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1 \chapter{\label{chap:intro}INTRODUCTION AND BACKGROUND}
2
3 \section{Background on the Problem\label{In:sec:pro}}
4 Phospholipid molecules are chosen to be studied in this dissertation
5 because of their critical role as a foundation of the bio-membrane
6 construction. The self assembled bilayer of the lipids when dispersed
7 in water is the micro structure of the membrane. The phase behavior of
8 lipid bilayer is explored experimentally~\cite{Cevc87}, however, fully
9 understanding on the mechanism is far beyond accomplished.
10
11 \subsection{Ripple Phase\label{In:ssec:ripple}}
12 The {\it ripple phase} $P_{\beta'}$ of lipid bilayers, named from the
13 periodic buckling of the membrane, is an intermediate phase which is
14 developed either from heating the gel phase $L_{\beta'}$ or cooling
15 the fluid phase $L_\alpha$. Although the ripple phase is observed in
16 different
17 experiments~\cite{Sun96,Katsaras00,Copeland80,Meyer96,Kaasgaard03},
18 the mechanism of the formation of the ripple phase has never been
19 explained and the microscopic structure of the ripple phase has never
20 been elucidated by experiments. Computational simulation is a perfect
21 tool to study the microscopic properties for a system, however, the
22 long range dimension of the ripple structure and the long time scale
23 of the formation of the ripples are crucial obstacles to performing
24 the actual work. The idea to break through this dilemma forks into:
25 \begin{itemize}
26 \item Simplify the lipid model.
27 \item Improve the integrating algorithm.
28 \end{itemize}
29 In Ch.~\ref{chap:mc} and~\ref{chap:md}, we use a simple point dipole
30 model and a coarse-grained model to perform the Monte Carlo and
31 Molecular Dynamics simulations respectively, and in Ch.~\ref{chap:ld},
32 we implement a Langevin Dynamics algorithm to exclude the explicit
33 solvent to improve the efficiency of the simulations.
34
35 \subsection{Lattice Model\label{In:ssec:model}}
36 The gel like characteristic of the ripple phase ensures the feasiblity
37 of applying the lattice model to study the system. It is claimed that
38 the packing of the lipid molecules in ripple phase is
39 hexagonal~\cite{Cevc87}. The popular $2$ dimensional lattice models,
40 {\it i.e.}, Ising model, Heisenberg model and $X-Y$ model, show
41 {\it frustration} on triangular lattice.
42 \begin{figure}
43 \centering
44 \includegraphics[width=\linewidth]{./figures/frustration.pdf}
45 \caption{Sketch to illustrate the frustration on triangular
46 lattice. Spins are represented by arrows, no matter which direction
47 the spin on the top of triangle points to, the Hamiltonian of the
48 system is the same, hence there are infinite possibilities for the
49 packing of the spins.}
50 \label{fig:frustration}
51 \end{figure}
52 Figure~\ref{fig:frustration} shows an illustration of the frustration
53 on a triangular lattice. The direction of the spin on top of the
54 triangle has no effects on the Hamiltonian of the system, therefore
55 infinite possibilities for the packing of spins induce the frustration
56 of the lattice.
57
58 The lack of translational degree of freedom in lattice models prevents
59 their utilization on investigating the emergence of the surface
60 buckling which is the imposition of the ripple formation. In this
61 dissertation, a modified lattice model is introduced to this specific
62 situation in Ch.~\ref{chap:mc}.
63
64 \section{Overview of Classical Statistical Mechanics\label{In:sec:SM}}
65 Statistical mechanics provides a way to calculate the macroscopic
66 properties of a system from the molecular interactions used in
67 computational simulations. This section serves as a brief introduction
68 to key concepts of classical statistical mechanics that we used in
69 this dissertation. Tolman gives an excellent introduction to the
70 principles of statistical mechanics~\cite{Tolman1979}. A large part of
71 section~\ref{In:sec:SM} will follow Tolman's notation.
