| 1 | \chapter{\label{chap:intro}INTRODUCTION AND BACKGROUND} | 
| 2 |  | 
| 3 | \section{Background on the Problem\label{In:sec:pro}} | 
| 4 | Phospholipid molecules are the primary topic of this dissertation | 
| 5 | because of their critical role as the foundation of biological | 
| 6 | membranes. Lipids, when dispersed in water, self assemble into bilayer | 
| 7 | structures. The phase behavior of lipid bilayers have been explored | 
| 8 | experimentally~\cite{Cevc87}, however, a complete understanding of the | 
| 9 | mechanism for self-assembly has not been achieved. | 
| 10 |  | 
| 11 | \subsection{Ripple Phase\label{In:ssec:ripple}} | 
| 12 | The $P_{\beta'}$ {\it ripple phase} 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 has been | 
| 16 | observed in several | 
| 17 | experiments~\cite{Sun96,Katsaras00,Copeland80,Meyer96,Kaasgaard03}, | 
| 18 | the physical mechanism for 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 | large length scale 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 principal ideas explored in this dissertation are | 
| 25 | attempts to break the computational task up by | 
| 26 | \begin{itemize} | 
| 27 | \item Simplifying the lipid model. | 
| 28 | \item Improving algorithm for integrating the equations of motion. | 
| 29 | \end{itemize} | 
| 30 | In chapters~\ref{chap:mc} and~\ref{chap:md}, we use a simple point | 
| 31 | dipole model and a coarse-grained model to perform the Monte Carlo and | 
| 32 | Molecular Dynamics simulations respectively, and in | 
| 33 | chapter~\ref{chap:ld}, we develop a Langevin Dynamics algorithm which | 
| 34 | excludes the explicit solvent to improve the efficiency of the | 
| 35 | simulations. | 
| 36 |  | 
| 37 | \subsection{Lattice Model\label{In:ssec:model}} | 
| 38 | The gel-like characteristic of the ripple phase makes it feasible to | 
| 39 | apply a lattice model to study the system. It is claimed that the | 
| 40 | packing of the lipid molecules in ripple phase is | 
| 41 | hexagonal~\cite{Cevc87}. The popular $2$ dimensional lattice models, | 
| 42 | {\it i.e.}, the Ising, $X-Y$, and Heisenberg models, show {\it | 
| 43 | frustration} on triangular lattices. The Hamiltonian of the systems | 
| 44 | are given by | 
| 45 | \begin{equation} | 
| 46 | H = | 
| 47 | \begin{cases} | 
| 48 | -J \sum_n \sum_{n'} s_n s_n' & \text{Ising}, \\ | 
| 49 | -J \sum_n \sum_{n'} \vec s_n \cdot \vec s_{n'} & \text{$X-Y$ and | 
| 50 | Heisenberg}, | 
| 51 | \end{cases} | 
| 52 | \end{equation} | 
| 53 | where $J$ has non zero value only when spins $s_n$ ($\vec s_n$) and | 
| 54 | $s_{n'}$ ($\vec s_{n'}$) are the nearest neighbours. | 
| 55 | \begin{figure} | 
| 56 | \centering | 
| 57 | \includegraphics[width=\linewidth]{./figures/inFrustration.pdf} | 
| 58 | \caption{Frustration on a triangular lattice, the spins are | 
| 59 | represented by arrows. No matter which direction the spin on the top | 
| 60 | of triangle points to, the Hamiltonain of the system goes up.} | 
| 61 | \label{Infig:frustration} | 
| 62 | \end{figure} | 
| 63 | Figure~\ref{Infig:frustration} shows an illustration of the | 
| 64 | frustration on a triangular lattice. When $J < 0$, the spins want to | 
| 65 | be anti-aligned, The direction of the spin on top of the triangle will | 
| 66 | make the energy go up no matter which direction it picks, therefore | 
| 67 | infinite possibilities for the packing of spins induce what is known | 
| 68 | as ``complete regular frustration'' which leads to disordered low | 
| 69 | temperature phases. | 
| 70 |  | 
| 71 | The lack of translational degree of freedom in lattice models prevents | 
| 72 | their utilization in models for surface buckling which would | 
| 73 | correspond to ripple formation. In chapter~\ref{chap:mc}, a modified | 
| 74 | lattice model is introduced to tackle this specific situation. | 
| 75 |  | 
| 76 | \section{Overview of Classical Statistical Mechanics\label{In:sec:SM}} | 
| 77 | Statistical mechanics provides a way to calculate the macroscopic | 
| 78 | properties of a system from the molecular interactions used in | 
| 79 | computational simulations. This section serves as a brief introduction | 
| 80 | to key concepts of classical statistical mechanics that we used in | 
| 81 | this dissertation. Tolman gives an excellent introduction to the | 
| 82 | principles of statistical mechanics~\cite{Tolman1979}. A large part of | 
| 83 | section~\ref{In:sec:SM} will follow Tolman's notation. | 
| 84 |  | 
| 85 | \subsection{Ensembles\label{In:ssec:ensemble}} | 
