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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.
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 a
7 > mumber of topologically distinct bilayer structures. The phase
8 > behavior of lipid bilayers has been explored
9 > experimentally~\cite{Cevc87}, however, a complete understanding of the
10 > mechanism and driving forces behind the various phases has not been
11 > achieved.
12  
13   \subsection{Ripple Phase\label{In:ssec:ripple}}
14 < The {\it ripple phase} $P_{\beta'}$ of lipid bilayers, named from the
14 > The $P_{\beta'}$ {\it ripple phase} of lipid bilayers, named from the
15   periodic buckling of the membrane, is an intermediate phase which is
16   developed either from heating the gel phase $L_{\beta'}$ or cooling
17 < the fluid phase $L_\alpha$. Although the ripple phase is observed in
18 < different
19 < experiments~\cite{Sun96,Katsaras00,Copeland80,Meyer96,Kaasgaard03},
20 < the mechanism of the formation of the ripple phase has never been
21 < explained and the microscopic structure of the ripple phase has never
22 < been elucidated by experiments. Computational simulation is a perfect
23 < tool to study the microscopic properties for a system, however, the
24 < long range dimension of the ripple structure and the long time scale
25 < of the formation of the ripples are crucial obstacles to performing
26 < the actual work. The idea to break through this dilemma forks into:
17 > the fluid phase $L_\alpha$. A Sketch is shown in
18 > figure~\ref{Infig:phaseDiagram}.~\cite{Cevc87}
19 > \begin{figure}
20 > \centering
21 > \includegraphics[width=\linewidth]{./figures/inPhaseDiagram.pdf}
22 > \caption{A phase diagram of lipid bilayer. With increasing the
23 > temperature, the bilayer can go through a gel ($L_{\beta'}$), ripple
24 > ($P_{\beta'}$) to fluid ($L_\alpha$) phase transition.}
25 > \label{Infig:phaseDiagram}
26 > \end{figure}
27 > Most structural information of the ripple phase has been obtained by
28 > the X-ray diffraction~\cite{Sun96,Katsaras00} and freeze-fracture
29 > electron microscopy (FFEM).~\cite{Copeland80,Meyer96} The X-ray
30 > diffraction work by Katsaras {\it et al.} showed that a rich phase
31 > diagram exhibiting both {\it asymmetric} and {\it symmetric} ripples
32 > is possible for lecithin bilayers.\cite{Katsaras00} Recently,
33 > Kaasgaard {\it et al.} used atomic force microscopy (AFM) to observe
34 > ripple phase morphology in bilayers supported on
35 > mica.~\cite{Kaasgaard03}
36 > \begin{figure}
37 > \centering
38 > \includegraphics[width=\linewidth]{./figures/inRipple.pdf}
39 > \caption{The experimental observed ripple phase. The top image is
40 > obtained by X-ray diffraction~\cite{Sun96}, and the bottom one is
41 > observed by AFM.~\cite{Kaasgaard03}}
42 > \label{Infig:ripple}
43 > \end{figure}
44 > Figure~\ref{Infig:ripple} shows the ripple phase oberved by X-ray
45 > diffraction and AFM. The experimental results provide strong support
46 > for a 2-dimensional triangular packing lattice of the lipid molecules
47 > within the ripple phase.  This is a notable change from the observed
48 > lipid packing within the gel phase,~\cite{Cevc87} although Tenchov
49 > {\it et al.} have recently observed near-hexagonal packing in some
50 > phosphatidylcholine (PC) gel phases.~\cite{Tenchov2001} However, the
51 > physical mechanism for the formation of the ripple phase has never
52 > been explained and the microscopic structure of the ripple phase has
53 > never been elucidated by experiments. Computational simulation is a
54 > perfect tool to study the microscopic properties for a
55 > system. However, the large length scale the ripple structure and the
56 > long time scale of the formation of the ripples are crucial obstacles
57 > to performing the actual work. The principal ideas explored in this
58 > dissertation are attempts to break the computational task up by
59   \begin{itemize}
60 < \item Simplify the lipid model.
61 < \item Improve the integrating algorithm.
60 > \item Simplifying the lipid model.
61 > \item Improving algorithm for integrating the equations of motion.
62   \end{itemize}
63 < In Ch.~\ref{chap:mc} and~\ref{chap:md}, we use a simple point dipole
64 < model and a coarse-grained model to perform the Monte Carlo and
65 < Molecular Dynamics simulations respectively, and in Ch.~\ref{chap:ld},
66 < we implement a Langevin Dynamics algorithm to exclude the explicit
67 < solvent to improve the efficiency of the simulations.