72
73 \subsection{Ensembles\label{In:ssec:ensemble}}
74 In classical mechanics, the state of the system is completely
75 described by the positions and momenta of all particles. If we have an
76 $N$ particle system, there are $6N$ coordinates ($3N$ position $(q_1,
77 q_2, \ldots, q_{3N})$ and $3N$ momenta $(p_1, p_2, \ldots, p_{3N})$)
78 to define the instantaneous state of the system. Each single set of
79 the $6N$ coordinates can be considered as a unique point in a $6N$
80 dimensional space where each perpendicular axis is one of
81 $q_{i\alpha}$ or $p_{i\alpha}$ ($i$ is the particle and $\alpha$ is
82 the spatial axis). This $6N$ dimensional space is known as phase
83 space. The instantaneous state of the system is a single point in
84 phase space. A trajectory is a connected path of points in phase
85 space. An ensemble is a collection of systems described by the same
86 macroscopic observables but which have microscopic state
87 distributions. In phase space an ensemble is a collection of a set of
88 representive points. A density distribution $\rho(q^N, p^N)$ of the
89 representive points in phase space describes the condition of an
90 ensemble of identical systems. Since this density may change with
91 time, it is also a function of time. $\rho(q^N, p^N, t)$ describes the
92 ensemble at a time $t$, and $\rho(q^N, p^N, t')$ describes the
93 ensemble at a later time $t'$. For convenience, we will use $\rho$
94 instead of $\rho(q^N, p^N, t)$ in the following disccusion. If we
95 normalize $\rho$ to unity,
96 \begin{equation}
97 1 = \int d \vec q~^N \int d \vec p~^N \rho,
98 \label{normalized}
99 \end{equation}
100 then the value of $\rho$ gives the probability of finding the system
101 in a unit volume in the phase space.
102
103 Liouville's theorem describes the change in density $\rho$ with
104 time. The number of representive points at a given volume in the phase
105 space at any instant can be written as:
106 \begin{equation}
107 \label{eq:deltaN}
108 \delta N = \rho~\delta q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N.
109 \end{equation}
110 To calculate the change in the number of representive points in this
111 volume, let us consider a simple condition: the change in the number
112 of representive points in $q_1$ axis. The rate of the number of the
113 representive points entering the volume at $q_1$ per unit time is:
114 \begin{equation}
115 \label{eq:deltaNatq1}
116 \rho~\dot q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N,
117 \end{equation}
118 and the rate of the number of representive points leaving the volume
119 at another position $q_1 + \delta q_1$ is:
120 \begin{equation}
121 \label{eq:deltaNatq1plusdeltaq1}
122 \left( \rho + \frac{\partial \rho}{\partial q_1} \delta q_1 \right)\left(\dot q_1 +
123 \frac{\partial \dot q_1}{\partial q_1} \delta q_1 \right)\delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N.
124 \end{equation}
125 Here the higher order differentials are neglected. So the change of
126 the number of the representive points is the difference of
127 eq.~\ref{eq:deltaNatq1} and eq.~\ref{eq:deltaNatq1plusdeltaq1}, which
128 gives us:
129 \begin{equation}
130 \label{eq:deltaNatq1axis}
131 -\left(\rho \frac{\partial {\dot q_1}}{\partial q_1} + \frac{\partial {\rho}}{\partial q_1} \dot q_1 \right)\delta q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N,
132 \end{equation}
133 where, higher order differetials are neglected. If we sum over all the
134 axes in the phase space, we can get the change of the number of
135 representive points in a given volume with time:
136 \begin{equation}
137 \label{eq:deltaNatGivenVolume}
138 \frac{d(\delta N)}{dt} = -\sum_{i=1}^N \left[\rho \left(\frac{\partial
139 {\dot q_i}}{\partial q_i} + \frac{\partial
140 {\dot p_i}}{\partial p_i}\right) + \left( \frac{\partial {\rho}}{\partial
141 q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i\right)\right]\delta q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N.
142 \end{equation}
143 From Hamilton's equation of motion,
144 \begin{equation}
145 \frac{\partial {\dot q_i}}{\partial q_i} = - \frac{\partial
146 {\dot p_i}}{\partial p_i},
147 \label{eq:canonicalFormOfEquationOfMotion}
148 \end{equation}
149 this cancels out the first term on the right side of
150 eq.~\ref{eq:deltaNatGivenVolume}. If both sides of
151 eq.~\ref{eq:deltaNatGivenVolume} are divided by $\delta q_1 \delta q_2
152 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N$, then we
153 can derive Liouville's theorem:
154 \begin{equation}
155 \left( \frac{\partial \rho}{\partial t} \right)_{q, p} = -\sum_{i} \left(
156 \frac{\partial {\rho}}{\partial
157 q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right).