| 86 | In classical mechanics, the state of the system is completely | 
| 87 | described by the positions and momenta of all particles. If we have an | 
| 88 | $N$ particle system, there are $6N$ coordinates ($3N$ position $(q_1, | 
| 89 | q_2, \ldots, q_{3N})$ and $3N$ momenta $(p_1, p_2, \ldots, p_{3N})$) | 
| 90 | to define the instantaneous state of the system. Each single set of | 
| 91 | the $6N$ coordinates can be considered as a unique point in a $6N$ | 
| 92 | dimensional space where each perpendicular axis is one of | 
| 93 | $q_{i\alpha}$ or $p_{i\alpha}$ ($i$ is the particle and $\alpha$ is | 
| 94 | the spatial axis). This $6N$ dimensional space is known as phase | 
| 95 | space. The instantaneous state of the system is a single point in | 
| 96 | phase space. A trajectory is a connected path of points in phase | 
| 97 | space. An ensemble is a collection of systems described by the same | 
| 98 | macroscopic observables but which have microscopic state | 
| 99 | distributions. In phase space an ensemble is a collection of a set of | 
| 100 | representive points. A density distribution $\rho(q^N, p^N)$ of the | 
| 101 | representive points in phase space describes the condition of an | 
| 102 | ensemble of identical systems. Since this density may change with | 
| 103 | time, it is also a function of time. $\rho(q^N, p^N, t)$ describes the | 
| 104 | ensemble at a time $t$, and $\rho(q^N, p^N, t')$ describes the | 
| 105 | ensemble at a later time $t'$. For convenience, we will use $\rho$ | 
| 106 | instead of $\rho(q^N, p^N, t)$ in the following disccusion. If we | 
| 107 | normalize $\rho$ to unity, | 
| 108 | \begin{equation} | 
| 109 | 1 = \int d \vec q~^N \int d \vec p~^N \rho, | 
| 110 | \label{Ineq:normalized} | 
| 111 | \end{equation} | 
| 112 | then the value of $\rho$ gives the probability of finding the system | 
| 113 | in a unit volume in the phase space. | 
| 114 |  | 
| 115 | Liouville's theorem describes the change in density $\rho$ with | 
| 116 | time. The number of representive points at a given volume in the phase | 
| 117 | space at any instant can be written as: | 
| 118 | \begin{equation} | 
| 119 | \label{Ineq:deltaN} | 
| 120 | \delta N = \rho~\delta q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N. | 
| 121 | \end{equation} | 
| 122 | To calculate the change in the number of representive points in this | 
| 123 | volume, let us consider a simple condition: the change in the number | 
| 124 | of representive points in $q_1$ axis. The rate of the number of the | 
| 125 | representive points entering the volume at $q_1$ per unit time is: | 
| 126 | \begin{equation} | 
| 127 | \label{Ineq:deltaNatq1} | 
| 128 | \rho~\dot q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N, | 
| 129 | \end{equation} | 
| 130 | and the rate of the number of representive points leaving the volume | 
| 131 | at another position $q_1 + \delta q_1$ is: | 
| 132 | \begin{equation} | 
| 133 | \label{Ineq:deltaNatq1plusdeltaq1} | 
| 134 | \left( \rho + \frac{\partial \rho}{\partial q_1} \delta q_1 \right)\left(\dot q_1 + | 
| 135 | \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. | 
| 136 | \end{equation} | 
| 137 | Here the higher order differentials are neglected. So the change of | 
| 138 | the number of the representive points is the difference of | 
| 139 | eq.~\ref{Ineq:deltaNatq1} and eq.~\ref{Ineq:deltaNatq1plusdeltaq1}, which | 
| 140 | gives us: | 
| 141 | \begin{equation} | 
| 142 | \label{Ineq:deltaNatq1axis} | 
| 143 | -\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, | 
| 144 | \end{equation} | 
| 145 | where, higher order differetials are neglected. If we sum over all the | 
| 146 | axes in the phase space, we can get the change of the number of | 
| 147 | representive points in a given volume with time: | 
| 148 | \begin{equation} | 
| 149 | \label{Ineq:deltaNatGivenVolume} | 
| 150 | \frac{d(\delta N)}{dt} = -\sum_{i=1}^N \left[\rho \left(\frac{\partial | 
| 151 | {\dot q_i}}{\partial q_i} + \frac{\partial | 
| 152 | {\dot p_i}}{\partial p_i}\right) + \left( \frac{\partial {\rho}}{\partial | 
| 153 | 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. | 
| 154 | \end{equation} | 
| 155 | From Hamilton's equation of motion, | 
| 156 | \begin{equation} | 
| 157 | \frac{\partial {\dot q_i}}{\partial q_i} = - \frac{\partial | 
| 158 | {\dot p_i}}{\partial p_i}, | 
| 159 | \label{Ineq:canonicalFormOfEquationOfMotion} | 
| 160 | \end{equation} | 
