian (or energy) H of a Hamiltonian system
603 > is a conserved quantity, which is due to the fact $\{ H,H\}  = 0$.
604 > When designing any numerical methods, one should always try to
605 > preserve the structural properties of the original ODE and its
606 > propagator.
607 >
608 > \subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
609 > A lot of well established and very effective numerical methods have
610 > been successful precisely because of their symplectic nature even
611 > though this fact was not recognized when they were first
612 > constructed. The most famous example is the Verlet-leapfrog method
613 > in molecular dynamics. In general, symplectic integrators can be
614 > constructed using one of four different methods.
615 > \begin{enumerate}
616 > \item Generating functions
617 > \item Variational methods
618 > \item Runge-Kutta methods
619 > \item Splitting methods
620 > \end{enumerate}
621 > Generating functions\cite{Channell1990} tend to lead to methods
622 > which are cumbersome and difficult to use. In dissipative systems,
623 > variational methods can capture the decay of energy
624 > accurately.\cite{Kane2000} Since they are geometrically unstable
625 > against non-Hamiltonian perturbations, ordinary implicit Runge-Kutta
626 > methods are not suitable for Hamiltonian system. Recently, various
627 > high-order explicit Runge-Kutta methods \cite{Owren1992,Chen2003}
628 > have been developed to overcome this instability. However, due to
629 > computational penalty involved in implementing the Runge-Kutta
630 > methods, they have not attracted much attention from the Molecular
631 > Dynamics community. Instead, splitting methods have been widely
632 > accepted since they exploit natural decompositions of the
633 > system.\cite{McLachlan1998, Tuckerman1992}
634 >
635 > \subsubsection{\label{introSection:splittingMethod}\textbf{Splitting Methods}}
636 >
637 > The main idea behind splitting methods is to decompose the discrete
638 > $\varphi_h$ as a composition of simpler propagators,
639 > \begin{equation}
640 > \varphi _h  = \varphi _{h_1 }  \circ \varphi _{h_2 }  \ldots  \circ
641 > \varphi _{h_n }
642 > \label{introEquation:FlowDecomposition}
643 > \end{equation}
644 > where each of the sub-propagator is chosen such that each represent
645 > a simpler integration of the system. Suppose that a Hamiltonian
646 > system takes the form,
647 > \[
648 > H = H_1 + H_2.
649 > \]
650 > Here, $H_1$ and $H_2$ may represent different physical processes of
651 > the system. For instance, they may relate to kinetic and potential
652 > energy respectively, which is a natural decomposition of the
653 > problem. If $H_1$ and $H_2$ can be integrated using exact
654 > propagators $\varphi_1(t)$ and $\varphi_2(t)$, respectively, a
655 > simple first order expression is then given by the Lie-Trotter
656 > formula
657 > \begin{equation}
658 > \varphi _h  = \varphi _{1,h}  \circ \varphi _{2,h},
659 > \label{introEquation:firstOrderSplitting}
660 > \end{equation}
661 > where $\varphi _h$ is the result of applying the corresponding
662 > continuous $\varphi _i$ over a time $h$. By definition, as
663 > $\varphi_i(t)$ is the exact solution of a Hamiltonian system, it
664 > must follow that each operator $\varphi_i(t)$ is a symplectic map.
665 > It is easy to show that any composition of symplectic propagators
666 > yields a symplectic map,
667 > \begin{equation}
668 > (\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
669 > '\phi ' = \phi '^T J\phi ' = J,
670 > \label{introEquation:SymplecticFlowComposition}
671 > \end{equation}
672 > where $\phi$ and $\psi$ both are symplectic maps. Thus operator
673 > splitting in this context automatically generates a symplectic map.
674 > The Lie-Trotter
675 > splitting(Eq.~\ref{introEquation:firstOrderSplitting}) introduces
676 > local errors proportional to $h^2$, while the Strang splitting gives
677 > a second-order decomposition,\cite{Strang1968}
678 > \begin{equation}
679 > \varphi _h  = \varphi _{1,h/2}  \circ \varphi _{2,h}  \circ \varphi
680 > _{1,h/2} , \label{introEquation:secondOrderSplitting}
681 > \end{equation}
682 > which has a local error proportional to $h^3$. The Strang
683 > splitting's popularity in molecular simulation community attribute
684 > to its symmetric property,
685 > \begin{equation}
686 > \varphi _h^{ - 1} = \varphi _{ - h}.
687 > \label{introEquation:timeReversible}
688 > \end{equation}
689 >
690 > \subsubsection{\label{introSection:exampleSplittingMethod}\textbf{Examples of the Splitting Method}}
691 > The classical equation for a system consisting of interacting
692 > particles can be written in Hamiltonian form,
693 > \[
694 > H = T + V
695 > \]
696 > where $T$ is the kinetic energy and $V$ is the potential energy.
697 > Setting $H_1 = T, H_2 = V$ and applying the Strang splitting, one
698 > obtains the following:
699 > \begin{align}
700 > q(\Delta t) &= q(0) + \dot{q}(0)\Delta t +
701 >    \frac{F[q(0)]}{m}\frac{\Delta t^2}{2}, %
702 > \label{introEquation:Lp10a} \\%
703 > %
704 > \dot{q}(\Delta t) &= \dot{q}(0) + \frac{\Delta t}{2m}
705 >    \biggl [F[q(0)] + F[q(\Delta t)] \biggr]. %
706 > \label{introEquation:Lp10b}
707 > \end{align}
708 > where $F(t)$ is the force at time $t$. This integration scheme is
709 > known as \emph{velocity verlet} which is
710 > symplectic(Eq.~\ref{introEquation:SymplecticFlowComposition}),
711 > time-reversible(Eq.~\ref{introEquation:timeReversible}) and
712 > volume-preserving (Eq.~\ref{introEquation:volumePreserving}). These
713 > geometric properties attribute to its long-time stability and its
714 > popularity in the community. However, the most commonly used
715 > velocity verlet integration scheme is written as below,
716 > \begin{align}
717 > \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) &=
718 >    \dot{q}(0) + \frac{\Delta t}{2m}\, F[q(0)], \label{introEquation:Lp9a}\\%
719 > %
720 > q(\Delta t) &= q(0) + \Delta t\, \dot{q}\biggl (\frac{\Delta t}{2}\biggr ),%
721 >    \label{introEquation:Lp9b}\\%
722 > %
723 > \dot{q}(\Delta t) &= \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) +
724 >    \frac{\Delta t}{2m}\, F[q(t)]. \label{introEquation:Lp9c}
725 > \end{align}
726 > From the preceding splitting, one can see that the integration of
727 > the equations of motion would follow:
728 > \begin{enumerate}
729 > \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
730 >
731 > \item Use the half step velocities to move positions one whole step, $\Delta t$.
732 >
733 > \item Evaluate the forces at the new positions, $q(\Delta t)$, and use the new forces to complete the velocity move.
734 >
735 > \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
736 > \end{enumerate}
737 > By simply switching the order of the propagators in the splitting
738 > and composing a new integrator, the \emph{position verlet}
739 > integrator, can be generated,
740 > \begin{align}
741 > \dot q(\Delta t) &= \dot q(0) + \Delta tF(q(0))\left[ {q(0) +
742 > \frac{{\Delta t}}{{2m}}\dot q(0)} \right], %
743 > \label{introEquation:positionVerlet1} \\%
744 > %
745 > q(\Delta t) &= q(0) + \frac{{\Delta t}}{2}\left[ {\dot q(0) + \dot
746 > q(\Delta t)} \right]. %
747 > \label{introEquation:positionVerlet2}
748 > \end{align}
749 >
750 > \subsubsection{\label{introSection:errorAnalysis}\textbf{Error Analysis and Higher Order Methods}}
751 >
752 > The Baker-Campbell-Hausdorff formula\cite{Gilmore1974} can be used
753 > to determine the local error of a splitting method in terms of the
754 > commutator of the
755 > operators(Eq.~\ref{introEquation:exponentialOperator}) associated
756 > with the sub-propagator. For operators $hX$ and $hY$ which are
757 > associated with $\varphi_1(t)$ and $\varphi_2(t)$ respectively , we
758 > have
759 > \begin{equation}
760 > \exp (hX + hY) = \exp (hZ)
761 > \end{equation}
762 > where
763 > \begin{equation}
764 > hZ = hX + hY + \frac{{h^2 }}{2}[X,Y] + \frac{{h^3 }}{2}\left(
765 > {[X,[X,Y]] + [Y,[Y,X]]} \right) +  \ldots .