63 > In chapters~\ref{chap:mc} and~\ref{chap:md}, we use a simple point
64 > dipole spin model and a coarse-grained molecualr scale model to
65 > perform the Monte Carlo and Molecular Dynamics simulations
66 > respectively, and in chapter~\ref{chap:ld}, we develop a Langevin
67 > Dynamics algorithm which excludes the explicit solvent to improve the
68 > efficiency of the simulations.
69  
70   \subsection{Lattice Model\label{In:ssec:model}}
71 < The gel like characteristic of the ripple phase ensures the feasiblity
72 < of applying the lattice model to study the system. It is claimed that
73 < the packing of the lipid molecules in ripple phase is
74 < hexagonal~\cite{Cevc87}. The popular $2$ dimensional lattice models,
75 < {\it i.e.}, Ising model, Heisenberg model and $X-Y$ model, show
76 < {\it frustration} on triangular lattice.
71 > The gel-like characteristic (relatively immobile molecules) exhibited
72 > by the ripple phase makes it feasible to apply a lattice model to
73 > study the system. The popular $2$ dimensional lattice models, {\it
74 > i.e.}, the Ising, $X-Y$, and Heisenberg models, show {\it frustration}
75 > on triangular lattices. The Hamiltonians of these systems are given by
76 > \begin{equation}
77 > H =
78 >  \begin{cases}
79 >    -J \sum_n \sum_{n'} s_n s_n' & \text{Ising}, \\
80 >    -J \sum_n \sum_{n'} \vec s_n \cdot \vec s_{n'} & \text{$X-Y$ and
81 > Heisenberg},
82 >  \end{cases}
83 > \end{equation}
84 > where $J$ has non zero value only when spins $s_n$ ($\vec s_n$) and
85 > $s_{n'}$ ($\vec s_{n'}$) are nearest neighbors. When $J > 0$, spins
86 > prefer an aligned structure, and if $J < 0$, spins prefer an
87 > anti-aligned structure.
88 >
89   \begin{figure}
90   \centering
91 < \includegraphics[width=\linewidth]{./figures/frustration.pdf}
92 < \caption{Sketch to illustrate the frustration on triangular
93 < lattice. Spins are represented by arrows, no matter which direction
94 < the spin on the top of triangle points to, the Hamiltonian of the
95 < system is the same, hence there are infinite possibilities for the
49 < packing of the spins.}
50 < \label{fig:frustration}
91 > \includegraphics[width=3in]{./figures/inFrustration.pdf}
92 > \caption{Frustration on triangular lattice, the spins and dipoles are
93 > represented by arrows. The multiple local minima of energy states
94 > induce the frustration for spins and dipoles picking the directions.}
95 > \label{Infig:frustration}
96   \end{figure}
97 < Figure~\ref{fig:frustration} shows an illustration of the frustration
98 < on a triangular lattice. The direction of the spin on top of the
99 < triangle has no effects on the Hamiltonian of the system, therefore
100 < infinite possibilities for the packing of spins induce the frustration
101 < of the lattice.
97 > The spins in figure~\ref{Infig:frustration} shows an illustration of
98 > the frustration for $J < 0$ on a triangular lattice. There are
99 > multiple local minima energy states which are independent of the
100 > direction of the spin on top of the triangle, therefore infinite
101 > possibilities for the packing of spins which induces what is known as
102 > ``complete regular frustration'' which leads to disordered low
103 > temperature phases. The similarity goes to the dipoles on a hexagonal
104 > lattice, which are shown by the dipoles in
105 > figure~\ref{Infig:frustration}. In this circumstance, the dipoles want
106 > to be aligned, however, due to the long wave fluctuation, at low
107 > temperature, the aligned state becomes unstable, vortex is formed and
108 > results in multiple local minima of energy states. The dipole on the
109 > center of the hexagonal lattice is frustrated.
110  
111 < The lack of translational degree of freedom in lattice models prevents
112 < their utilization on investigating the emergence of the surface
113 < buckling which is the imposition of the ripple formation. In this
114 < dissertation, a modified lattice model is introduced to this specific
62 < situation in Ch.~\ref{chap:mc}.
111 > The lack of translational degrees of freedom in lattice models
112 > prevents their utilization in models for surface buckling. In
113 > chapter~\ref{chap:mc}, a modified lattice model is introduced to
114 > tackle this specific situation.
115  
116   \section{Overview of Classical Statistical Mechanics\label{In:sec:SM}}
117   Statistical mechanics provides a way to calculate the macroscopic
# Line 67 | Line 119 | this dissertation. Tolman gives an excellent introduct
119   computational simulations. This section serves as a brief introduction
120   to key concepts of classical statistical mechanics that we used in
121   this dissertation. Tolman gives an excellent introduction to the
122 < principles of statistical mechanics~\cite{Tolman1979}. A large part of
122 > principles of statistical mechanics.~\cite{Tolman1979} A large part of
123   section~\ref{In:sec:SM} will follow Tolman's notation.