| 161 | this cancels out the first term on the right side of | 
| 162 | eq.~\ref{Ineq:deltaNatGivenVolume}. If both sides of | 
| 163 | eq.~\ref{Ineq:deltaNatGivenVolume} are divided by $\delta q_1 \delta q_2 | 
| 164 | \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N$, then we | 
| 165 | can derive Liouville's theorem: | 
| 166 | \begin{equation} | 
| 167 | \left( \frac{\partial \rho}{\partial t} \right)_{q, p} = -\sum_{i} \left( | 
| 168 | \frac{\partial {\rho}}{\partial | 
| 169 | q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right). | 
| 170 | \label{Ineq:simpleFormofLiouville} | 
| 171 | \end{equation} | 
| 172 | This is the basis of statistical mechanics. If we move the right | 
| 173 | side of equation~\ref{Ineq:simpleFormofLiouville} to the left, we | 
| 174 | will obtain | 
| 175 | \begin{equation} | 
| 176 | \left( \frac{\partial \rho}{\partial t} \right)_{q, p} + \sum_{i} \left( | 
| 177 | \frac{\partial {\rho}}{\partial | 
| 178 | q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right) | 
| 179 | = 0. | 
| 180 | \label{Ineq:anotherFormofLiouville} | 
| 181 | \end{equation} | 
| 182 | It is easy to note that the left side of | 
| 183 | equation~\ref{Ineq:anotherFormofLiouville} is the total derivative of | 
| 184 | $\rho$ with respect of $t$, which means | 
| 185 | \begin{equation} | 
| 186 | \frac{d \rho}{dt} = 0, | 
| 187 | \label{Ineq:conservationofRho} | 
| 188 | \end{equation} | 
| 189 | and the rate of density change is zero in the neighborhood of any | 
| 190 | selected moving representive points in the phase space. | 
| 191 |  | 
| 192 | The condition of the ensemble is determined by the density | 
| 193 | distribution. If we consider the density distribution as only a | 
| 194 | function of $q$ and $p$, which means the rate of change of the phase | 
| 195 | space density in the neighborhood of all representive points in the | 
| 196 | phase space is zero, | 
| 197 | \begin{equation} | 
| 198 | \left( \frac{\partial \rho}{\partial t} \right)_{q, p} = 0. | 
| 199 | \label{Ineq:statEquilibrium} | 
| 200 | \end{equation} | 
| 201 | We may conclude the ensemble is in {\it statistical equilibrium}. An | 
| 202 | ensemble in statistical equilibrium often means the system is also in | 
| 203 | macroscopic equilibrium. If $\left( \frac{\partial \rho}{\partial t} | 
| 204 | \right)_{q, p} = 0$, then | 
| 205 | \begin{equation} | 
| 206 | \sum_{i} \left( | 
| 207 | \frac{\partial {\rho}}{\partial | 
| 208 | q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right) | 
| 209 | = 0. | 
| 210 | \label{Ineq:constantofMotion} | 
| 211 | \end{equation} | 
| 212 | If $\rho$ is a function only of some constant of the motion, $\rho$ is | 
| 213 | independent of time. For a conservative system, the energy of the | 
| 214 | system is one of the constants of the motion. Here are several | 
| 215 | examples: when the density distribution is constant everywhere in the | 
| 216 | phase space, | 
| 217 | \begin{equation} | 
| 218 | \rho = \mathrm{const.} | 
| 219 | \label{Ineq:uniformEnsemble} | 
| 220 | \end{equation} | 
| 221 | the ensemble is called {\it uniform ensemble}.  Another useful | 
| 222 | ensemble is called {\it microcanonical ensemble}, for which: | 
| 223 | \begin{equation} | 
| 224 | \rho = \delta \left( H(q^N, p^N) - E \right) \frac{1}{\Sigma (N, V, E)} | 
| 225 | \label{Ineq:microcanonicalEnsemble} | 
| 226 | \end{equation} | 
| 227 | where $\Sigma(N, V, E)$ is a normalization constant parameterized by | 
| 228 | $N$, the total number of particles, $V$, the total physical volume and | 
| 229 | $E$, the total energy. The physical meaning of $\Sigma(N, V, E)$ is | 
| 230 | the phase space volume accessible to a microcanonical system with | 
| 231 | energy $E$ evolving under Hamilton's equations. $H(q^N, p^N)$ is the | 
| 232 | Hamiltonian of the system. The Gibbs entropy is defined as | 
| 233 | \begin{equation} | 
| 234 | S = - k_B \int d \vec q~^N \int d \vec p~^N \rho \ln [C^N \rho], | 
| 235 | \label{Ineq:gibbsEntropy} | 
| 236 | \end{equation} | 
| 237 | where $k_B$ is the Boltzmann constant and $C^N$ is a number which | 
| 238 | makes the argument of $\ln$ dimensionless, in this case, it is the | 
| 239 | total phase space volume of one state. The entropy in microcanonical | 
| 240 | ensemble is given by | 
| 241 | \begin{equation} | 
| 242 | S = k_B \ln \left(\frac{\Sigma(N, V, E)}{C^N}\right). | 
| 243 | \label{Ineq:entropy} | 
| 244 | \end{equation} | 
| 245 | If the density distribution $\rho$ is given by | 