766 > \end{equation}
767 > Here, $[X,Y]$ is the commutator of operator $X$ and $Y$ given by
768 > \[
769 > [X,Y] = XY - YX .
770 > \]
771 > Applying the Baker-Campbell-Hausdorff formula\cite{Varadarajan1974}
772 > to the Strang splitting, we can obtain
773 > \begin{eqnarray*}
774 > \exp (h X/2)\exp (h Y)\exp (h X/2) & = & \exp (h X + h Y + h^2 [X,Y]/4 + h^2 [Y,X]/4 \\
775 >                                   &   & \mbox{} + h^2 [X,X]/8 + h^2 [Y,Y]/8 \\
776 >                                   &   & \mbox{} + h^3 [Y,[Y,X]]/12 - h^3[X,[X,Y]]/24 + \ldots
777 >                                   ).
778 > \end{eqnarray*}
779 > Since $ [X,Y] + [Y,X] = 0$ and $ [X,X] = 0$, the dominant local
780 > error of Strang splitting is proportional to $h^3$. The same
781 > procedure can be applied to a general splitting of the form
782 > \begin{equation}
783 > \varphi _{b_m h}^2  \circ \varphi _{a_m h}^1  \circ \varphi _{b_{m -
784 > 1} h}^2  \circ  \ldots  \circ \varphi _{a_1 h}^1 .
785 > \end{equation}
786 > A careful choice of coefficient $a_1 \ldots b_m$ will lead to higher
787 > order methods. Yoshida proposed an elegant way to compose higher
788 > order methods based on symmetric splitting.\cite{Yoshida1990} Given
789 > a symmetric second order base method $ \varphi _h^{(2)} $, a
790 > fourth-order symmetric method can be constructed by composing,
791 > \[
792 > \varphi _h^{(4)}  = \varphi _{\alpha h}^{(2)}  \circ \varphi _{\beta
793 > h}^{(2)}  \circ \varphi _{\alpha h}^{(2)}
794 > \]
795 > where $ \alpha  =  - \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$ and $ \beta
796 > = \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$. Moreover, a symmetric
797 > integrator $ \varphi _h^{(2n + 2)}$ can be composed by
798 > \begin{equation}
799 > \varphi _h^{(2n + 2)}  = \varphi _{\alpha h}^{(2n)}  \circ \varphi
800 > _{\beta h}^{(2n)}  \circ \varphi _{\alpha h}^{(2n)},
801 > \end{equation}
802 > if the weights are chosen as
803 > \[
804 > \alpha  =  - \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }},\beta =
805 > \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }} .
806 > \]
807 >
808 > \section{\label{introSection:molecularDynamics}Molecular Dynamics}
809 >
810 > As one of the principal tools of molecular modeling, Molecular
811 > dynamics has proven to be a powerful tool for studying the functions
812 > of biological systems, providing structural, thermodynamic and
813 > dynamical information. The basic idea of molecular dynamics is that
814 > macroscopic properties are related to microscopic behavior and
815 > microscopic behavior can be calculated from the trajectories in
816 > simulations. For instance, instantaneous temperature of a
817 > Hamiltonian system of $N$ particles can be measured by
818 > \[
819 > T = \sum\limits_{i = 1}^N {\frac{{m_i v_i^2 }}{{fk_B }}}
820 > \]
821 > where $m_i$ and $v_i$ are the mass and velocity of $i$th particle
822 > respectively, $f$ is the number of degrees of freedom, and $k_B$ is
823 > the Boltzman constant.
824 >
825 > A typical molecular dynamics run consists of three essential steps:
826 > \begin{enumerate}
827 >  \item Initialization
828 >    \begin{enumerate}
829 >    \item Preliminary preparation
830 >    \item Minimization
831 >    \item Heating
832 >    \item Equilibration
833 >    \end{enumerate}
834 >  \item Production
835 >  \item Analysis
836 > \end{enumerate}
837 > These three individual steps will be covered in the following
838 > sections. Sec.~\ref{introSec:initialSystemSettings} deals with the
839 > initialization of a simulation. Sec.~\ref{introSection:production}
840 > discusses issues of production runs.
841 > Sec.~\ref{introSection:Analysis} provides the theoretical tools for
842 > analysis of trajectories.
843  
844 < \section{\label{introSection:correlationFunctions}Correlation Functions}
844 > \subsection{\label{introSec:initialSystemSettings}Initialization}
845 >
846 > \subsubsection{\textbf{Preliminary preparation}}
847 >
848 > When selecting the starting structure of a molecule for molecular
849 > simulation, one may retrieve its Cartesian coordinates from public
850 > databases, such as RCSB Protein Data Bank \textit{etc}. Although
851 > thousands of crystal structures of molecules are discovered every
852 > year, many more remain unknown due to the difficulties of
853 > purification and crystallization. Even for molecules with known
854 > structures, some important information is missing. For example, a
855 > missing hydrogen atom which acts as donor in hydrogen bonding must
856 > be added. Moreover, in order to include electrostatic interactions,
857 > one may need to specify the partial charges for individual atoms.
858 > Under some circumstances, we may even need to prepare the system in
859 > a special configuration. For instance, when studying transport
860 > phenomenon in membrane systems, we may prepare the lipids in a
861 > bilayer structure instead of placing lipids randomly in solvent,
862 > since we are not interested in the slow self-aggregation process.
863 >
864 > \subsubsection{\textbf{Minimization}}
865 >
866 > It is quite possible that some of molecules in the system from
867 > preliminary preparation may be overlapping with each other. This
868 > close proximity leads to high initial potential energy which
869 > consequently jeopardizes any molecular dynamics simulations. To
870 > remove these steric overlaps, one typically performs energy
871 > minimization to find a more reasonable conformation. Several energy
872 > minimization methods have been developed to exploit the energy
873 > surface and to locate the local minimum. While converging slowly
874 > near the minimum, the steepest descent method is extremely robust when
875 > systems are strongly anharmonic. Thus, it is often used to refine
876 > structures from crystallographic data. Relying on the Hessian,
877 > advanced methods like Newton-Raphson converge rapidly to a local
878 > minimum, but become unstable if the energy surface is far from
879 > quadratic. Another factor that must be taken into account, when
880 > choosing energy minimization method, is the size of the system.
881 > Steepest descent and conjugate gradient can deal with models of any
882 > size. Because of the limits on computer memory to store the hessian
883 > matrix and the computing power needed to diagonalize these matrices,
884 > most Newton-Raphson methods can not be used with very large systems.
885 >
886 > \subsubsection{\textbf{Heating}}
887 >
888 > Typically, heating is performed by assigning random velocities
889 > according to a Maxwell-Boltzman distribution for a desired
890 > temperature. Beginning at a lower temperature and gradually
891 > increasing the temperature by assigning larger random velocities, we
892 > end up setting the temperature of the system to a final temperature
893 > at which the simulation will be conducted. In the heating phase, we
894 > should also keep the system from drifting or rotating as a whole. To
895 > do this, the net linear momentum and angular momentum of the system
896 > is shifted to zero after each resampling from the Maxwell -Boltzman
897 > distribution.
