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

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