158 \label{eq:simpleFormofLiouville}
159 \end{equation}
160 This is the basis of statistical mechanics. If we move the right
161 side of equation~\ref{eq:simpleFormofLiouville} to the left, we
162 will obtain
163 \begin{equation}
164 \left( \frac{\partial \rho}{\partial t} \right)_{q, p} + \sum_{i} \left(
165 \frac{\partial {\rho}}{\partial
166 q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right)
167 = 0.
168 \label{eq:anotherFormofLiouville}
169 \end{equation}
170 It is easy to note that the left side of
171 equation~\ref{eq:anotherFormofLiouville} is the total derivative of
172 $\rho$ with respect of $t$, which means
173 \begin{equation}
174 \frac{d \rho}{dt} = 0,
175 \label{eq:conservationofRho}
176 \end{equation}
177 and the rate of density change is zero in the neighborhood of any
178 selected moving representive points in the phase space.
179
180 The condition of the ensemble is determined by the density
181 distribution. If we consider the density distribution as only a
182 function of $q$ and $p$, which means the rate of change of the phase
183 space density in the neighborhood of all representive points in the
184 phase space is zero,
185 \begin{equation}
186 \left( \frac{\partial \rho}{\partial t} \right)_{q, p} = 0.
187 \label{eq:statEquilibrium}
188 \end{equation}
189 We may conclude the ensemble is in {\it statistical equilibrium}. An
190 ensemble in statistical equilibrium often means the system is also in
191 macroscopic equilibrium. If $\left( \frac{\partial \rho}{\partial t}
192 \right)_{q, p} = 0$, then
193 \begin{equation}
194 \sum_{i} \left(
195 \frac{\partial {\rho}}{\partial
196 q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right)
197 = 0.
198 \label{constantofMotion}
199 \end{equation}
200 If $\rho$ is a function only of some constant of the motion, $\rho$ is
201 independent of time. For a conservative system, the energy of the
202 system is one of the constants of the motion. Here are several
203 examples: when the density distribution is constant everywhere in the
204 phase space,
205 \begin{equation}
206 \rho = \mathrm{const.}
207 \label{eq:uniformEnsemble}
208 \end{equation}
209 the ensemble is called {\it uniform ensemble}. Another useful
210 ensemble is called {\it microcanonical ensemble}, for which:
211 \begin{equation}
212 \rho = \delta \left( H(q^N, p^N) - E \right) \frac{1}{\Sigma (N, V, E)}
213 \label{eq:microcanonicalEnsemble}
214 \end{equation}
215 where $\Sigma(N, V, E)$ is a normalization constant parameterized by
216 $N$, the total number of particles, $V$, the total physical volume and
217 $E$, the total energy. The physical meaning of $\Sigma(N, V, E)$ is
218 the phase space volume accessible to a microcanonical system with
219 energy $E$ evolving under Hamilton's equations. $H(q^N, p^N)$ is the
220 Hamiltonian of the system. The Gibbs entropy is defined as
221 \begin{equation}
222 S = - k_B \int d \vec q~^N \int d \vec p~^N \rho \ln [C^N \rho],
223 \label{eq:gibbsEntropy}
224 \end{equation}
225 where $k_B$ is the Boltzmann constant and $C^N$ is a number which
226 makes the argument of $\ln$ dimensionless, in this case, it is the
227 total phase space volume of one state. The entropy in microcanonical
228 ensemble is given by
229 \begin{equation}
230 S = k_B \ln \left(\frac{\Sigma(N, V, E)}{C^N}\right).
231 \label{eq:entropy}
232 \end{equation}
233 If the density distribution $\rho$ is given by
234 \begin{equation}
235 \rho = \frac{1}{Z_N}e^{-H(q^N, p^N) / k_B T},
236 \label{eq:canonicalEnsemble}
237 \end{equation}
238 the ensemble is known as the {\it canonical ensemble}. Here,
239 \begin{equation}
240 Z_N = \int d \vec q~^N \int_\Gamma d \vec p~^N e^{-H(q^N, p^N) / k_B T},
241 \label{eq:partitionFunction}
242 \end{equation}
243 which is also known as {\it partition function}. $\Gamma$ indicates
244 that the integral is over all the phase space. In the canonical
245 ensemble, $N$, the total number of particles, $V$, total volume, and
246 $T$, the temperature are constants. The systems with the lowest
247 energies hold the largest population. According to maximum principle,
248 the thermodynamics maximizes the entropy $S$,
249 \begin{equation}
250 \begin{array}{ccc}
251 \delta S = 0 & \mathrm{and} & \delta^2 S < 0.