898 >
899 > \subsubsection{\textbf{Equilibration}}
900 >
901 > The purpose of equilibration is to allow the system to evolve
902 > spontaneously for a period of time and reach equilibrium. The
903 > procedure is continued until various statistical properties, such as
904 > temperature, pressure, energy, volume and other structural
905 > properties \textit{etc}, become independent of time. Strictly
906 > speaking, minimization and heating are not necessary, provided the
907 > equilibration process is long enough. However, these steps can serve
908 > as a mean to arrive at an equilibrated structure in an effective
909 > way.
910 >
911 > \subsection{\label{introSection:production}Production}
912 >
913 > The production run is the most important step of the simulation, in
914 > which the equilibrated structure is used as a starting point and the
915 > motions of the molecules are collected for later analysis. In order
916 > to capture the macroscopic properties of the system, the molecular
917 > dynamics simulation must be performed by sampling correctly and
918 > efficiently from the relevant thermodynamic ensemble.
919 >
920 > The most expensive part of a molecular dynamics simulation is the
921 > calculation of non-bonded forces, such as van der Waals force and
922 > Coulombic forces \textit{etc}. For a system of $N$ particles, the
923 > complexity of the algorithm for pair-wise interactions is $O(N^2 )$,
924 > which makes large simulations prohibitive in the absence of any
925 > algorithmic tricks. A natural approach to avoid system size issues
926 > is to represent the bulk behavior by a finite number of the
927 > particles. However, this approach will suffer from surface effects
928 > at the edges of the simulation. To offset this, \textit{Periodic
929 > boundary conditions} (see Fig.~\ref{introFig:pbc}) were developed to
930 > simulate bulk properties with a relatively small number of
931 > particles. In this method, the simulation box is replicated
932 > throughout space to form an infinite lattice. During the simulation,
933 > when a particle moves in the primary cell, its image in other cells
934 > move in exactly the same direction with exactly the same
935 > orientation. Thus, as a particle leaves the primary cell, one of its
936 > images will enter through the opposite face.
937 > \begin{figure}
938 > \centering
939 > \includegraphics[width=\linewidth]{pbc.eps}
940 > \caption[An illustration of periodic boundary conditions]{A 2-D
941 > illustration of periodic boundary conditions. As one particle leaves
942 > the left of the simulation box, an image of it enters the right.}
943 > \label{introFig:pbc}
944 > \end{figure}
945 >
946 > %cutoff and minimum image convention
947 > Another important technique to improve the efficiency of force
948 > evaluation is to apply spherical cutoffs where particles farther
949 > than a predetermined distance are not included in the
950 > calculation.\cite{Frenkel1996} The use of a cutoff radius will cause
951 > a discontinuity in the potential energy curve. Fortunately, one can
952 > shift a simple radial potential to ensure the potential curve go
953 > smoothly to zero at the cutoff radius. The cutoff strategy works
954 > well for Lennard-Jones interaction because of its short range
955 > nature. However, simply truncating the electrostatic interaction
956 > with the use of cutoffs has been shown to lead to severe artifacts
957 > in simulations. The Ewald summation, in which the slowly decaying
958 > Coulomb potential is transformed into direct and reciprocal sums
959 > with rapid and absolute convergence, has proved to minimize the
960 > periodicity artifacts in liquid simulations. Taking advantage of
961 > fast Fourier transform (FFT) techniques for calculating discrete
962 > Fourier transforms, the particle mesh-based
963 > methods\cite{Hockney1981,Shimada1993, Luty1994} are accelerated from
964 > $O(N^{3/2})$ to $O(N logN)$. An alternative approach is the
965 > \emph{fast multipole method}\cite{Greengard1987, Greengard1994},
966 > which treats Coulombic interactions exactly at short range, and
967 > approximate the potential at long range through multipolar
968 > expansion. In spite of their wide acceptance at the molecular
969 > simulation community, these two methods are difficult to implement
970 > correctly and efficiently. Instead, we use a damped and
971 > charge-neutralized Coulomb potential method developed by Wolf and
972 > his coworkers.\cite{Wolf1999} The shifted Coulomb potential for
973 > particle $i$ and particle $j$ at distance $r_{rj}$ is given by:
974 > \begin{equation}
975 > V(r_{ij})= \frac{q_i q_j \textrm{erfc}(\alpha
976 > r_{ij})}{r_{ij}}-\lim_{r_{ij}\rightarrow
977 > R_\textrm{c}}\left\{\frac{q_iq_j \textrm{erfc}(\alpha
978 > r_{ij})}{r_{ij}}\right\}, \label{introEquation:shiftedCoulomb}
979 > \end{equation}
980 > where $\alpha$ is the convergence parameter. Due to the lack of
981 > inherent periodicity and rapid convergence,this method is extremely
982 > efficient and easy to implement.
983 > \begin{figure}
984 > \centering
985 > \includegraphics[width=\linewidth]{shifted_coulomb.eps}
986 > \caption[An illustration of shifted Coulomb potential]{An
987 > illustration of shifted Coulomb potential.}
988 > \label{introFigure:shiftedCoulomb}
989 > \end{figure}
990 >
991 > %multiple time step
992 >
993 > \subsection{\label{introSection:Analysis} Analysis}
994 >
995 > Recently, advanced visualization techniques have been applied to
996 > monitor the motions of molecules. Although the dynamics of the
997 > system can be described qualitatively from animation, quantitative
998 > trajectory analysis is more useful. According to the principles of
999 > Statistical Mechanics in
1000 > Sec.~\ref{introSection:statisticalMechanics}, one can compute
1001 > thermodynamic properties, analyze fluctuations of structural
1002 > parameters, and investigate time-dependent processes of the molecule
1003 > from the trajectories.
1004 >
1005 > \subsubsection{\label{introSection:thermodynamicsProperties}\textbf{Thermodynamic Properties}}
1006 >
1007 > Thermodynamic properties, which can be expressed in terms of some
1008 > function of the coordinates and momenta of all particles in the
1009 > system, can be directly computed from molecular dynamics. The usual
1010 > way to measure the pressure is based on virial theorem of Clausius
1011 > which states that the virial is equal to $-3Nk_BT$. For a system
1012 > with forces between particles, the total virial, $W$, contains the
1013 > contribution from external pressure and interaction between the
1014 > particles:
1015 > \[
1016 > W =  - 3PV + \left\langle {\sum\limits_{i < j} {r{}_{ij} \cdot
1017 > f_{ij} } } \right\rangle
1018 > \]
1019 > where $f_{ij}$ is the force between particle $i$ and $j$ at a
1020 > distance $r_{ij}$. Thus, the expression for the pressure is given
1021 > by:
1022 > \begin{equation}
1023 > P = \frac{{Nk_B T}}{V} - \frac{1}{{3V}}\left\langle {\sum\limits_{i
1024 > < j} {r{}_{ij} \cdot f_{ij} } } \right\rangle
1025 > \end{equation}
1026 >
1027 > \subsubsection{\label{introSection:structuralProperties}\textbf{Structural Properties}}
1028 >
1029 > Structural Properties of a simple fluid can be described by a set of
1030 > distribution functions. Among these functions,the \emph{pair
1031 > distribution function}, also known as \emph{radial distribution
1032 > function}, is of most fundamental importance to liquid theory.
1033 > Experimentally, pair distribution functions can be gathered by
1034 > Fourier transforming raw data from a series of neutron diffraction
1035 > experiments and integrating over the surface
1036 > factor.\cite{Powles1973} The experimental results can serve as a
1037 > criterion to justify the correctness of a liquid model. Moreover,
1038 > various equilibrium thermodynamic and structural properties can also
1039 > be expressed in terms of the radial distribution
1040 > function.\cite{Allen1987} The pair distribution functions $g(r)$
1041 > gives the probability that a particle $i$ will be located at a
1042 > distance $r$ from a another particle $j$ in the system
1043 > \begin{equation}
1044 > g(r) = \frac{V}{{N^2 }}\left\langle {\sum\limits_i {\sum\limits_{j
1045 > \ne i} {\delta (r - r_{ij} )} } } \right\rangle = \frac{\rho
1046 > (r)}{\rho}.