124  
125   \subsection{Ensembles\label{In:ssec:ensemble}}
126   In classical mechanics, the state of the system is completely
127   described by the positions and momenta of all particles. If we have an
128 < $N$ particle system, there are $6N$ coordinates ($3N$ position $(q_1,
128 > $N$ particle system, there are $6N$ coordinates ($3N$ positions $(q_1,
129   q_2, \ldots, q_{3N})$ and $3N$ momenta $(p_1, p_2, \ldots, p_{3N})$)
130   to define the instantaneous state of the system. Each single set of
131   the $6N$ coordinates can be considered as a unique point in a $6N$
# Line 95 | Line 147 | normalize $\rho$ to unity,
147   normalize $\rho$ to unity,
148   \begin{equation}
149   1 = \int d \vec q~^N \int d \vec p~^N \rho,
150 < \label{normalized}
150 > \label{Ineq:normalized}
151   \end{equation}
152   then the value of $\rho$ gives the probability of finding the system
153 < in a unit volume in the phase space.
153 > in a unit volume in phase space.
154  
155   Liouville's theorem describes the change in density $\rho$ with
156 < time. The number of representive points at a given volume in the phase
156 > time. The number of representative points at a given volume in phase
157   space at any instant can be written as:
158   \begin{equation}
159 < \label{eq:deltaN}
159 > \label{Ineq:deltaN}
160   \delta N = \rho~\delta q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N.
161   \end{equation}
162 < To calculate the change in the number of representive points in this
162 > To calculate the change in the number of representative points in this
163   volume, let us consider a simple condition: the change in the number
164 < of representive points in $q_1$ axis. The rate of the number of the
165 < representive points entering the volume at $q_1$ per unit time is:
164 > of representative points along the $q_1$ axis. The rate of the number
165 > of the representative points entering the volume at $q_1$ per unit time
166 > is:
167   \begin{equation}
168 < \label{eq:deltaNatq1}
168 > \label{Ineq:deltaNatq1}
169   \rho~\dot q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N,
170   \end{equation}
171 < and the rate of the number of representive points leaving the volume
171 > and the rate of the number of representative points leaving the volume
172   at another position $q_1 + \delta q_1$ is:
173   \begin{equation}
174 < \label{eq:deltaNatq1plusdeltaq1}
174 > \label{Ineq:deltaNatq1plusdeltaq1}
175   \left( \rho + \frac{\partial \rho}{\partial q_1} \delta q_1 \right)\left(\dot q_1 +
176   \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.
177   \end{equation}
178 < Here the higher order differentials are neglected. So the change of
179 < the number of the representive points is the difference of
180 < eq.~\ref{eq:deltaNatq1} and eq.~\ref{eq:deltaNatq1plusdeltaq1}, which
181 < gives us:
178 > Here the higher order differentials are neglected. So the change in
179 > the number of representative points is the difference between
180 > eq.~\ref{Ineq:deltaNatq1} and eq.~\ref{Ineq:deltaNatq1plusdeltaq1},
181 > which gives us:
182   \begin{equation}
183 < \label{eq:deltaNatq1axis}
183 > \label{Ineq:deltaNatq1axis}
184   -\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,
185   \end{equation}
186   where, higher order differetials are neglected. If we sum over all the
187 < axes in the phase space, we can get the change of the number of
188 < representive points in a given volume with time:
187 > axes in the phase space, we can get the change in the number of
188 > representative points in a given volume with time:
189   \begin{equation}
190 < \label{eq:deltaNatGivenVolume}
190 > \label{Ineq:deltaNatGivenVolume}
191   \frac{d(\delta N)}{dt} = -\sum_{i=1}^N \left[\rho \left(\frac{\partial
192   {\dot q_i}}{\partial q_i} + \frac{\partial
193   {\dot p_i}}{\partial p_i}\right) + \left( \frac{\partial {\rho}}{\partial
194   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.
195   \end{equation}
196 < From Hamilton's equation of motion,
196 > From Hamilton's equations of motion,
197   \begin{equation}
198   \frac{\partial {\dot q_i}}{\partial q_i} = - \frac{\partial
199   {\dot p_i}}{\partial p_i},
200 < \label{eq:canonicalFormOfEquationOfMotion}
200 > \label{Ineq:canonicalFormOfEquationOfMotion}
201   \end{equation}
202   this cancels out the first term on the right side of
203 < eq.~\ref{eq:deltaNatGivenVolume}. If both sides of
204 < eq.~\ref{eq:deltaNatGivenVolume} are divided by $\delta q_1 \delta q_2
203 > eq.~\ref{Ineq:deltaNatGivenVolume}. If both sides of
204 > eq.~\ref{Ineq:deltaNatGivenVolume} are divided by $\delta q_1 \delta q_2
205   \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N$, then we
206 < can derive Liouville's theorem:
206 > arrive at Liouville's theorem:
207   \begin{equation}
208   \left( \frac{\partial \rho}{\partial t} \right)_{q, p} = -\sum_{i} \left(
209   \frac{\partial {\rho}}{\partial
210   q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right).