252 \end{array}
253 \label{eq:maximumPrinciple}
254 \end{equation}
255 From Eq.~\ref{eq:maximumPrinciple} and two constrains of the canonical
256 ensemble, {\it i.e.}, total probability and average energy conserved,
257 the partition function is calculated as
258 \begin{equation}
259 Z_N = e^{-A/k_B T},
260 \label{eq:partitionFunctionWithFreeEnergy}
261 \end{equation}
262 where $A$ is the Helmholtz free energy. The significance of
263 Eq.~\ref{eq:entropy} and~\ref{eq:partitionFunctionWithFreeEnergy} is
264 that they serve as a connection between macroscopic properties of the
265 system and the distribution of the microscopic states.
266
267 There is an implicit assumption that our arguments are based on so
268 far. A representive point in the phase space is equally to be found in
269 any same extent of the regions. In other words, all energetically
270 accessible states are represented equally, the probabilities to find
271 the system in any of the accessible states is equal. This is called
272 equal a {\it priori} probabilities.
273
274 \subsection{Statistical Average\label{In:ssec:average}}
275 Given the density distribution $\rho$ in the phase space, the average
276 of any quantity ($F(q^N, p^N$)) which depends on the coordinates
277 ($q^N$) and the momenta ($p^N$) for all the systems in the ensemble
278 can be calculated based on the definition shown by
279 Eq.~\ref{eq:statAverage1}
280 \begin{equation}
281 \langle F(q^N, p^N, t) \rangle = \frac{\int d \vec q~^N \int d \vec p~^N
282 F(q^N, p^N, t) \rho}{\int d \vec q~^N \int d \vec p~^N \rho}.
283 \label{eq:statAverage1}
284 \end{equation}
285 Since the density distribution $\rho$ is normalized to unity, the mean
286 value of $F(q^N, p^N)$ is simplified to
287 \begin{equation}
288 \langle F(q^N, p^N, t) \rangle = \int d \vec q~^N \int d \vec p~^N F(q^N,
289 p^N, t) \rho,
290 \label{eq:statAverage2}
291 \end{equation}
292 called {\it ensemble average}. However, the quantity is often averaged
293 for a finite time in real experiments,
294 \begin{equation}
295 \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty}
296 \frac{1}{T} \int_{t_0}^{t_0+T} F(q^N, p^N, t) dt.
297 \label{eq:timeAverage1}
298 \end{equation}
299 Usually this time average is independent of $t_0$ in statistical
300 mechanics, so Eq.~\ref{eq:timeAverage1} becomes
301 \begin{equation}
302 \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty}
303 \frac{1}{T} \int_{0}^{T} F(q^N, p^N, t) dt
304 \label{eq:timeAverage2}
305 \end{equation}
306 for an infinite time interval.
307
308 {\it ergodic hypothesis}, an important hypothesis from the statistical
309 mechanics point of view, states that the system will eventually pass
310 arbitrarily close to any point that is energetically accessible in
311 phase space. Mathematically, this leads to
312 \begin{equation}
313 \langle F(q^N, p^N, t) \rangle = \langle F(q^N, p^N) \rangle_t.
314 \label{eq:ergodicity}
315 \end{equation}
316 Eq.~\ref{eq:ergodicity} validates the Monte Carlo method which we will
317 discuss in section~\ref{In:ssec:mc}. An ensemble average of a quantity
318 can be related to the time average measured in the experiments.