1047 > \end{equation}
1048 > Note that the delta function can be replaced by a histogram in
1049 > computer simulation. Peaks in $g(r)$ represent solvent shells, and
1050 > the height of these peaks gradually decreases to 1 as the liquid of
1051 > large distance approaches the bulk density.
1052 >
1053 >
1054 > \subsubsection{\label{introSection:timeDependentProperties}\textbf{Time-dependent
1055 > Properties}}
1056 >
1057 > Time-dependent properties are usually calculated using \emph{time
1058 > correlation functions}, which correlate random variables $A$ and $B$
1059 > at two different times,
1060 > \begin{equation}
1061 > C_{AB} (t) = \left\langle {A(t)B(0)} \right\rangle.
1062 > \label{introEquation:timeCorrelationFunction}
1063 > \end{equation}
1064 > If $A$ and $B$ refer to same variable, this kind of correlation
1065 > functions are called \emph{autocorrelation functions}. One typical example is the velocity autocorrelation
1066 > function which is directly related to transport properties of
1067 > molecular liquids:
1068 > \begin{equation}
1069 > D = \frac{1}{3}\int\limits_0^\infty  {\left\langle {v(t) \cdot v(0)}
1070 > \right\rangle } dt
1071 > \end{equation}
1072 > where $D$ is diffusion constant. Unlike the velocity autocorrelation
1073 > function, which is averaged over time origins and over all the
1074 > atoms, the dipole autocorrelation functions is calculated for the
1075 > entire system. The dipole autocorrelation function is given by:
1076 > \begin{equation}
1077 > c_{dipole}  = \left\langle {u_{tot} (t) \cdot u_{tot} (t)}
1078 > \right\rangle
1079 > \end{equation}
1080 > Here $u_{tot}$ is the net dipole of the entire system and is given
1081 > by
1082 > \begin{equation}
1083 > u_{tot} (t) = \sum\limits_i {u_i (t)}.
1084 > \end{equation}
1085 > In principle, many time correlation functions can be related to
1086 > Fourier transforms of the infrared, Raman, and inelastic neutron
1087 > scattering spectra of molecular liquids. In practice, one can
1088 > extract the IR spectrum from the intensity of the molecular dipole
1089 > fluctuation at each frequency using the following relationship:
1090 > \begin{equation}
1091 > \hat c_{dipole} (v) = \int_{ - \infty }^\infty  {c_{dipole} (t)e^{ -
1092 > i2\pi vt} dt}.
1093 > \end{equation}
1094 >
1095 > \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
1096 >
1097 > Rigid bodies are frequently involved in the modeling of different
1098 > areas, including engineering, physics and chemistry. For example,
1099 > missiles and vehicles are usually modeled by rigid bodies.  The
1100 > movement of the objects in 3D gaming engines or other physics
1101 > simulators is governed by rigid body dynamics. In molecular
1102 > simulations, rigid bodies are used to simplify protein-protein
1103 > docking studies.\cite{Gray2003}
1104 >
1105 > It is very important to develop stable and efficient methods to
1106 > integrate the equations of motion for orientational degrees of
1107 > freedom. Euler angles are the natural choice to describe the
1108 > rotational degrees of freedom. However, due to $\frac {1}{sin
1109 > \theta}$ singularities, the numerical integration of corresponding
1110 > equations of these motion is very inefficient and inaccurate.
1111 > Although an alternative integrator using multiple sets of Euler
1112 > angles can overcome this difficulty\cite{Barojas1973}, the
1113 > computational penalty and the loss of angular momentum conservation
1114 > still remain. A singularity-free representation utilizing
1115 > quaternions was developed by Evans in 1977.\cite{Evans1977}
1116 > Unfortunately, this approach used a nonseparable Hamiltonian
1117 > resulting from the quaternion representation, which prevented the
1118 > symplectic algorithm from being utilized. Another different approach
1119 > is to apply holonomic constraints to the atoms belonging to the
1120 > rigid body. Each atom moves independently under the normal forces
1121 > deriving from potential energy and constraint forces which are used
1122 > to guarantee the rigidness. However, due to their iterative nature,
1123 > the SHAKE and Rattle algorithms also converge very slowly when the
1124 > number of constraints increases.\cite{Ryckaert1977, Andersen1983}
1125 >
1126 > A break-through in geometric literature suggests that, in order to
1127 > develop a long-term integration scheme, one should preserve the
1128 > symplectic structure of the propagator. By introducing a conjugate
1129 > momentum to the rotation matrix $Q$ and re-formulating Hamiltonian's
1130 > equation, a symplectic integrator, RSHAKE\cite{Kol1997}, was
1131 > proposed to evolve the Hamiltonian system in a constraint manifold
1132 > by iteratively satisfying the orthogonality constraint $Q^T Q = 1$.
1133 > An alternative method using the quaternion representation was
1134 > developed by Omelyan.\cite{Omelyan1998} However, both of these
1135 > methods are iterative and inefficient. In this section, we descibe a
1136 > symplectic Lie-Poisson integrator for rigid bodies developed by
1137 > Dullweber and his coworkers\cite{Dullweber1997} in depth.
1138 >
1139 > \subsection{\label{introSection:constrainedHamiltonianRB}Constrained Hamiltonian for Rigid Bodies}
1140 > The Hamiltonian of a rigid body is given by
1141 > \begin{equation}
1142 > H = \frac{1}{2}(p^T m^{ - 1} p) + \frac{1}{2}tr(PJ^{ - 1} P) +
1143 > V(q,Q) + \frac{1}{2}tr[(QQ^T  - 1)\Lambda ].
1144 > \label{introEquation:RBHamiltonian}
1145 > \end{equation}
1146 > Here, $q$ and $Q$  are the position vector and rotation matrix for
1147 > the rigid-body, $p$ and $P$  are conjugate momenta to $q$  and $Q$ ,
1148 > and $J$, a diagonal matrix, is defined by
1149 > \[
1150 > I_{ii}^{ - 1}  = \frac{1}{2}\sum\limits_{i \ne j} {J_{jj}^{ - 1} }
1151 > \]
1152 > where $I_{ii}$ is the diagonal element of the inertia tensor. This
1153 > constrained Hamiltonian equation is subjected to a holonomic
1154 > constraint,
1155 > \begin{equation}
1156 > Q^T Q = 1, \label{introEquation:orthogonalConstraint}
1157 > \end{equation}
1158 > which is used to ensure the rotation matrix's unitarity. Using
1159 > Eq.~\ref{introEquation:motionHamiltonianCoordinate} and Eq.~
1160 > \ref{introEquation:motionHamiltonianMomentum}, one can write down
1161 > the equations of motion,
1162 > \begin{eqnarray}
1163 > \frac{{dq}}{{dt}} & = & \frac{p}{m}, \label{introEquation:RBMotionPosition}\\
1164 > \frac{{dp}}{{dt}} & = & - \nabla _q V(q,Q), \label{introEquation:RBMotionMomentum}\\
1165 > \frac{{dQ}}{{dt}} & = & PJ^{ - 1},  \label{introEquation:RBMotionRotation}\\
1166 > \frac{{dP}}{{dt}} & = & - \nabla _Q V(q,Q) - 2Q\Lambda . \label{introEquation:RBMotionP}
1167 > \end{eqnarray}
1168 > Differentiating Eq.~\ref{introEquation:orthogonalConstraint} and
1169 > using Eq.~\ref{introEquation:RBMotionMomentum}, one may obtain,
1170 > \begin{equation}
1171 > Q^T PJ^{ - 1}  + J^{ - 1} P^T Q = 0 . \\
1172 > \label{introEquation:RBFirstOrderConstraint}
1173 > \end{equation}
1174 > In general, there are two ways to satisfy the holonomic constraints.