| 246 | \begin{equation} | 
| 247 | \rho = \frac{1}{Z_N}e^{-H(q^N, p^N) / k_B T}, | 
| 248 | \label{Ineq:canonicalEnsemble} | 
| 249 | \end{equation} | 
| 250 | the ensemble is known as the {\it canonical ensemble}. Here, | 
| 251 | \begin{equation} | 
| 252 | Z_N = \int d \vec q~^N \int_\Gamma d \vec p~^N  e^{-H(q^N, p^N) / k_B T}, | 
| 253 | \label{Ineq:partitionFunction} | 
| 254 | \end{equation} | 
| 255 | which is also known as {\it partition function}. $\Gamma$ indicates | 
| 256 | that the integral is over all the phase space. In the canonical | 
| 257 | ensemble, $N$, the total number of particles, $V$, total volume, and | 
| 258 | $T$, the temperature are constants. The systems with the lowest | 
| 259 | energies hold the largest population. According to maximum principle, | 
| 260 | the thermodynamics maximizes the entropy $S$, | 
| 261 | \begin{equation} | 
| 262 | \begin{array}{ccc} | 
| 263 | \delta S = 0 & \mathrm{and} & \delta^2 S < 0. | 
| 264 | \end{array} | 
| 265 | \label{Ineq:maximumPrinciple} | 
| 266 | \end{equation} | 
| 267 | From Eq.~\ref{Ineq:maximumPrinciple} and two constrains of the canonical | 
| 268 | ensemble, {\it i.e.}, total probability and average energy conserved, | 
| 269 | the partition function is calculated as | 
| 270 | \begin{equation} | 
| 271 | Z_N = e^{-A/k_B T}, | 
| 272 | \label{Ineq:partitionFunctionWithFreeEnergy} | 
| 273 | \end{equation} | 
| 274 | where $A$ is the Helmholtz free energy. The significance of | 
| 275 | Eq.~\ref{Ineq:entropy} and~\ref{Ineq:partitionFunctionWithFreeEnergy} is | 
| 276 | that they serve as a connection between macroscopic properties of the | 
| 277 | system and the distribution of the microscopic states. | 
| 278 |  | 
| 279 | There is an implicit assumption that our arguments are based on so | 
| 280 | far. A representive point in the phase space is equally to be found in | 
| 281 | any same extent of the regions. In other words, all energetically | 
| 282 | accessible states are represented equally, the probabilities to find | 
| 283 | the system in any of the accessible states is equal. This is called | 
| 284 | equal a {\it priori} probabilities. | 
| 285 |  | 
| 286 | \subsection{Statistical Average\label{In:ssec:average}} | 
| 287 | Given the density distribution $\rho$ in the phase space, the average | 
| 288 | of any quantity ($F(q^N, p^N$)) which depends on the coordinates | 
| 289 | ($q^N$) and the momenta ($p^N$) for all the systems in the ensemble | 
| 290 | can be calculated based on the definition shown by | 
| 291 | Eq.~\ref{Ineq:statAverage1} | 
| 292 | \begin{equation} | 
| 293 | \langle F(q^N, p^N, t) \rangle = \frac{\int d \vec q~^N \int d \vec p~^N | 
| 294 | F(q^N, p^N, t) \rho}{\int d \vec q~^N \int d \vec p~^N \rho}. | 
| 295 | \label{Ineq:statAverage1} | 
| 296 | \end{equation} | 
| 297 | Since the density distribution $\rho$ is normalized to unity, the mean | 
| 298 | value of $F(q^N, p^N)$ is simplified to | 
| 299 | \begin{equation} | 
| 300 | \langle F(q^N, p^N, t) \rangle = \int d \vec q~^N \int d \vec p~^N F(q^N, | 
| 301 | p^N, t) \rho, | 
| 302 | \label{Ineq:statAverage2} | 
| 303 | \end{equation} | 
| 304 | called {\it ensemble average}. However, the quantity is often averaged | 
| 305 | for a finite time in real experiments, | 
| 306 | \begin{equation} | 
| 307 | \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty} | 
| 308 | \frac{1}{T} \int_{t_0}^{t_0+T} F(q^N, p^N, t) dt. | 
| 309 | \label{Ineq:timeAverage1} | 
| 310 | \end{equation} | 
| 311 | Usually this time average is independent of $t_0$ in statistical | 
| 312 | mechanics, so Eq.~\ref{Ineq:timeAverage1} becomes | 
| 313 | \begin{equation} | 
| 314 | \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty} | 
| 315 | \frac{1}{T} \int_{0}^{T} F(q^N, p^N, t) dt | 
| 316 | \label{Ineq:timeAverage2} | 
| 317 | \end{equation} | 
| 318 | for an infinite time interval. | 
| 319 |  | 
| 320 | {\it ergodic hypothesis}, an important hypothesis from the statistical | 
| 321 | mechanics point of view, states that the system will eventually pass | 
| 322 | arbitrarily close to any point that is energetically accessible in | 
| 323 | phase space. Mathematically, this leads to | 
| 324 | \begin{equation} | 
| 325 | \langle F(q^N, p^N, t) \rangle = \langle F(q^N, p^N) \rangle_t. | 
| 326 | \label{Ineq:ergodicity} | 
| 327 | \end{equation} | 
| 328 | Eq.~\ref{Ineq:ergodicity} validates the Monte Carlo method which we will | 
| 329 | discuss in section~\ref{In:ssec:mc}. An ensemble average of a quantity | 