211 < \label{eq:simpleFormofLiouville}
211 > \label{Ineq:simpleFormofLiouville}
212   \end{equation}
213   This is the basis of statistical mechanics. If we move the right
214 < side of equation~\ref{eq:simpleFormofLiouville} to the left, we
214 > side of equation~\ref{Ineq:simpleFormofLiouville} to the left, we
215   will obtain
216   \begin{equation}
217   \left( \frac{\partial \rho}{\partial t} \right)_{q, p} + \sum_{i} \left(
218   \frac{\partial {\rho}}{\partial
219   q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right)
220   = 0.
221 < \label{eq:anotherFormofLiouville}
221 > \label{Ineq:anotherFormofLiouville}
222   \end{equation}
223   It is easy to note that the left side of
224 < equation~\ref{eq:anotherFormofLiouville} is the total derivative of
225 < $\rho$ with respect of $t$, which means
224 > equation~\ref{Ineq:anotherFormofLiouville} is the total derivative of
225 > $\rho$ with respect to $t$, which means
226   \begin{equation}
227   \frac{d \rho}{dt} = 0,
228 < \label{eq:conservationofRho}
228 > \label{Ineq:conservationofRho}
229   \end{equation}
230   and the rate of density change is zero in the neighborhood of any
231 < selected moving representive points in the phase space.
231 > selected moving representative points in the phase space.
232  
233   The condition of the ensemble is determined by the density
234   distribution. If we consider the density distribution as only a
235   function of $q$ and $p$, which means the rate of change of the phase
236 < space density in the neighborhood of all representive points in the
236 > space density in the neighborhood of all representative points in the
237   phase space is zero,
238   \begin{equation}
239   \left( \frac{\partial \rho}{\partial t} \right)_{q, p} = 0.
240 < \label{eq:statEquilibrium}
240 > \label{Ineq:statEquilibrium}
241   \end{equation}
242   We may conclude the ensemble is in {\it statistical equilibrium}. An
243 < ensemble in statistical equilibrium often means the system is also in
243 > ensemble in statistical equilibrium means the system is also in
244   macroscopic equilibrium. If $\left( \frac{\partial \rho}{\partial t}
245   \right)_{q, p} = 0$, then
246   \begin{equation}
# Line 195 | Line 248 | q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \
248   \frac{\partial {\rho}}{\partial
249   q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right)
250   = 0.
251 < \label{constantofMotion}
251 > \label{Ineq:constantofMotion}
252   \end{equation}
253   If $\rho$ is a function only of some constant of the motion, $\rho$ is
254   independent of time. For a conservative system, the energy of the
255 < system is one of the constants of the motion. Here are several
256 < examples: when the density distribution is constant everywhere in the
257 < phase space,
255 > system is one of the constants of the motion. There are many
256 > thermodynamically relevant ensembles: when the density distribution is
257 > constant everywhere in the phase space,
258   \begin{equation}
259   \rho = \mathrm{const.}
260 < \label{eq:uniformEnsemble}
260 > \label{Ineq:uniformEnsemble}
261   \end{equation}
262 < the ensemble is called {\it uniform ensemble}.  Another useful
263 < ensemble is called {\it microcanonical ensemble}, for which:
262 > the ensemble is called {\it uniform ensemble}.
263 >
264 > \subsubsection{The Microcanonical Ensemble\label{In:sssec:microcanonical}}
265 > Another useful ensemble is the {\it microcanonical ensemble}, for
266 > which:
267   \begin{equation}
268   \rho = \delta \left( H(q^N, p^N) - E \right) \frac{1}{\Sigma (N, V, E)}
269 < \label{eq:microcanonicalEnsemble}
269 > \label{Ineq:microcanonicalEnsemble}
270   \end{equation}
271   where $\Sigma(N, V, E)$ is a normalization constant parameterized by
272   $N$, the total number of particles, $V$, the total physical volume and
# Line 220 | Line 276 | S = - k_B \int d \vec q~^N \int d \vec p~^N \rho \ln [
276   Hamiltonian of the system. The Gibbs entropy is defined as
277   \begin{equation}
278   S = - k_B \int d \vec q~^N \int d \vec p~^N \rho \ln [C^N \rho],
279 < \label{eq:gibbsEntropy}
279 > \label{Ineq:gibbsEntropy}
280   \end{equation}
281   where $k_B$ is the Boltzmann constant and $C^N$ is a number which
282 < makes the argument of $\ln$ dimensionless, in this case, it is the
283 < total phase space volume of one state. The entropy in microcanonical
282 > makes the argument of $\ln$ dimensionless. In this case, $C^N$ is the
283 > total phase space volume of one state. The entropy of a microcanonical
284   ensemble is given by
285   \begin{equation}
286   S = k_B \ln \left(\frac{\Sigma(N, V, E)}{C^N}\right).
287 < \label{eq:entropy}
287 > \label{Ineq:entropy}
288   \end{equation}
289 +
290 + \subsubsection{The Canonical Ensemble\label{In:sssec:canonical}}
291   If the density distribution $\rho$ is given by
292   \begin{equation}
293   \rho = \frac{1}{Z_N}e^{-H(q^N, p^N) / k_B T},
294 < \label{eq:canonicalEnsemble}
294 > \label{Ineq:canonicalEnsemble}
295   \end{equation}
296   the ensemble is known as the {\it canonical ensemble}. Here,
297   \begin{equation}
298   Z_N = \int d \vec q~^N \int_\Gamma d \vec p~^N  e^{-H(q^N, p^N) / k_B T},
299 < \label{eq:partitionFunction}
299 > \label{Ineq:partitionFunction}
300   \end{equation}
301 < which is also known as {\it partition function}. $\Gamma$ indicates
302 < that the integral is over all the phase space. In the canonical
301 > which is also known as the canonical{\it partition function}. $\Gamma$
302 > indicates that the integral is over all phase space. In the canonical
303   ensemble, $N$, the total number of particles, $V$, total volume, and
304 < $T$, the temperature are constants. The systems with the lowest
304 > $T$, the temperature, are constants. The systems with the lowest
305   energies hold the largest population. According to maximum principle,
306 < the thermodynamics maximizes the entropy $S$,
306 > thermodynamics maximizes the entropy $S$, implying that
307   \begin{equation}
308   \begin{array}{ccc}
309   \delta S = 0 & \mathrm{and} & \delta^2 S < 0.
310   \end{array}
311 < \label{eq:maximumPrinciple}
311 > \label{Ineq:maximumPrinciple}
312   \end{equation}
313 < From Eq.~\ref{eq:maximumPrinciple} and two constrains of the canonical
314 < ensemble, {\it i.e.}, total probability and average energy conserved,
315 < the partition function is calculated as
313 > From Eq.~\ref{Ineq:maximumPrinciple} and two constrains on the
314 > canonical ensemble, {\it i.e.}, total probability and average energy
315 > must be conserved, the partition function can be shown to be
316 > equivalent to
317   \begin{equation}
318   Z_N = e^{-A/k_B T},
319 < \label{eq:partitionFunctionWithFreeEnergy}
319 > \label{Ineq:partitionFunctionWithFreeEnergy}
320   \end{equation}
321   where $A$ is the Helmholtz free energy. The significance of
322 < Eq.~\ref{eq:entropy} and~\ref{eq:partitionFunctionWithFreeEnergy} is
322 > Eq.~\ref{Ineq:entropy} and~\ref{Ineq:partitionFunctionWithFreeEnergy} is
323   that they serve as a connection between macroscopic properties of the
324 < system and the distribution of the microscopic states.
324 > system and the distribution of microscopic states.
325  
326   There is an implicit assumption that our arguments are based on so
327 < far. A representive point in the phase space is equally to be found in
328 < any same extent of the regions. In other words, all energetically
329 < accessible states are represented equally, the probabilities to find
330 < the system in any of the accessible states is equal. This is called
331 < equal a {\it priori} probabilities.
327 > far. A representative point in the phase space is equally likely to be
328 > found in any energetically allowed region. In other words, all
329 > energetically accessible states are represented equally, the
330 > probabilities to find the system in any of the accessible states is
331 > equal. This is called the principle of equal a {\it priori}
332 > probabilities.
333  
334 < \subsection{Statistical Average\label{In:ssec:average}}
335 < Given the density distribution $\rho$ in the phase space, the average
334 > \subsection{Statistical Averages\label{In:ssec:average}}
335 > Given a density distribution $\rho$ in phase space, the average
336   of any quantity ($F(q^N, p^N$)) which depends on the coordinates
337   ($q^N$) and the momenta ($p^N$) for all the systems in the ensemble
338   can be calculated based on the definition shown by
339 < Eq.~\ref{eq:statAverage1}
339 > Eq.~\ref{Ineq:statAverage1}
340   \begin{equation}
341 < \langle F(q^N, p^N, t) \rangle = \frac{\int d \vec q~^N \int d \vec p~^N
342 < F(q^N, p^N, t) \rho}{\int d \vec q~^N \int d \vec p~^N \rho}.