1175 > We can use a constraint force provided by a Lagrange multiplier on
1176 > the normal manifold to keep the motion on the constraint space. Or
1177 > we can simply evolve the system on the constraint manifold. These
1178 > two methods have been proved to be equivalent. The holonomic
1179 > constraint and equations of motions define a constraint manifold for
1180 > rigid bodies
1181 > \[
1182 > M = \left\{ {(Q,P):Q^T Q = 1,Q^T PJ^{ - 1}  + J^{ - 1} P^T Q = 0}
1183 > \right\}.
1184 > \]
1185 > Unfortunately, this constraint manifold is not $T^* SO(3)$ which is
1186 > a symplectic manifold on Lie rotation group $SO(3)$. However, it
1187 > turns out that under symplectic transformation, the cotangent space
1188 > and the phase space are diffeomorphic. By introducing
1189 > \[
1190 > \tilde Q = Q,\tilde P = \frac{1}{2}\left( {P - QP^T Q} \right),
1191 > \]
1192 > the mechanical system subjected to a holonomic constraint manifold $M$
1193 > can be re-formulated as a Hamiltonian system on the cotangent space
1194 > \[
1195 > T^* SO(3) = \left\{ {(\tilde Q,\tilde P):\tilde Q^T \tilde Q =
1196 > 1,\tilde Q^T \tilde PJ^{ - 1}  + J^{ - 1} P^T \tilde Q = 0} \right\}
1197 > \]
1198 > For a body fixed vector $X_i$ with respect to the center of mass of
1199 > the rigid body, its corresponding lab fixed vector $X_0^{lab}$  is
1200 > given as
1201 > \begin{equation}
1202 > X_i^{lab} = Q X_i + q.
1203 > \end{equation}
1204 > Therefore, potential energy $V(q,Q)$ is defined by
1205 > \[
1206 > V(q,Q) = V(Q X_0 + q).
1207 > \]
1208 > Hence, the force and torque are given by
1209 > \[
1210 > \nabla _q V(q,Q) = F(q,Q) = \sum\limits_i {F_i (q,Q)},
1211 > \]
1212 > and
1213 > \[
1214 > \nabla _Q V(q,Q) = F(q,Q)X_i^t
1215 > \]
1216 > respectively. As a common choice to describe the rotation dynamics
1217 > of the rigid body, the angular momentum on the body fixed frame $\Pi
1218 > = Q^t P$ is introduced to rewrite the equations of motion,
1219 > \begin{equation}
1220 > \begin{array}{l}
1221 > \dot \Pi  = J^{ - 1} \Pi ^T \Pi  + Q^T \sum\limits_i {F_i (q,Q)X_i^T }  - \Lambda,  \\
1222 > \dot Q  = Q\Pi {\rm{ }}J^{ - 1},  \\
1223 > \end{array}
1224 > \label{introEqaution:RBMotionPI}
1225 > \end{equation}
1226 > as well as holonomic constraints $\Pi J^{ - 1}  + J^{ - 1} \Pi ^t  =
1227 > 0$ and $Q^T Q = 1$. For a vector $v(v_1 ,v_2 ,v_3 ) \in R^3$ and a
1228 > matrix $\hat v \in so(3)^ \star$, the hat-map isomorphism,
1229 > \begin{equation}
1230 > v(v_1 ,v_2 ,v_3 ) \Leftrightarrow \hat v = \left(
1231 > {\begin{array}{*{20}c}
1232 >   0 & { - v_3 } & {v_2 }  \\
1233 >   {v_3 } & 0 & { - v_1 }  \\
1234 >   { - v_2 } & {v_1 } & 0  \\
1235 > \end{array}} \right),
1236 > \label{introEquation:hatmapIsomorphism}
1237 > \end{equation}
1238 > will let us associate the matrix products with traditional vector
1239 > operations
1240 > \[
1241 > \hat vu = v \times u.
1242 > \]
1243 > Using Eq.~\ref{introEqaution:RBMotionPI}, one can construct a skew
1244 > matrix,
1245 > \begin{eqnarray}
1246 > (\dot \Pi  - \dot \Pi ^T )&= &(\Pi  - \Pi ^T )(J^{ - 1} \Pi  + \Pi J^{ - 1} ) \notag \\
1247 > & & + \sum\limits_i {[Q^T F_i (r,Q)X_i^T  - X_i F_i (r,Q)^T Q]}  -
1248 > (\Lambda  - \Lambda ^T ). \label{introEquation:skewMatrixPI}
1249 > \end{eqnarray}
1250 > Since $\Lambda$ is symmetric, the last term of
1251 > Eq.~\ref{introEquation:skewMatrixPI} is zero, which implies the
1252 > Lagrange multiplier $\Lambda$ is absent from the equations of
1253 > motion. This unique property eliminates the requirement of
1254 > iterations which can not be avoided in other methods.\cite{Kol1997,
1255 > Omelyan1998} Applying the hat-map isomorphism, we obtain the
1256 > equation of motion for angular momentum in the body frame
1257 > \begin{equation}
1258 > \dot \pi  = \pi  \times I^{ - 1} \pi  + \sum\limits_i {\left( {Q^T
1259 > F_i (r,Q)} \right) \times X_i }.
1260 > \label{introEquation:bodyAngularMotion}
1261 > \end{equation}
1262 > In the same manner, the equation of motion for rotation matrix is
1263 > given by
1264 > \[
1265 > \dot Q = Qskew(I^{ - 1} \pi ).
1266 > \]
1267 >
1268 > \subsection{\label{introSection:SymplecticFreeRB}Symplectic
1269 > Lie-Poisson Integrator for Free Rigid Bodies}
1270 >
1271 > If there are no external forces exerted on the rigid body, the only
1272 > contribution to the rotational motion is from the kinetic energy
1273 > (the first term of \ref{introEquation:bodyAngularMotion}). The free
1274 > rigid body is an example of a Lie-Poisson system with Hamiltonian
1275 > function
1276 > \begin{equation}
1277 > T^r (\pi ) = T_1 ^r (\pi _1 ) + T_2^r (\pi _2 ) + T_3^r (\pi _3 )
1278 > \label{introEquation:rotationalKineticRB}
1279 > \end{equation}
1280 > where $T_i^r (\pi _i ) = \frac{{\pi _i ^2 }}{{2I_i }}$ and
1281 > Lie-Poisson structure matrix,
1282 > \begin{equation}
1283 > J(\pi ) = \left( {\begin{array}{*{20}c}
1284 >   0 & {\pi _3 } & { - \pi _2 }  \\
1285 >   { - \pi _3 } & 0 & {\pi _1 }  \\
1286 >   {\pi _2 } & { - \pi _1 } & 0  \\
1287 > \end{array}} \right).
1288 > \end{equation}
1289 > Thus, the dynamics of free rigid body is governed by
1290 > \begin{equation}
1291 > \frac{d}{{dt}}\pi  = J(\pi )\nabla _\pi  T^r (\pi ).
1292 > \end{equation}
1293 > One may notice that each $T_i^r$ in
1294 > Eq.~\ref{introEquation:rotationalKineticRB} can be solved exactly.
1295 > For instance, the equations of motion due to $T_1^r$ are given by
1296 > \begin{equation}
1297 > \frac{d}{{dt}}\pi  = R_1 \pi ,\frac{d}{{dt}}Q = QR_1
1298 > \label{introEqaution:RBMotionSingleTerm}
1299 > \end{equation}
1300 > with
1301 > \[ R_1  = \left( {\begin{array}{*{20}c}
1302 >   0 & 0 & 0  \\
1303 >   0 & 0 & {\pi _1 }  \\
1304 >   0 & { - \pi _1 } & 0  \\
1305 > \end{array}} \right).
1306 > \]
1307 > The solutions of Eq.~\ref{introEqaution:RBMotionSingleTerm} is
1308 > \[
1309 > \pi (\Delta t) = e^{\Delta tR_1 } \pi (0),Q(\Delta t) =
1310 > Q(0)e^{\Delta tR_1 }
1311 > \]
1312 > with
1313 > \[
1314 > e^{\Delta tR_1 }  = \left( {\begin{array}{*{20}c}
1315 >   0 & 0 & 0  \\
1316 >   0 & {\cos \theta _1 } & {\sin \theta _1 }  \\
1317 >   0 & { - \sin \theta _1 } & {\cos \theta _1 }  \\
1318 > \end{array}} \right),\theta _1  = \frac{{\pi _1 }}{{I_1 }}\Delta t.