| 330 | can be related to the time average measured in the experiments. | 
| 331 |  | 
| 332 | \subsection{Correlation Function\label{In:ssec:corr}} | 
| 333 | Thermodynamic properties can be computed by equillibrium statistical | 
| 334 | mechanics. On the other hand, {\it Time correlation function} is a | 
| 335 | powerful method to understand the evolution of a dynamic system in | 
| 336 | non-equillibrium statistical mechanics. Imagine a property $A(q^N, | 
| 337 | p^N, t)$ as a function of coordinates $q^N$ and momenta $p^N$ has an | 
| 338 | intial value at $t_0$, at a later time $t_0 + \tau$ this value is | 
| 339 | changed. If $\tau$ is very small, the change of the value is minor, | 
| 340 | and the later value of $A(q^N, p^N, t_0 + | 
| 341 | \tau)$ is correlated to its initial value. Howere, when $\tau$ is large, | 
| 342 | this correlation is lost. The correlation function is a measurement of | 
| 343 | this relationship and is defined by~\cite{Berne90} | 
| 344 | \begin{equation} | 
| 345 | C(t) = \langle A(0)A(\tau) \rangle = \lim_{T \rightarrow \infty} | 
| 346 | \frac{1}{T} \int_{0}^{T} dt A(t) A(t + \tau). | 
| 347 | \label{Ineq:autocorrelationFunction} | 
| 348 | \end{equation} | 
| 349 | Eq.~\ref{Ineq:autocorrelationFunction} is the correlation function of a | 
| 350 | single variable, called {\it autocorrelation function}. The defination | 
| 351 | of the correlation function for two different variables is similar to | 
| 352 | that of autocorrelation function, which is | 
| 353 | \begin{equation} | 
| 354 | C(t) = \langle A(0)B(\tau) \rangle = \lim_{T \rightarrow \infty} | 
| 355 | \frac{1}{T} \int_{0}^{T} dt A(t) B(t + \tau), | 
| 356 | \label{Ineq:crosscorrelationFunction} | 
| 357 | \end{equation} | 
| 358 | and called {\it cross correlation function}. | 
| 359 |  | 
| 360 | In section~\ref{In:ssec:average} we know from Eq.~\ref{Ineq:ergodicity} | 
| 361 | the relationship between time average and ensemble average. We can put | 
| 362 | the correlation function in a classical mechanics form, | 
| 363 | \begin{equation} | 
| 364 | 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) | 
| 365 | \label{Ineq:autocorrelationFunctionCM} | 
| 366 | \end{equation} | 
| 367 | and | 
| 368 | \begin{equation} | 
| 369 | C(t) = \langle A(0)B(\tau) \rangle = \int d \vec q~^N \int d \vec p~^N A(t) B(t + \tau) | 
| 370 | \rho(q, p) | 
| 371 | \label{Ineq:crosscorrelationFunctionCM} | 
| 372 | \end{equation} | 
| 373 | as autocorrelation function and cross correlation function | 
| 374 | respectively. $\rho(q, p)$ is the density distribution at equillibrium | 
| 375 | in phase space. In many cases, the correlation function decay is a | 
| 376 | single exponential | 
| 377 | \begin{equation} | 
| 378 | C(t) \sim e^{-t / \tau_r}, | 
| 379 | \label{Ineq:relaxation} | 
| 380 | \end{equation} | 
| 381 | where $\tau_r$ is known as relaxation time which discribes the rate of | 
| 382 | the decay. | 
| 383 |  | 
| 384 | \section{Methodolody\label{In:sec:method}} | 
| 385 | The simulations performed in this dissertation are branched into two | 
| 386 | main catalog, Monte Carlo and Molecular Dynamics. There are two main | 
| 387 | difference between Monte Carlo and Molecular Dynamics simulations. One | 
| 388 | is that the Monte Carlo simulation is time independent, and Molecular | 
| 389 | Dynamics simulation is time involved. Another dissimilar is that the | 
| 390 | Monte Carlo is a stochastic process, the configuration of the system | 
| 391 | is not determinated by its past, however, using Moleuclar Dynamics, | 
| 392 | the system is propagated by Newton's equation of motion, the | 
| 393 | trajectory of the system evolved in the phase space is determined. A | 
| 394 | brief introduction of the two algorithms are given in | 
| 395 | section~\ref{In:ssec:mc} and~\ref{In:ssec:md}. An extension of the | 
| 396 | Molecular Dynamics, Langevin Dynamics, is introduced by | 
| 397 | section~\ref{In:ssec:ld}. | 
| 398 |  | 
| 399 | \subsection{Monte Carlo\label{In:ssec:mc}} | 
| 400 | Monte Carlo algorithm was first introduced by Metropolis {\it et | 
| 401 | al.}.~\cite{Metropolis53} Basic Monte Carlo algorithm is usually | 
| 402 | applied to the canonical ensemble, a Boltzmann-weighted ensemble, in | 
| 403 | which the $N$, the total number of particles, $V$, total volume, $T$, | 
| 404 | temperature are constants. The average energy is given by substituding | 
| 405 | Eq.~\ref{Ineq:canonicalEnsemble} into Eq.~\ref{Ineq:statAverage2}, | 