343 < \label{eq:statAverage1}
341 > \langle F(q^N, p^N) \rangle = \frac{\int d \vec q~^N \int d \vec p~^N
342 > F(q^N, p^N) \rho}{\int d \vec q~^N \int d \vec p~^N \rho}.
343 > \label{Ineq:statAverage1}
344   \end{equation}
345   Since the density distribution $\rho$ is normalized to unity, the mean
346   value of $F(q^N, p^N)$ is simplified to
347   \begin{equation}
348 < \langle F(q^N, p^N, t) \rangle = \int d \vec q~^N \int d \vec p~^N F(q^N,
349 < p^N, t) \rho,
350 < \label{eq:statAverage2}
348 > \langle F(q^N, p^N) \rangle = \int d \vec q~^N \int d \vec p~^N F(q^N,
349 > p^N) \rho,
350 > \label{Ineq:statAverage2}
351   \end{equation}
352 < called {\it ensemble average}. However, the quantity is often averaged
353 < for a finite time in real experiments,
352 > called the {\it ensemble average}. However, the quantity is often
353 > averaged for a finite time in real experiments,
354   \begin{equation}
355   \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty}
356 < \frac{1}{T} \int_{t_0}^{t_0+T} F(q^N, p^N, t) dt.
357 < \label{eq:timeAverage1}
356 > \frac{1}{T} \int_{t_0}^{t_0+T} F[q^N(t), p^N(t)] dt.
357 > \label{Ineq:timeAverage1}
358   \end{equation}
359   Usually this time average is independent of $t_0$ in statistical
360 < mechanics, so Eq.~\ref{eq:timeAverage1} becomes
360 > mechanics, so Eq.~\ref{Ineq:timeAverage1} becomes
361   \begin{equation}
362   \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty}
363 < \frac{1}{T} \int_{0}^{T} F(q^N, p^N, t) dt
364 < \label{eq:timeAverage2}
363 > \frac{1}{T} \int_{0}^{T} F[q^N(t), p^N(t)] dt
364 > \label{Ineq:timeAverage2}
365   \end{equation}
366   for an infinite time interval.
367  
368 < {\it ergodic hypothesis}, an important hypothesis from the statistical
369 < mechanics point of view, states that the system will eventually pass
368 > \subsubsection{Ergodicity\label{In:sssec:ergodicity}}
369 > The {\it ergodic hypothesis}, an important hypothesis governing modern
370 > computer simulations states that the system will eventually pass
371   arbitrarily close to any point that is energetically accessible in
372   phase space. Mathematically, this leads to
373   \begin{equation}
374 < \langle F(q^N, p^N, t) \rangle = \langle F(q^N, p^N) \rangle_t.
375 < \label{eq:ergodicity}
374 > \langle F(q^N, p^N) \rangle = \langle F(q^N, p^N) \rangle_t.
375 > \label{Ineq:ergodicity}
376   \end{equation}
377 < Eq.~\ref{eq:ergodicity} validates the Monte Carlo method which we will
378 < discuss in section~\ref{In:ssec:mc}. An ensemble average of a quantity
379 < can be related to the time average measured in the experiments.
377 > Eq.~\ref{Ineq:ergodicity} validates Molecular Dynamics as a form of
378 > averaging for sufficiently ergodic systems. Also Monte Carlo may be
379 > used to obtain ensemble averages of a quantity which are related to
380 > time averages measured in experiments.
381  
382 < \subsection{Correlation Function\label{In:ssec:corr}}
383 < Thermodynamic properties can be computed by equillibrium statistical
384 < mechanics. On the other hand, {\it Time correlation function} is a
385 < powerful method to understand the evolution of a dynamic system in
386 < non-equillibrium statistical mechanics. Imagine a property $A(q^N,
387 < p^N, t)$ as a function of coordinates $q^N$ and momenta $p^N$ has an
388 < intial value at $t_0$, at a later time $t_0 + \tau$ this value is
389 < changed. If $\tau$ is very small, the change of the value is minor,
390 < and the later value of $A(q^N, p^N, t_0 +
391 < \tau)$ is correlated to its initial value. Howere, when $\tau$ is large,
392 < this correlation is lost. The correlation function is a measurement of
393 < this relationship and is defined by~\cite{Berne90}
382 > \subsection{Correlation Functions\label{In:ssec:corr}}
383 > Thermodynamic properties can be computed by equilibrium statistical
384 > mechanics. On the other hand, {\it Time correlation functions} are a
385 > powerful tool to understand the evolution of a dynamical
386 > systems. Imagine that property $A(q^N, p^N, t)$ as a function of
387 > coordinates $q^N$ and momenta $p^N$ has an intial value at $t_0$, and
388 > at a later time $t_0 + \tau$ this value has changed. If $\tau$ is very
389 > small, the change of the value is minor, and the later value of
390 > $A(q^N, p^N, t_0 + \tau)$ is correlated to its initial value. However,
391 > when $\tau$ is large, this correlation is lost. A time correlation
392 > function measures this relationship and is defined
393 > by~\cite{Berne90}
394   \begin{equation}
395 < C(t) = \langle A(0)A(\tau) \rangle = \lim_{T \rightarrow \infty}
395 > C_{AA}(\tau) = \langle A(0)A(\tau) \rangle = \lim_{T \rightarrow
396 > \infty}
397   \frac{1}{T} \int_{0}^{T} dt A(t) A(t + \tau).