1319 > \]
1320 > To reduce the cost of computing expensive functions in $e^{\Delta
1321 > tR_1 }$, we can use the Cayley transformation to obtain a
1322 > single-aixs propagator,
1323 > \begin{eqnarray*}
1324 > e^{\Delta tR_1 }  & \approx & (1 - \Delta tR_1 )^{ - 1} (1 + \Delta
1325 > tR_1 ) \\
1326 > %
1327 > & \approx & \left( \begin{array}{ccc}
1328 > 1 & 0 & 0 \\
1329 > 0 & \frac{1-\theta^2 / 4}{1 + \theta^2 / 4}  & -\frac{\theta}{1+
1330 > \theta^2 / 4} \\
1331 > 0 & \frac{\theta}{1+ \theta^2 / 4} & \frac{1-\theta^2 / 4}{1 +
1332 > \theta^2 / 4}
1333 > \end{array}
1334 > \right).
1335 > \end{eqnarray*}
1336 > The propagators for $T_2^r$ and $T_3^r$ can be found in the same
1337 > manner. In order to construct a second-order symplectic method, we
1338 > split the angular kinetic Hamiltonian function into five terms
1339 > \[
1340 > T^r (\pi ) = \frac{1}{2}T_1 ^r (\pi _1 ) + \frac{1}{2}T_2^r (\pi _2
1341 > ) + T_3^r (\pi _3 ) + \frac{1}{2}T_2^r (\pi _2 ) + \frac{1}{2}T_1 ^r
1342 > (\pi _1 ).
1343 > \]
1344 > By concatenating the propagators corresponding to these five terms,
1345 > we can obtain an symplectic integrator,
1346 > \[
1347 > \varphi _{\Delta t,T^r }  = \varphi _{\Delta t/2,\pi _1 }  \circ
1348 > \varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t,\pi _3 }
1349 > \circ \varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t/2,\pi
1350 > _1 }.
1351 > \]
1352 > The non-canonical Lie-Poisson bracket $\{F, G\}$ of two functions $F(\pi )$ and $G(\pi )$ is defined by
1353 > \[
1354 > \{ F,G\} (\pi ) = [\nabla _\pi  F(\pi )]^T J(\pi )\nabla _\pi  G(\pi
1355 > ).
1356 > \]
1357 > If the Poisson bracket of a function $F$ with an arbitrary smooth
1358 > function $G$ is zero, $F$ is a \emph{Casimir}, which is the
1359 > conserved quantity in Poisson system. We can easily verify that the
1360 > norm of the angular momentum, $\parallel \pi
1361 > \parallel$, is a \emph{Casimir}.\cite{McLachlan1993} Let $F(\pi ) = S(\frac{{\parallel
1362 > \pi \parallel ^2 }}{2})$ for an arbitrary function $ S:R \to R$ ,
1363 > then by the chain rule
1364 > \[
1365 > \nabla _\pi  F(\pi ) = S'(\frac{{\parallel \pi \parallel ^2
1366 > }}{2})\pi.
1367 > \]
1368 > Thus, $ [\nabla _\pi  F(\pi )]^T J(\pi ) =  - S'(\frac{{\parallel
1369 > \pi
1370 > \parallel ^2 }}{2})\pi  \times \pi  = 0 $. This explicit
1371 > Lie-Poisson integrator is found to be both extremely efficient and
1372 > stable. These properties can be explained by the fact the small
1373 > angle approximation is used and the norm of the angular momentum is
1374 > conserved.
1375 >
1376 > \subsection{\label{introSection:RBHamiltonianSplitting} Hamiltonian
1377 > Splitting for Rigid Body}
1378 >
1379 > The Hamiltonian of rigid body can be separated in terms of kinetic
1380 > energy and potential energy, $H = T(p,\pi ) + V(q,Q)$. The equations
1381 > of motion corresponding to potential energy and kinetic energy are
1382 > listed in Table~\ref{introTable:rbEquations}.
1383 > \begin{table}
1384 > \caption{EQUATIONS OF MOTION DUE TO POTENTIAL AND KINETIC ENERGIES}
1385 > \label{introTable:rbEquations}
1386 > \begin{center}
1387 > \begin{tabular}{|l|l|}
1388 >  \hline
1389 >  % after \\: \hline or \cline{col1-col2} \cline{col3-col4} ...
1390 >  Potential & Kinetic \\
1391 >  $\frac{{dq}}{{dt}} = \frac{p}{m}$ & $\frac{d}{{dt}}q = p$ \\
1392 >  $\frac{d}{{dt}}p =  - \frac{{\partial V}}{{\partial q}}$ & $ \frac{d}{{dt}}p = 0$ \\
1393 >  $\frac{d}{{dt}}Q = 0$ & $ \frac{d}{{dt}}Q = Qskew(I^{ - 1} j)$ \\
1394 >  $ \frac{d}{{dt}}\pi  = \sum\limits_i {\left( {Q^T F_i (r,Q)} \right) \times X_i }$ & $\frac{d}{{dt}}\pi  = \pi  \times I^{ - 1} \pi$\\
1395 >  \hline
1396 > \end{tabular}
1397 > \end{center}
1398 > \end{table}
1399 > A second-order symplectic method is now obtained by the composition
1400 > of the position and velocity propagators,
1401 > \[
1402 > \varphi _{\Delta t}  = \varphi _{\Delta t/2,V}  \circ \varphi
1403 > _{\Delta t,T}  \circ \varphi _{\Delta t/2,V}.
1404 > \]
1405 > Moreover, $\varphi _{\Delta t/2,V}$ can be divided into two
1406 > sub-propagators which corresponding to force and torque
1407 > respectively,
1408 > \[
1409 > \varphi _{\Delta t/2,V}  = \varphi _{\Delta t/2,F}  \circ \varphi
1410 > _{\Delta t/2,\tau }.
1411 > \]
1412 > Since the associated operators of $\varphi _{\Delta t/2,F} $ and
1413 > $\circ \varphi _{\Delta t/2,\tau }$ commute, the composition order
1414 > inside $\varphi _{\Delta t/2,V}$ does not matter. Furthermore, the
1415 > kinetic energy can be separated to translational kinetic term, $T^t
1416 > (p)$, and rotational kinetic term, $T^r (\pi )$,
1417 > \begin{equation}
1418 > T(p,\pi ) =T^t (p) + T^r (\pi ).
1419 > \end{equation}
1420 > where $ T^t (p) = \frac{1}{2}p^T m^{ - 1} p $ and $T^r (\pi )$ is
1421 > defined by Eq.~\ref{introEquation:rotationalKineticRB}. Therefore,
1422 > the corresponding propagators are given by
1423 > \[
1424 > \varphi _{\Delta t,T}  = \varphi _{\Delta t,T^t }  \circ \varphi
1425 > _{\Delta t,T^r }.
1426 > \]
1427 > Finally, we obtain the overall symplectic propagators for freely
1428 > moving rigid bodies
1429 > \begin{eqnarray}
1430 > \varphi _{\Delta t}  &=& \varphi _{\Delta t/2,F}  \circ \varphi _{\Delta t/2,\tau }  \notag\\
1431 >  & & \circ \varphi _{\Delta t,T^t }  \circ \varphi _{\Delta t/2,\pi _1 }  \circ \varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t,\pi _3 }  \circ \varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t/2,\pi _1 }  \notag\\
1432 >  & & \circ \varphi _{\Delta t/2,\tau }  \circ \varphi _{\Delta t/2,F}  .