319
320 \subsection{Correlation Function\label{In:ssec:corr}}
321 Thermodynamic properties can be computed by equillibrium statistical
322 mechanics. On the other hand, {\it Time correlation function} is a
323 powerful method to understand the evolution of a dynamic system in
324 non-equillibrium statistical mechanics. Imagine a property $A(q^N,
325 p^N, t)$ as a function of coordinates $q^N$ and momenta $p^N$ has an
326 intial value at $t_0$, at a later time $t_0 + \tau$ this value is
327 changed. If $\tau$ is very small, the change of the value is minor,
328 and the later value of $A(q^N, p^N, t_0 +
329 \tau)$ is correlated to its initial value. Howere, when $\tau$ is large,
330 this correlation is lost. The correlation function is a measurement of
331 this relationship and is defined by~\cite{Berne90}
332 \begin{equation}
333 C(t) = \langle A(0)A(\tau) \rangle = \lim_{T \rightarrow \infty}
334 \frac{1}{T} \int_{0}^{T} dt A(t) A(t + \tau).
335 \label{eq:autocorrelationFunction}
336 \end{equation}
337 Eq.~\ref{eq:autocorrelationFunction} is the correlation function of a
338 single variable, called {\it autocorrelation function}. The defination
339 of the correlation function for two different variables is similar to
340 that of autocorrelation function, which is
341 \begin{equation}
342 C(t) = \langle A(0)B(\tau) \rangle = \lim_{T \rightarrow \infty}
343 \frac{1}{T} \int_{0}^{T} dt A(t) B(t + \tau),
344 \label{eq:crosscorrelationFunction}
345 \end{equation}
346 and called {\it cross correlation function}.
347
348 In section~\ref{In:ssec:average} we know from Eq.~\ref{eq:ergodicity}
349 the relationship between time average and ensemble average. We can put
350 the correlation function in a classical mechanics form,
351 \begin{equation}
352 C(t) = \langle A(0)A(\tau) \rangle = \int d \vec q~^N \int d \vec p~^N A(t) A(t + \tau) \rho(q, p)
353 \label{eq:autocorrelationFunctionCM}
354 \end{equation}
355 and
356 \begin{equation}
357 C(t) = \langle A(0)B(\tau) \rangle = \int d \vec q~^N \int d \vec p~^N A(t) B(t + \tau)
358 \rho(q, p)
359 \label{eq:crosscorrelationFunctionCM}
360 \end{equation}
361 as autocorrelation function and cross correlation function
362 respectively. $\rho(q, p)$ is the density distribution at equillibrium
363 in phase space. In many cases, the correlation function decay is a
364 single exponential
365 \begin{equation}
366 C(t) \sim e^{-t / \tau_r},
367 \label{eq:relaxation}
368 \end{equation}
369 where $\tau_r$ is known as relaxation time which discribes the rate of
370 the decay.
371
372 \section{Methodolody\label{In:sec:method}}
373 The simulations performed in this dissertation are branched into two
374 main catalog, Monte Carlo and Molecular Dynamics. There are two main
375 difference between Monte Carlo and Molecular Dynamics simulations. One
376 is that the Monte Carlo simulation is time independent, and Molecular
377 Dynamics simulation is time involved. Another dissimilar is that the
378 Monte Carlo is a stochastic process, the configuration of the system
379 is not determinated by its past, however, using Moleuclar Dynamics,
380 the system is propagated by Newton's equation of motion, the
381 trajectory of the system evolved in the phase space is determined. A
382 brief introduction of the two algorithms are given in
383 section~\ref{In:ssec:mc} and~\ref{In:ssec:md}. An extension of the
384 Molecular Dynamics, Langevin Dynamics, is introduced by
385 section~\ref{In:ssec:ld}.
386
387 \subsection{Monte Carlo\label{In:ssec:mc}}
388 Monte Carlo algorithm was first introduced by Metropolis {\it et
389 al.}.~\cite{Metropolis53} Basic Monte Carlo algorithm is usually
390 applied to the canonical ensemble, a Boltzmann-weighted ensemble, in
391 which the $N$, the total number of particles, $V$, total volume, $T$,
392 temperature are constants. The average energy is given by substituding
393 Eq.~\ref{eq:canonicalEnsemble} into Eq.~\ref{eq:statAverage2},
394 \begin{equation}
395 \langle E \rangle = \frac{1}{Z_N} \int d \vec q~^N \int d \vec p~^N E e^{-H(q^N, p^N) / k_B T}.