| 406 | \begin{equation} | 
| 407 | \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}. | 
| 408 | \label{Ineq:energyofCanonicalEnsemble} | 
| 409 | \end{equation} | 
| 410 | So are the other properties of the system. The Hamiltonian is the | 
| 411 | summation of Kinetic energy $K(p^N)$ as a function of momenta and | 
| 412 | Potential energy $U(q^N)$ as a function of positions, | 
| 413 | \begin{equation} | 
| 414 | H(q^N, p^N) = K(p^N) + U(q^N). | 
| 415 | \label{Ineq:hamiltonian} | 
| 416 | \end{equation} | 
| 417 | If the property $A$ is only a function of position ($ A = A(q^N)$), | 
| 418 | the mean value of $A$ is reduced to | 
| 419 | \begin{equation} | 
| 420 | \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}}, | 
| 421 | \label{Ineq:configurationIntegral} | 
| 422 | \end{equation} | 
| 423 | The kinetic energy $K(p^N)$ is factored out in | 
| 424 | Eq.~\ref{Ineq:configurationIntegral}. $\langle A | 
| 425 | \rangle$ is a configuration integral now, and the | 
| 426 | Eq.~\ref{Ineq:configurationIntegral} is equivalent to | 
| 427 | \begin{equation} | 
| 428 | \langle A \rangle = \int d \vec q~^N A \rho(q^N). | 
| 429 | \label{Ineq:configurationAve} | 
| 430 | \end{equation} | 
| 431 |  | 
| 432 | In a Monte Carlo simulation of canonical ensemble, the probability of | 
| 433 | the system being in a state $s$ is $\rho_s$, the change of this | 
| 434 | probability with time is given by | 
| 435 | \begin{equation} | 
| 436 | \frac{d \rho_s}{dt} = \sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ], | 
| 437 | \label{Ineq:timeChangeofProb} | 
| 438 | \end{equation} | 
| 439 | where $w_{ss'}$ is the tansition probability of going from state $s$ | 
| 440 | to state $s'$. Since $\rho_s$ is independent of time at equilibrium, | 
| 441 | \begin{equation} | 
| 442 | \frac{d \rho_{s}^{equilibrium}}{dt} = 0, | 
| 443 | \label{Ineq:equiProb} | 
| 444 | \end{equation} | 
| 445 | which means $\sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ]$ is $0$ | 
| 446 | for all $s'$. So | 
| 447 | \begin{equation} | 
| 448 | \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = \frac{w_{s's}}{w_{ss'}}. | 
| 449 | \label{Ineq:relationshipofRhoandW} | 
| 450 | \end{equation} | 
| 451 | If | 
| 452 | \begin{equation} | 
| 453 | \frac{w_{s's}}{w_{ss'}} = e^{-(U_s - U_{s'}) / k_B T}, | 
| 454 | \label{Ineq:conditionforBoltzmannStatistics} | 
| 455 | \end{equation} | 
| 456 | then | 
| 457 | \begin{equation} | 
| 458 | \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = e^{-(U_s - U_{s'}) / k_B T}. | 
| 459 | \label{Ineq:satisfyofBoltzmannStatistics} | 
| 460 | \end{equation} | 
| 461 | Eq.~\ref{Ineq:satisfyofBoltzmannStatistics} implies that | 
| 462 | $\rho^{equilibrium}$ satisfies Boltzmann statistics. An algorithm, | 
| 463 | shows how Monte Carlo simulation generates a transition probability | 
| 464 | governed by \ref{Ineq:conditionforBoltzmannStatistics}, is schemed as | 
| 465 | \begin{enumerate} | 
| 466 | \item\label{Initm:oldEnergy} Choose an particle randomly, calculate the energy. | 
| 467 | \item\label{Initm:newEnergy} Make a random displacement for particle, | 
| 468 | calculate the new energy. | 
| 469 | \begin{itemize} | 
| 470 | \item Keep the new configuration and return to step~\ref{Initm:oldEnergy} if energy | 
| 471 | goes down. | 
| 472 | \item Pick a random number between $[0,1]$ if energy goes up. | 
| 473 | \begin{itemize} | 
| 474 | \item Keep the new configuration and return to | 
| 475 | step~\ref{Initm:oldEnergy} if the random number smaller than | 
| 476 | $e^{-(U_{new} - U_{old})} / k_B T$. | 
| 477 | \item Keep the old configuration and return to | 
| 478 | step~\ref{Initm:oldEnergy} if the random number larger than | 
| 479 | $e^{-(U_{new} - U_{old})} / k_B T$. | 
| 480 | \end{itemize} | 
| 481 | \end{itemize} | 
| 482 | \item\label{Initm:accumulateAvg} Accumulate the average after it converges. | 
| 483 | \end{enumerate} | 
| 484 | It is important to notice that the old configuration has to be sampled | 
| 485 | again if it is kept. | 
| 486 |  | 
| 487 | \subsection{Molecular Dynamics\label{In:ssec:md}} | 
| 488 | Although some of properites of the system can be calculated from the | 
| 489 | ensemble average in Monte Carlo simulations, due to the nature of | 
| 490 | lacking in the time dependence, it is impossible to gain information | 
| 491 | of those dynamic properties from Monte Carlo simulations. Molecular | 
| 492 | Dynamics is a measurement of the evolution of the positions and | 