1433 > \label{introEquation:overallRBFlowMaps}
1434 > \end{eqnarray}
1435 >
1436 > \section{\label{introSection:langevinDynamics}Langevin Dynamics}
1437 > As an alternative to newtonian dynamics, Langevin dynamics, which
1438 > mimics a simple heat bath with stochastic and dissipative forces,
1439 > has been applied in a variety of studies. This section will review
1440 > the theory of Langevin dynamics. A brief derivation of the generalized
1441 > Langevin equation will be given first. Following that, we will
1442 > discuss the physical meaning of the terms appearing in the equation.
1443 >
1444 > \subsection{\label{introSection:generalizedLangevinDynamics}Derivation of Generalized Langevin Equation}
1445 >
1446 > A harmonic bath model, in which an effective set of harmonic
1447 > oscillators are used to mimic the effect of a linearly responding
1448 > environment, has been widely used in quantum chemistry and
1449 > statistical mechanics. One of the successful applications of
1450 > Harmonic bath model is the derivation of the Generalized Langevin
1451 > Dynamics (GLE). Consider a system, in which the degree of
1452 > freedom $x$ is assumed to couple to the bath linearly, giving a
1453 > Hamiltonian of the form
1454 > \begin{equation}
1455 > H = \frac{{p^2 }}{{2m}} + U(x) + H_B  + \Delta U(x,x_1 , \ldots x_N)
1456 > \label{introEquation:bathGLE}.
1457 > \end{equation}
1458 > Here $p$ is a momentum conjugate to $x$, $m$ is the mass associated
1459 > with this degree of freedom, $H_B$ is a harmonic bath Hamiltonian,
1460 > \[
1461 > H_B  = \sum\limits_{\alpha  = 1}^N {\left\{ {\frac{{p_\alpha ^2
1462 > }}{{2m_\alpha  }} + \frac{1}{2}m_\alpha  x_\alpha ^2 }
1463 > \right\}}
1464 > \]
1465 > where the index $\alpha$ runs over all the bath degrees of freedom,
1466 > $\omega _\alpha$ are the harmonic bath frequencies, $m_\alpha$ are
1467 > the harmonic bath masses, and $\Delta U$ is a bilinear system-bath
1468 > coupling,
1469 > \[
1470 > \Delta U =  - \sum\limits_{\alpha  = 1}^N {g_\alpha  x_\alpha  x}
1471 > \]
1472 > where $g_\alpha$ are the coupling constants between the bath
1473 > coordinates ($x_ \alpha$) and the system coordinate ($x$).
1474 > Introducing
1475 > \[
1476 > W(x) = U(x) - \sum\limits_{\alpha  = 1}^N {\frac{{g_\alpha ^2
1477 > }}{{2m_\alpha  w_\alpha ^2 }}} x^2
1478 > \]
1479 > and combining the last two terms in Eq.~\ref{introEquation:bathGLE}, we may rewrite the Harmonic bath Hamiltonian as
1480 > \[
1481 > H = \frac{{p^2 }}{{2m}} + W(x) + \sum\limits_{\alpha  = 1}^N
1482 > {\left\{ {\frac{{p_\alpha ^2 }}{{2m_\alpha  }} + \frac{1}{2}m_\alpha
1483 > w_\alpha ^2 \left( {x_\alpha   - \frac{{g_\alpha  }}{{m_\alpha
1484 > w_\alpha ^2 }}x} \right)^2 } \right\}}.
1485 > \]
1486 > Since the first two terms of the new Hamiltonian depend only on the
1487 > system coordinates, we can get the equations of motion for
1488 > Generalized Langevin Dynamics by Hamilton's equations,
1489 > \begin{equation}
1490 > m\ddot x =  - \frac{{\partial W(x)}}{{\partial x}} -
1491 > \sum\limits_{\alpha  = 1}^N {g_\alpha  \left( {x_\alpha   -
1492 > \frac{{g_\alpha  }}{{m_\alpha  w_\alpha ^2 }}x} \right)},
1493 > \label{introEquation:coorMotionGLE}
1494 > \end{equation}
1495 > and
1496 > \begin{equation}
1497 > m\ddot x_\alpha   =  - m_\alpha  w_\alpha ^2 \left( {x_\alpha   -
1498 > \frac{{g_\alpha  }}{{m_\alpha  w_\alpha ^2 }}x} \right).
1499 > \label{introEquation:bathMotionGLE}
1500 > \end{equation}
1501 > In order to derive an equation for $x$, the dynamics of the bath
1502 > variables $x_\alpha$ must be solved exactly first. As an integral
1503 > transform which is particularly useful in solving linear ordinary
1504 > differential equations,the Laplace transform is the appropriate tool
1505 > to solve this problem. The basic idea is to transform the difficult
1506 > differential equations into simple algebra problems which can be
1507 > solved easily. Then, by applying the inverse Laplace transform, we
1508 > can retrieve the solutions of the original problems. Let $f(t)$ be a
1509 > function defined on $ [0,\infty ) $, the Laplace transform of $f(t)$
1510 > is a new function defined as
1511 > \[
1512 > L(f(t)) \equiv F(p) = \int_0^\infty  {f(t)e^{ - pt} dt}
1513 > \]
1514 > where  $p$ is real and  $L$ is called the Laplace Transform
1515 > Operator. Below are some important properties of the Laplace transform
1516 > \begin{eqnarray*}
1517 > L(x + y)  & = & L(x) + L(y) \\
1518 > L(ax)     & = & aL(x) \\
1519 > L(\dot x) & = & pL(x) - px(0) \\
1520 > L(\ddot x)& = & p^2 L(x) - px(0) - \dot x(0) \\
1521 > L\left( {\int_0^t {g(t - \tau )h(\tau )d\tau } } \right)& = & G(p)H(p) \\
1522 > \end{eqnarray*}
1523 > Applying the Laplace transform to the bath coordinates, we obtain
1524 > \begin{eqnarray*}
1525 > p^2 L(x_\alpha  ) - px_\alpha  (0) - \dot x_\alpha  (0) & = & - \omega _\alpha ^2 L(x_\alpha  ) + \frac{{g_\alpha  }}{{\omega _\alpha  }}L(x), \\
1526 > L(x_\alpha  ) & = & \frac{{\frac{{g_\alpha  }}{{\omega _\alpha  }}L(x) + px_\alpha  (0) + \dot x_\alpha  (0)}}{{p^2  + \omega _\alpha ^2 }}. \\
1527 > \end{eqnarray*}
1528 > In the same way, the system coordinates become
1529 > \begin{eqnarray*}
1530 > mL(\ddot x) & = &
1531 >  - \sum\limits_{\alpha  = 1}^N {\left\{ { - \frac{{g_\alpha ^2 }}{{m_\alpha  \omega _\alpha ^2 }}\frac{p}{{p^2  + \omega _\alpha ^2 }}pL(x) - \frac{p}{{p^2  + \omega _\alpha ^2 }}g_\alpha  x_\alpha  (0) - \frac{1}{{p^2  + \omega _\alpha ^2 }}g_\alpha  \dot x_\alpha  (0)} \right\}}  \\
1532 >  & & - \frac{1}{p}\frac{{\partial W(x)}}{{\partial x}}.