398 < \label{eq:autocorrelationFunction}
398 > \label{Ineq:autocorrelationFunction}
399   \end{equation}
400 < Eq.~\ref{eq:autocorrelationFunction} is the correlation function of a
401 < single variable, called {\it autocorrelation function}. The defination
402 < of the correlation function for two different variables is similar to
403 < that of autocorrelation function, which is
400 > Eq.~\ref{Ineq:autocorrelationFunction} is the correlation function of
401 > a single variable, called an {\it autocorrelation function}. The
402 > definition of the correlation function for two different variables is
403 > similar to that of autocorrelation function, which is
404   \begin{equation}
405 < C(t) = \langle A(0)B(\tau) \rangle = \lim_{T \rightarrow \infty}
405 > C_{AB}(\tau) = \langle A(0)B(\tau) \rangle = \lim_{T \rightarrow \infty}
406   \frac{1}{T} \int_{0}^{T} dt A(t) B(t + \tau),
407 < \label{eq:crosscorrelationFunction}
407 > \label{Ineq:crosscorrelationFunction}
408   \end{equation}
409   and called {\it cross correlation function}.
410  
411 < In section~\ref{In:ssec:average} we know from Eq.~\ref{eq:ergodicity}
412 < the relationship between time average and ensemble average. We can put
413 < the correlation function in a classical mechanics form,
411 > We know from the ergodic hypothesis that there is a relationship
412 > between time average and ensemble average. We can put the correlation
413 > function in a classical mechanics form,
414   \begin{equation}
415 < 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)
416 < \label{eq:autocorrelationFunctionCM}
415 > C_{AA}(\tau) = \int d \vec q~^N \int d \vec p~^N A[(q^N(t), p^N(t)]
416 > A[q^N(t+\tau), q^N(t+\tau)] \rho(q, p)
417 > \label{Ineq:autocorrelationFunctionCM}
418   \end{equation}
419   and
420   \begin{equation}
421 < C(t) = \langle A(0)B(\tau) \rangle = \int d \vec q~^N \int d \vec p~^N A(t) B(t + \tau)
422 < \rho(q, p)
423 < \label{eq:crosscorrelationFunctionCM}
421 > C_{AB}(\tau) = \int d \vec q~^N \int d \vec p~^N A[(q^N(t), p^N(t)]
422 > B[q^N(t+\tau), q^N(t+\tau)] \rho(q, p)
423 > \label{Ineq:crosscorrelationFunctionCM}
424   \end{equation}
425   as autocorrelation function and cross correlation function
426   respectively. $\rho(q, p)$ is the density distribution at equillibrium
# Line 364 | Line 428 | C(t) \sim e^{-t / \tau_r},
428   single exponential
429   \begin{equation}
430   C(t) \sim e^{-t / \tau_r},
431 < \label{eq:relaxation}
431 > \label{Ineq:relaxation}
432   \end{equation}
433   where $\tau_r$ is known as relaxation time which discribes the rate of
434   the decay.
# Line 390 | Line 454 | temperature are constants. The average energy is given
454   applied to the canonical ensemble, a Boltzmann-weighted ensemble, in
455   which the $N$, the total number of particles, $V$, total volume, $T$,
456   temperature are constants. The average energy is given by substituding
457 < Eq.~\ref{eq:canonicalEnsemble} into Eq.~\ref{eq:statAverage2},
457 > Eq.~\ref{Ineq:canonicalEnsemble} into Eq.~\ref{Ineq:statAverage2},
458   \begin{equation}
459   \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}.