396 \label{eq:energyofCanonicalEnsemble}
397 \end{equation}
398 So are the other properties of the system. The Hamiltonian is the
399 summation of Kinetic energy $K(p^N)$ as a function of momenta and
400 Potential energy $U(q^N)$ as a function of positions,
401 \begin{equation}
402 H(q^N, p^N) = K(p^N) + U(q^N).
403 \label{eq:hamiltonian}
404 \end{equation}
405 If the property $A$ is only a function of position ($ A = A(q^N)$),
406 the mean value of $A$ is reduced to
407 \begin{equation}
408 \langle A \rangle = \frac{\int d \vec q~^N \int d \vec p~^N A e^{-U(q^N) / k_B T}}{\int d \vec q~^N \int d \vec p~^N e^{-U(q^N) / k_B T}},
409 \label{eq:configurationIntegral}
410 \end{equation}
411 The kinetic energy $K(p^N)$ is factored out in
412 Eq.~\ref{eq:configurationIntegral}. $\langle A
413 \rangle$ is a configuration integral now, and the
414 Eq.~\ref{eq:configurationIntegral} is equivalent to
415 \begin{equation}
416 \langle A \rangle = \int d \vec q~^N A \rho(q^N).
417 \label{eq:configurationAve}
418 \end{equation}
419
420 In a Monte Carlo simulation of canonical ensemble, the probability of
421 the system being in a state $s$ is $\rho_s$, the change of this
422 probability with time is given by
423 \begin{equation}
424 \frac{d \rho_s}{dt} = \sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ],
425 \label{eq:timeChangeofProb}
426 \end{equation}
427 where $w_{ss'}$ is the tansition probability of going from state $s$
428 to state $s'$. Since $\rho_s$ is independent of time at equilibrium,
429 \begin{equation}
430 \frac{d \rho_{s}^{equilibrium}}{dt} = 0,
431 \label{eq:equiProb}
432 \end{equation}
433 which means $\sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ]$ is $0$
434 for all $s'$. So
435 \begin{equation}
436 \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = \frac{w_{s's}}{w_{ss'}}.
437 \label{eq:timeChangeofProb}
438 \end{equation}
439 If
440 \begin{equation}
441 \frac{w_{s's}}{w_{ss'}} = e^{-(U_s - U_{s'}) / k_B T},
442 \label{eq:conditionforBoltzmannStatistics}
443 \end{equation}
444 then
445 \begin{equation}
446 \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = e^{-(U_s - U_{s'}) / k_B T}.
447 \label{eq:satisfyofBoltzmannStatistics}
448 \end{equation}
449 Eq.~\ref{eq:satisfyofBoltzmannStatistics} implies that
450 $\rho^{equilibrium}$ satisfies Boltzmann statistics. An algorithm,
451 shows how Monte Carlo simulation generates a transition probability
452 governed by \ref{eq:conditionforBoltzmannStatistics}, is schemed as
453 \begin{enumerate}
454 \item\label{itm:oldEnergy} Choose an particle randomly, calculate the energy.
455 \item\label{itm:newEnergy} Make a random displacement for particle,
456 calculate the new energy.
457 \begin{itemize}
458 \item Keep the new configuration and return to step~\ref{itm:oldEnergy} if energy
459 goes down.
460 \item Pick a random number between $[0,1]$ if energy goes up.
461 \begin{itemize}
462 \item Keep the new configuration and return to
463 step~\ref{itm:oldEnergy} if the random number smaller than
464 $e^{-(U_{new} - U_{old})} / k_B T$.
465 \item Keep the old configuration and return to
466 step~\ref{itm:oldEnergy} if the random number larger than
467 $e^{-(U_{new} - U_{old})} / k_B T$.
468 \end{itemize}
469 \end{itemize}
470 \item\label{itm:accumulateAvg} Accumulate the average after it converges.
471 \end{enumerate}
472 It is important to notice that the old configuration has to be sampled
473 again if it is kept.