1533 > \end{eqnarray*}
1534 > With the help of some relatively important inverse Laplace
1535 > transformations:
1536 > \[
1537 > \begin{array}{c}
1538 > L(\cos at) = \frac{p}{{p^2  + a^2 }} \\
1539 > L(\sin at) = \frac{a}{{p^2  + a^2 }} \\
1540 > L(1) = \frac{1}{p} \\
1541 > \end{array}
1542 > \]
1543 > we obtain
1544 > \begin{eqnarray*}
1545 > m\ddot x & =  & - \frac{{\partial W(x)}}{{\partial x}} -
1546 > \sum\limits_{\alpha  = 1}^N {\left\{ {\left( { - \frac{{g_\alpha ^2
1547 > }}{{m_\alpha  \omega _\alpha ^2 }}} \right)\int_0^t {\cos (\omega
1548 > _\alpha  t)\dot x(t - \tau )d\tau } } \right\}}  \\
1549 > & & + \sum\limits_{\alpha  = 1}^N {\left\{ {\left[ {g_\alpha
1550 > x_\alpha (0) - \frac{{g_\alpha  }}{{m_\alpha  \omega _\alpha  }}}
1551 > \right]\cos (\omega _\alpha  t) + \frac{{g_\alpha  \dot x_\alpha
1552 > (0)}}{{\omega _\alpha  }}\sin (\omega _\alpha  t)} \right\}}\\
1553 > %
1554 > & = & -
1555 > \frac{{\partial W(x)}}{{\partial x}} - \int_0^t {\sum\limits_{\alpha
1556 > = 1}^N {\left( { - \frac{{g_\alpha ^2 }}{{m_\alpha  \omega _\alpha
1557 > ^2 }}} \right)\cos (\omega _\alpha
1558 > t)\dot x(t - \tau )d} \tau }  \\
1559 > & & + \sum\limits_{\alpha  = 1}^N {\left\{ {\left[ {g_\alpha
1560 > x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha  }}}
1561 > \right]\cos (\omega _\alpha  t) + \frac{{g_\alpha  \dot x_\alpha
1562 > (0)}}{{\omega _\alpha  }}\sin (\omega _\alpha  t)} \right\}}
1563 > \end{eqnarray*}
1564 > Introducing a \emph{dynamic friction kernel}
1565 > \begin{equation}
1566 > \xi (t) = \sum\limits_{\alpha  = 1}^N {\left( { - \frac{{g_\alpha ^2
1567 > }}{{m_\alpha  \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha  t)}
1568 > \label{introEquation:dynamicFrictionKernelDefinition}
1569 > \end{equation}
1570 > and \emph{a random force}
1571 > \begin{equation}
1572 > R(t) = \sum\limits_{\alpha  = 1}^N {\left( {g_\alpha  x_\alpha  (0)
1573 > - \frac{{g_\alpha ^2 }}{{m_\alpha  \omega _\alpha ^2 }}x(0)}
1574 > \right)\cos (\omega _\alpha  t)}  + \frac{{\dot x_\alpha
1575 > (0)}}{{\omega _\alpha  }}\sin (\omega _\alpha  t),
1576 > \label{introEquation:randomForceDefinition}
1577 > \end{equation}
1578 > the equation of motion can be rewritten as
1579 > \begin{equation}
1580 > m\ddot x =  - \frac{{\partial W}}{{\partial x}} - \int_0^t {\xi
1581 > (t)\dot x(t - \tau )d\tau }  + R(t)
1582 > \label{introEuqation:GeneralizedLangevinDynamics}
1583 > \end{equation}
1584 > which is known as the \emph{generalized Langevin equation} (GLE).
1585 >
1586 > \subsubsection{\label{introSection:randomForceDynamicFrictionKernel}\textbf{Random Force and Dynamic Friction Kernel}}
1587 >
1588 > One may notice that $R(t)$ depends only on initial conditions, which
1589 > implies it is completely deterministic within the context of a
1590 > harmonic bath. However, it is easy to verify that $R(t)$ is totally
1591 > uncorrelated to $x$ and $\dot x$, $\left\langle {x(t)R(t)}
1592 > \right\rangle  = 0, \left\langle {\dot x(t)R(t)} \right\rangle  =
1593 > 0.$ This property is what we expect from a truly random process. As
1594 > long as the model chosen for $R(t)$ was a gaussian distribution in
1595 > general, the stochastic nature of the GLE still remains.
1596 > %dynamic friction kernel
1597 > The convolution integral
1598 > \[
1599 > \int_0^t {\xi (t)\dot x(t - \tau )d\tau }
1600 > \]
1601 > depends on the entire history of the evolution of $x$, which implies
1602 > that the bath retains memory of previous motions. In other words,
1603 > the bath requires a finite time to respond to change in the motion
1604 > of the system. For a sluggish bath which responds slowly to changes
1605 > in the system coordinate, we may regard $\xi(t)$ as a constant
1606 > $\xi(t) = \Xi_0$. Hence, the convolution integral becomes
1607 > \[
1608 > \int_0^t {\xi (t)\dot x(t - \tau )d\tau }  = \xi _0 (x(t) - x(0))
1609 > \]
1610 > and Eq.~\ref{introEuqation:GeneralizedLangevinDynamics} becomes
1611 > \[
1612 > m\ddot x =  - \frac{\partial }{{\partial x}}\left( {W(x) +
1613 > \frac{1}{2}\xi _0 (x - x_0 )^2 } \right) + R(t),
1614 > \]
1615 > which can be used to describe the effect of dynamic caging in
1616 > viscous solvents. The other extreme is the bath that responds
1617 > infinitely quickly to motions in the system. Thus, $\xi (t)$ can be
1618 > taken as a $delta$ function in time:
1619 > \[
1620 > \xi (t) = 2\xi _0 \delta (t).
1621 > \]
1622 > Hence, the convolution integral becomes
1623 > \[
1624 > \int_0^t {\xi (t)\dot x(t - \tau )d\tau }  = 2\xi _0 \int_0^t
1625 > {\delta (t)\dot x(t - \tau )d\tau }  = \xi _0 \dot x(t),
1626 > \]
1627 > and Eq.~\ref{introEuqation:GeneralizedLangevinDynamics} becomes
1628 > \begin{equation}
1629 > m\ddot x =  - \frac{{\partial W(x)}}{{\partial x}} - \xi _0 \dot
1630 > x(t) + R(t) \label{introEquation:LangevinEquation}
1631 > \end{equation}
1632 > which is known as the Langevin equation. The static friction
1633 > coefficient $\xi _0$ can either be calculated from spectral density
1634 > or be determined by Stokes' law for regular shaped particles. A
1635 > brief review on calculating friction tensors for arbitrary shaped
1636 > particles is given in Sec.~\ref{introSection:frictionTensor}.
1637 >
1638 > \subsubsection{\label{introSection:secondFluctuationDissipation}\textbf{The Second Fluctuation Dissipation Theorem}}
1639 >
1640 > Defining a new set of coordinates
1641 > \[
1642 > q_\alpha  (t) = x_\alpha  (t) - \frac{1}{{m_\alpha  \omega _\alpha
1643 > ^2 }}x(0),
1644 > \]
1645 > we can rewrite $R(t)$ as
1646 > \[
1647 > R(t) = \sum\limits_{\alpha  = 1}^N {g_\alpha  q_\alpha  (t)}.
1648 > \]
1649 > And since the $q$ coordinates are harmonic oscillators,
1650 > \begin{eqnarray*}
1651 > \left\langle {q_\alpha ^2 } \right\rangle  & = & \frac{{kT}}{{m_\alpha  \omega _\alpha ^2 }} \\
1652 > \left\langle {q_\alpha  (t)q_\alpha  (0)} \right\rangle & = & \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha  t) \\
1653 > \left\langle {q_\alpha  (t)q_\beta  (0)} \right\rangle & = &\delta _{\alpha \beta } \left\langle {q_\alpha  (t)q_\alpha  (0)} \right\rangle  \\
1654 > \left\langle {R(t)R(0)} \right\rangle & = & \sum\limits_\alpha  {\sum\limits_\beta  {g_\alpha  g_\beta  \left\langle {q_\alpha  (t)q_\beta  (0)} \right\rangle } }  \\
1655 >  & = &\sum\limits_\alpha  {g_\alpha ^2 \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha  t)}  \\
1656 >  & = &kT\xi (t)
1657 > \end{eqnarray*}
1658 > Thus, we recover the \emph{second fluctuation dissipation theorem}
1659 > \begin{equation}
1660 > \xi (t) = \left\langle {R(t)R(0)} \right\rangle
1661 > \label{introEquation:secondFluctuationDissipation},
1662 > \end{equation}
1663 > which acts as a constraint on the possible ways in which one can
1664 > model the random force and friction kernel.

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