| 493 | momenta of the particles in the system. The evolution of the system | 
| 494 | obeys laws of classical mechanics, in most situations, there is no | 
| 495 | need for the count of the quantum effects. For a real experiment, the | 
| 496 | instantaneous positions and momenta of the particles in the system are | 
| 497 | neither important nor measurable, the observable quantities are | 
| 498 | usually a average value for a finite time interval. These quantities | 
| 499 | are expressed as a function of positions and momenta in Melecular | 
| 500 | Dynamics simulations. Like the thermal temperature of the system is | 
| 501 | defined by | 
| 502 | \begin{equation} | 
| 503 | \frac{1}{2} k_B T = \langle \frac{1}{2} m v_\alpha \rangle, | 
| 504 | \label{Ineq:temperature} | 
| 505 | \end{equation} | 
| 506 | here $m$ is the mass of the particle and $v_\alpha$ is the $\alpha$ | 
| 507 | component of the velocity of the particle. The right side of | 
| 508 | Eq.~\ref{Ineq:temperature} is the average kinetic energy of the | 
| 509 | system. A simple Molecular Dynamics simulation scheme | 
| 510 | is:~\cite{Frenkel1996} | 
| 511 | \begin{enumerate} | 
| 512 | \item\label{Initm:initialize} Assign the initial positions and momenta | 
| 513 | for the particles in the system. | 
| 514 | \item\label{Initm:calcForce} Calculate the forces. | 
| 515 | \item\label{Initm:equationofMotion} Integrate the equation of motion. | 
| 516 | \begin{itemize} | 
| 517 | \item Return to step~\ref{Initm:calcForce} if the equillibrium is | 
| 518 | not achieved. | 
| 519 | \item Go to step~\ref{Initm:calcAvg} if the equillibrium is | 
| 520 | achieved. | 
| 521 | \end{itemize} | 
| 522 | \item\label{Initm:calcAvg} Compute the quantities we are interested in. | 
| 523 | \end{enumerate} | 
| 524 | The initial positions of the particles are chosen as that there is no | 
| 525 | overlap for the particles. The initial velocities at first are | 
| 526 | distributed randomly to the particles, and then shifted to make the | 
| 527 | momentum of the system $0$, at last scaled to the desired temperature | 
| 528 | of the simulation according Eq.~\ref{Ineq:temperature}. | 
| 529 |  | 
| 530 | The core of Molecular Dynamics simulations is step~\ref{Initm:calcForce} | 
| 531 | and~\ref{Initm:equationofMotion}. The calculation of the forces are | 
| 532 | often involved numerous effort, this is the most time consuming step | 
| 533 | in the Molecular Dynamics scheme. The evaluation of the forces is | 
| 534 | followed by | 
| 535 | \begin{equation} | 
| 536 | f(q) = - \frac{\partial U(q)}{\partial q}, | 
| 537 | \label{Ineq:force} | 
| 538 | \end{equation} | 
| 539 | $U(q)$ is the potential of the system. Once the forces computed, are | 
| 540 | the positions and velocities updated by integrating Newton's equation | 
| 541 | of motion, | 
| 542 | \begin{equation} | 
| 543 | f(q) = \frac{dp}{dt} = \frac{m dv}{dt}. | 
| 544 | \label{Ineq:newton} | 
| 545 | \end{equation} | 
| 546 | Here is an example of integrating algorithms, Verlet algorithm, which | 
| 547 | is one of the best algorithms to integrate Newton's equation of | 
| 548 | motion. The Taylor expension of the position at time $t$ is | 
| 549 | \begin{equation} | 
| 550 | q(t+\Delta t)= q(t) + v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 + | 
| 551 | \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} + | 
| 552 | \mathcal{O}(\Delta t^4) | 
| 553 | \label{Ineq:verletFuture} | 
| 554 | \end{equation} | 
| 555 | for a later time $t+\Delta t$, and | 
| 556 | \begin{equation} | 
| 557 | q(t-\Delta t)= q(t) - v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 - | 
| 558 | \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} + | 
| 559 | \mathcal{O}(\Delta t^4) , | 
| 560 | \label{Ineq:verletPrevious} | 
| 561 | \end{equation} | 
| 562 | for a previous time $t-\Delta t$. The summation of the | 
| 563 | Eq.~\ref{Ineq:verletFuture} and~\ref{Ineq:verletPrevious} gives | 
| 564 | \begin{equation} | 
| 565 | q(t+\Delta t)+q(t-\Delta t) = | 
| 566 | 2q(t) + \frac{f(t)}{m}\Delta t^2 + \mathcal{O}(\Delta t^4), | 
| 567 | \label{Ineq:verletSum} | 
| 568 | \end{equation} | 
| 569 | so, the new position can be expressed as | 
| 570 | \begin{equation} | 
| 571 | q(t+\Delta t) \approx | 
| 572 | 2q(t) - q(t-\Delta t) + \frac{f(t)}{m}\Delta t^2. | 
| 573 | \label{Ineq:newPosition} | 
| 574 | \end{equation} | 
| 575 | The higher order of the $\Delta t$ is omitted. | 
| 576 |  | 