474
475 \subsection{Molecular Dynamics\label{In:ssec:md}}
476 Although some of properites of the system can be calculated from the
477 ensemble average in Monte Carlo simulations, due to the nature of
478 lacking in the time dependence, it is impossible to gain information
479 of those dynamic properties from Monte Carlo simulations. Molecular
480 Dynamics is a measurement of the evolution of the positions and
481 momenta of the particles in the system. The evolution of the system
482 obeys laws of classical mechanics, in most situations, there is no
483 need for the count of the quantum effects. For a real experiment, the
484 instantaneous positions and momenta of the particles in the system are
485 neither important nor measurable, the observable quantities are
486 usually a average value for a finite time interval. These quantities
487 are expressed as a function of positions and momenta in Melecular
488 Dynamics simulations. Like the thermal temperature of the system is
489 defined by
490 \begin{equation}
491 \frac{1}{2} k_B T = \langle \frac{1}{2} m v_\alpha \rangle,
492 \label{eq:temperature}
493 \end{equation}
494 here $m$ is the mass of the particle and $v_\alpha$ is the $\alpha$
495 component of the velocity of the particle. The right side of
496 Eq.~\ref{eq:temperature} is the average kinetic energy of the
497 system. A simple Molecular Dynamics simulation scheme
498 is:~\cite{Frenkel1996}
499 \begin{enumerate}
500 \item\label{itm:initialize} Assign the initial positions and momenta
501 for the particles in the system.
502 \item\label{itm:calcForce} Calculate the forces.
503 \item\label{itm:equationofMotion} Integrate the equation of motion.
504 \begin{itemize}
505 \item Return to step~\ref{itm:calcForce} if the equillibrium is
506 not achieved.
507 \item Go to step~\ref{itm:calcAvg} if the equillibrium is
508 achieved.
509 \end{itemize}
510 \item\label{itm:calcAvg} Compute the quantities we are interested in.
511 \end{enumerate}
512 The initial positions of the particles are chosen as that there is no
513 overlap for the particles. The initial velocities at first are
514 distributed randomly to the particles, and then shifted to make the
515 momentum of the system $0$, at last scaled to the desired temperature
516 of the simulation according Eq.~\ref{eq:temperature}.
517
518 The core of Molecular Dynamics simulations is step~\ref{itm:calcForce}
519 and~\ref{itm:equationofMotion}. The calculation of the forces are
520 often involved numerous effort, this is the most time consuming step
521 in the Molecular Dynamics scheme. The evaluation of the forces is
522 followed by
523 \begin{equation}
524 f(q) = - \frac{\partial U(q)}{\partial q},
525 \label{eq:force}
526 \end{equation}
527 $U(q)$ is the potential of the system. Once the forces computed, are
528 the positions and velocities updated by integrating Newton's equation
529 of motion,
530 \begin{equation}
531 f(q) = \frac{dp}{dt} = \frac{m dv}{dt}.
532 \label{eq:newton}
533 \end{equation}
534 Here is an example of integrating algorithms, Verlet algorithm, which
535 is one of the best algorithms to integrate Newton's equation of
536 motion. The Taylor expension of the position at time $t$ is
537 \begin{equation}
538 q(t+\Delta t)= q(t) + v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 +
539 \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} +
540 \mathcal{O}(\Delta t^4)
541 \label{eq:verletFuture}
542 \end{equation}
543 for a later time $t+\Delta t$, and
544 \begin{equation}
545 q(t-\Delta t)= q(t) - v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 -
546 \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} +
547 \mathcal{O}(\Delta t^4) ,
548 \label{eq:verletPrevious}
549 \end{equation}
550 for a previous time $t-\Delta t$. The summation of the
551 Eq.~\ref{eq:verletFuture} and~\ref{eq:verletPrevious} gives
552 \begin{equation}
553 q(t+\Delta t)+q(t-\Delta t) =
554 2q(t) + \frac{f(t)}{m}\Delta t^2 + \mathcal{O}(\Delta t^4),
555 \label{eq:verletSum}
556 \end{equation}
557 so, the new position can be expressed as
558 \begin{equation}
559 q(t+\Delta t) \approx
560 2q(t) - q(t-\Delta t) + \frac{f(t)}{m}\Delta t^2.
561 \label{eq:newPosition}
562 \end{equation}
563 The higher order of the $\Delta t$ is omitted.
564
565 Numerous technics and tricks are applied to Molecular Dynamics
566 simulation to gain more efficiency or more accuracy. The simulation
567 engine used in this dissertation for the Molecular Dynamics
568 simulations is {\sc oopse}, more details of the algorithms and
569 technics can be found in~\cite{Meineke2005}.
