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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/inFrustration.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{Infig:frustration}
51 + \end{figure}
52 + Figure~\ref{Infig: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq:deltaNatq1} and eq.~\ref{Ineq:deltaNatq1plusdeltaq1}, which
128 + gives us:
129 + \begin{equation}
130 + \label{Ineq: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{Ineq: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{Ineq:canonicalFormOfEquationOfMotion}
148 + \end{equation}
149 + this cancels out the first term on the right side of
150 + eq.~\ref{Ineq:deltaNatGivenVolume}. If both sides of
151 + eq.~\ref{Ineq: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{Ineq:simpleFormofLiouville}
159 + \end{equation}
160 + This is the basis of statistical mechanics. If we move the right
161 + side of equation~\ref{Ineq: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{Ineq:anotherFormofLiouville}
169 + \end{equation}
170 + It is easy to note that the left side of
171 + equation~\ref{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq:maximumPrinciple}
254 + \end{equation}
255 + From Eq.~\ref{Ineq: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{Ineq:partitionFunctionWithFreeEnergy}
261 + \end{equation}
262 + where $A$ is the Helmholtz free energy. The significance of
263 + Eq.~\ref{Ineq:entropy} and~\ref{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq:timeAverage1}
298 + \end{equation}
299 + Usually this time average is independent of $t_0$ in statistical
300 + mechanics, so Eq.~\ref{Ineq: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{Ineq: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{Ineq:ergodicity}
315 + \end{equation}
316 + Eq.~\ref{Ineq: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{Ineq:autocorrelationFunction}
336 + \end{equation}
337 + Eq.~\ref{Ineq: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{Ineq:crosscorrelationFunction}
345 + \end{equation}
346 + and called {\it cross correlation function}.
347 +
348 + In section~\ref{In:ssec:average} we know from Eq.~\ref{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq:canonicalEnsemble} into Eq.~\ref{Ineq: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{Ineq: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{Ineq: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{Ineq:configurationIntegral}
410 + \end{equation}
411 + The kinetic energy $K(p^N)$ is factored out in
412 + Eq.~\ref{Ineq:configurationIntegral}. $\langle A
413 + \rangle$ is a configuration integral now, and the
414 + Eq.~\ref{Ineq:configurationIntegral} is equivalent to
415 + \begin{equation}
416 + \langle A \rangle = \int d \vec q~^N A \rho(q^N).
417 + \label{Ineq: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{Ineq: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{Ineq: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{Ineq:relationshipofRhoandW}
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{Ineq: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{Ineq:satisfyofBoltzmannStatistics}
448 + \end{equation}
449 + Eq.~\ref{Ineq: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{Ineq:conditionforBoltzmannStatistics}, is schemed as
453 + \begin{enumerate}
454 + \item\label{Initm:oldEnergy} Choose an particle randomly, calculate the energy.
455 + \item\label{Initm: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{Initm: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{Initm: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{Initm: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{Initm: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{Ineq: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{Ineq: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{Initm:initialize} Assign the initial positions and momenta
501 + for the particles in the system.
502 + \item\label{Initm:calcForce} Calculate the forces.
503 + \item\label{Initm:equationofMotion} Integrate the equation of motion.
504 +  \begin{itemize}
505 +     \item Return to step~\ref{Initm:calcForce} if the equillibrium is
506 + not achieved.
507 +     \item Go to step~\ref{Initm:calcAvg} if the equillibrium is
508 + achieved.
509 +  \end{itemize}
510 + \item\label{Initm: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{Ineq:temperature}.
517 +
518 + The core of Molecular Dynamics simulations is step~\ref{Initm:calcForce}
519 + and~\ref{Initm: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{Ineq: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{Ineq: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{Ineq: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{Ineq:verletPrevious}
549 + \end{equation}
550 + for a previous time $t-\Delta t$. The summation of the
551 + Eq.~\ref{Ineq:verletFuture} and~\ref{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq: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{Ineq:xiofStaticFriction}
641 + \end{equation}
642 + After substitude $\xi(t)$ into Eq.~\ref{Ineq:gle} with
643 + Eq.~\ref{Ineq: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{Ineq:langevinEquation}
648 + \end{equation}
649 + The applying of Langevin Equation to dynamic simulations is discussed
650 + in Ch.~\ref{chap:ld}.

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