| 577 | Numerous technics and tricks are applied to Molecular Dynamics | 
| 578 | simulation to gain more efficiency or more accuracy. The simulation | 
| 579 | engine used in this dissertation for the Molecular Dynamics | 
| 580 | simulations is {\sc oopse}, more details of the algorithms and | 
| 581 | technics can be found in~\cite{Meineke2005}. | 
| 582 |  | 
| 583 | \subsection{Langevin Dynamics\label{In:ssec:ld}} | 
| 584 | In many cases, the properites of the solvent in a system, like the | 
| 585 | lipid-water system studied in this dissertation, are less important to | 
| 586 | the researchers. However, the major computational expense is spent on | 
| 587 | the solvent in the Molecular Dynamics simulations because of the large | 
| 588 | number of the solvent molecules compared to that of solute molecules, | 
| 589 | the ratio of the number of lipid molecules to the number of water | 
| 590 | molecules is $1:25$ in our lipid-water system. The efficiency of the | 
| 591 | Molecular Dynamics simulations is greatly reduced. | 
| 592 |  | 
| 593 | As an extension of the Molecular Dynamics simulations, the Langevin | 
| 594 | Dynamics seeks a way to avoid integrating equation of motion for | 
| 595 | solvent particles without losing the Brownian properites of solute | 
| 596 | particles. A common approximation is that the coupling of the solute | 
| 597 | and solvent is expressed as a set of harmonic oscillators. So the | 
| 598 | Hamiltonian of such a system is written as | 
| 599 | \begin{equation} | 
| 600 | H = \frac{p^2}{2m} + U(q) + H_B + \Delta U(q), | 
| 601 | \label{Ineq:hamiltonianofCoupling} | 
| 602 | \end{equation} | 
| 603 | where $H_B$ is the Hamiltonian of the bath which equals to | 
| 604 | \begin{equation} | 
| 605 | H_B = \sum_{\alpha = 1}^{N} \left\{ \frac{p_\alpha^2}{2m_\alpha} + | 
| 606 | \frac{1}{2} m_\alpha \omega_\alpha^2 q_\alpha^2\right\}, | 
| 607 | \label{Ineq:hamiltonianofBath} | 
| 608 | \end{equation} | 
| 609 | $\alpha$ is all the degree of freedoms of the bath, $\omega$ is the | 
| 610 | bath frequency, and $\Delta U(q)$ is the bilinear coupling given by | 
| 611 | \begin{equation} | 
| 612 | \Delta U = -\sum_{\alpha = 1}^{N} g_\alpha q_\alpha q, | 
| 613 | \label{Ineq:systemBathCoupling} | 
| 614 | \end{equation} | 
| 615 | where $g$ is the coupling constant. By solving the Hamilton's equation | 
| 616 | of motion, the {\it Generalized Langevin Equation} for this system is | 
| 617 | derived to | 
| 618 | \begin{equation} | 
| 619 | m \ddot q = -\frac{\partial W(q)}{\partial q} - \int_0^t \xi(t) \dot q(t-t')dt' + R(t), | 
| 620 | \label{Ineq:gle} | 
| 621 | \end{equation} | 
| 622 | with mean force, | 
| 623 | \begin{equation} | 
| 624 | W(q) = U(q) - \sum_{\alpha = 1}^N \frac{g_\alpha^2}{2m_\alpha | 
| 625 | \omega_\alpha^2}q^2, | 
| 626 | \label{Ineq:meanForce} | 
| 627 | \end{equation} | 
| 628 | being only a dependence of coordinates of the solute particles, {\it | 
| 629 | friction kernel}, | 
| 630 | \begin{equation} | 
| 631 | \xi(t) = \sum_{\alpha = 1}^N \frac{-g_\alpha}{m_\alpha | 
| 632 | \omega_\alpha} \cos(\omega_\alpha t), | 
| 633 | \label{Ineq:xiforGLE} | 
| 634 | \end{equation} | 
| 635 | and the random force, | 
| 636 | \begin{equation} | 
| 637 | R(t) = \sum_{\alpha = 1}^N \left( g_\alpha q_\alpha(0)-\frac{g_\alpha}{m_\alpha | 
| 638 | \omega_\alpha^2}q(0)\right) \cos(\omega_\alpha t) + \frac{\dot | 
| 639 | q_\alpha(0)}{\omega_\alpha} \sin(\omega_\alpha t), | 
| 640 | \label{Ineq:randomForceforGLE} | 
| 641 | \end{equation} | 
| 642 | as only a dependence of the initial conditions. The relationship of | 
| 643 | friction kernel $\xi(t)$ and random force $R(t)$ is given by | 
| 644 | \begin{equation} | 
| 645 | \xi(t) = \frac{1}{k_B T} \langle R(t)R(0) \rangle | 
| 646 | \label{Ineq:relationshipofXiandR} | 
| 647 | \end{equation} | 
| 648 | from their definitions. In Langevin limit, the friction is treated | 
| 649 | static, which means | 
| 650 | \begin{equation} | 
| 651 | \xi(t) = 2 \xi_0 \delta(t). | 
| 652 | \label{Ineq:xiofStaticFriction} | 
| 653 | \end{equation} | 
| 654 | After substitude $\xi(t)$ into Eq.~\ref{Ineq:gle} with | 
| 655 | Eq.~\ref{Ineq:xiofStaticFriction}, {\it Langevin Equation} is extracted | 
| 656 | to | 
| 657 | \begin{equation} | 
| 658 | m \ddot q = -\frac{\partial U(q)}{\partial q} - \xi \dot q(t) + R(t). | 
| 659 | \label{Ineq:langevinEquation} | 
| 660 | \end{equation} | 
| 661 | The applying of Langevin Equation to dynamic simulations is discussed | 
| 662 | in Ch.~\ref{chap:ld}. |