570
571 \subsection{Langevin Dynamics\label{In:ssec:ld}}
572 In many cases, the properites of the solvent in a system, like the
573 lipid-water system studied in this dissertation, are less important to
574 the researchers. However, the major computational expense is spent on
575 the solvent in the Molecular Dynamics simulations because of the large
576 number of the solvent molecules compared to that of solute molecules,
577 the ratio of the number of lipid molecules to the number of water
578 molecules is $1:25$ in our lipid-water system. The efficiency of the
579 Molecular Dynamics simulations is greatly reduced.
580
581 As an extension of the Molecular Dynamics simulations, the Langevin
582 Dynamics seeks a way to avoid integrating equation of motion for
583 solvent particles without losing the Brownian properites of solute
584 particles. A common approximation is that the coupling of the solute
585 and solvent is expressed as a set of harmonic oscillators. So the
586 Hamiltonian of such a system is written as
587 \begin{equation}
588 H = \frac{p^2}{2m} + U(q) + H_B + \Delta U(q),
589 \label{eq:hamiltonianofCoupling}
590 \end{equation}
591 where $H_B$ is the Hamiltonian of the bath which equals to
592 \begin{equation}
593 H_B = \sum_{\alpha = 1}^{N} \left\{ \frac{p_\alpha^2}{2m_\alpha} +
594 \frac{1}{2} m_\alpha \omega_\alpha^2 q_\alpha^2\right\},
595 \label{eq:hamiltonianofBath}
596 \end{equation}
597 $\alpha$ is all the degree of freedoms of the bath, $\omega$ is the
598 bath frequency, and $\Delta U(q)$ is the bilinear coupling given by
599 \begin{equation}
600 \Delta U = -\sum_{\alpha = 1}^{N} g_\alpha q_\alpha q,
601 \label{eq:systemBathCoupling}
602 \end{equation}
603 where $g$ is the coupling constant. By solving the Hamilton's equation
604 of motion, the {\it Generalized Langevin Equation} for this system is
605 derived to
606 \begin{equation}
607 m \ddot q = -\frac{\partial W(q)}{\partial q} - \int_0^t \xi(t) \dot q(t-t')dt' + R(t),
608 \label{eq:gle}
609 \end{equation}
610 with mean force,
611 \begin{equation}
612 W(q) = U(q) - \sum_{\alpha = 1}^N \frac{g_\alpha^2}{2m_\alpha
613 \omega_\alpha^2}q^2,
614 \label{eq:meanForce}
615 \end{equation}
616 being only a dependence of coordinates of the solute particles, {\it
617 friction kernel},
618 \begin{equation}
619 \xi(t) = \sum_{\alpha = 1}^N \frac{-g_\alpha}{m_\alpha
620 \omega_\alpha} \cos(\omega_\alpha t),
621 \label{eq:xiforGLE}
622 \end{equation}
623 and the random force,
624 \begin{equation}
625 R(t) = \sum_{\alpha = 1}^N \left( g_\alpha q_\alpha(0)-\frac{g_\alpha}{m_\alpha
626 \omega_\alpha^2}q(0)\right) \cos(\omega_\alpha t) + \frac{\dot
627 q_\alpha(0)}{\omega_\alpha} \sin(\omega_\alpha t),
628 \label{eq:randomForceforGLE}
629 \end{equation}
630 as only a dependence of the initial conditions. The relationship of
631 friction kernel $\xi(t)$ and random force $R(t)$ is given by
632 \begin{equation}
633 \xi(t) = \frac{1}{k_B T} \langle R(t)R(0) \rangle
634 \label{eq:relationshipofXiandR}
635 \end{equation}
636 from their definitions. In Langevin limit, the friction is treated
637 static, which means
638 \begin{equation}
639 \xi(t) = 2 \xi_0 \delta(t).
640 \label{eq:xiofStaticFriction}
641 \end{equation}
642 After substitude $\xi(t)$ into Eq.~\ref{eq:gle} with
643 Eq.~\ref{eq:xiofStaticFriction}, {\it Langevin Equation} is extracted
644 to
645 \begin{equation}
646 m \ddot q = -\frac{\partial U(q)}{\partial q} - \xi \dot q(t) + R(t).
647 \label{eq:langevinEquation}
648 \end{equation}
649 The applying of Langevin Equation to dynamic simulations is discussed
650 in Ch.~\ref{chap:ld}.