460 < \label{eq:energyofCanonicalEnsemble}
460 > \label{Ineq:energyofCanonicalEnsemble}
461   \end{equation}
462   So are the other properties of the system. The Hamiltonian is the
463   summation of Kinetic energy $K(p^N)$ as a function of momenta and
464   Potential energy $U(q^N)$ as a function of positions,
465   \begin{equation}
466   H(q^N, p^N) = K(p^N) + U(q^N).
467 < \label{eq:hamiltonian}
467 > \label{Ineq:hamiltonian}
468   \end{equation}
469   If the property $A$ is only a function of position ($ A = A(q^N)$),
470   the mean value of $A$ is reduced to
471   \begin{equation}
472   \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}},
473 < \label{eq:configurationIntegral}
473 > \label{Ineq:configurationIntegral}
474   \end{equation}
475   The kinetic energy $K(p^N)$ is factored out in
476 < Eq.~\ref{eq:configurationIntegral}. $\langle A
476 > Eq.~\ref{Ineq:configurationIntegral}. $\langle A
477   \rangle$ is a configuration integral now, and the
478 < Eq.~\ref{eq:configurationIntegral} is equivalent to
478 > Eq.~\ref{Ineq:configurationIntegral} is equivalent to
479   \begin{equation}
480   \langle A \rangle = \int d \vec q~^N A \rho(q^N).
481 < \label{eq:configurationAve}
481 > \label{Ineq:configurationAve}
482   \end{equation}
483  
484   In a Monte Carlo simulation of canonical ensemble, the probability of
# Line 422 | Line 486 | probability with time is given by
486   probability with time is given by
487   \begin{equation}
488   \frac{d \rho_s}{dt} = \sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ],
489 < \label{eq:timeChangeofProb}
489 > \label{Ineq:timeChangeofProb}
490   \end{equation}
491   where $w_{ss'}$ is the tansition probability of going from state $s$
492   to state $s'$. Since $\rho_s$ is independent of time at equilibrium,
493   \begin{equation}
494   \frac{d \rho_{s}^{equilibrium}}{dt} = 0,
495 < \label{eq:equiProb}
495 > \label{Ineq:equiProb}
496   \end{equation}
497   which means $\sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ]$ is $0$
498   for all $s'$. So
499   \begin{equation}
500   \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = \frac{w_{s's}}{w_{ss'}}.
501 < \label{eq:timeChangeofProb}
501 > \label{Ineq:relationshipofRhoandW}
502   \end{equation}
503   If
504   \begin{equation}
505   \frac{w_{s's}}{w_{ss'}} = e^{-(U_s - U_{s'}) / k_B T},
506 < \label{eq:conditionforBoltzmannStatistics}
506 > \label{Ineq:conditionforBoltzmannStatistics}
507   \end{equation}
508   then
509   \begin{equation}
510   \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = e^{-(U_s - U_{s'}) / k_B T}.
511 < \label{eq:satisfyofBoltzmannStatistics}
511 > \label{Ineq:satisfyofBoltzmannStatistics}
512   \end{equation}
513 < Eq.~\ref{eq:satisfyofBoltzmannStatistics} implies that
513 > Eq.~\ref{Ineq:satisfyofBoltzmannStatistics} implies that
514   $\rho^{equilibrium}$ satisfies Boltzmann statistics. An algorithm,
515   shows how Monte Carlo simulation generates a transition probability
516 < governed by \ref{eq:conditionforBoltzmannStatistics}, is schemed as
516 > governed by \ref{Ineq:conditionforBoltzmannStatistics}, is schemed as
517   \begin{enumerate}
518 < \item\label{itm:oldEnergy} Choose an particle randomly, calculate the energy.
519 < \item\label{itm:newEnergy} Make a random displacement for particle,
518 > \item\label{Initm:oldEnergy} Choose an particle randomly, calculate the energy.
519 > \item\label{Initm:newEnergy} Make a random displacement for particle,
520   calculate the new energy.
521    \begin{itemize}
522 <     \item Keep the new configuration and return to step~\ref{itm:oldEnergy} if energy
522 >     \item Keep the new configuration and return to step~\ref{Initm:oldEnergy} if energy
523   goes down.
524       \item Pick a random number between $[0,1]$ if energy goes up.
525          \begin{itemize}
526             \item Keep the new configuration and return to
527 < step~\ref{itm:oldEnergy} if the random number smaller than
527 > step~\ref{Initm:oldEnergy} if the random number smaller than
528   $e^{-(U_{new} - U_{old})} / k_B T$.
529             \item Keep the old configuration and return to
530 < step~\ref{itm:oldEnergy} if the random number larger than
530 > step~\ref{Initm:oldEnergy} if the random number larger than
531   $e^{-(U_{new} - U_{old})} / k_B T$.
532          \end{itemize}
533    \end{itemize}
534 < \item\label{itm:accumulateAvg} Accumulate the average after it converges.
534 > \item\label{Initm:accumulateAvg} Accumulate the average after it converges.
535   \end{enumerate}
536   It is important to notice that the old configuration has to be sampled
537   again if it is kept.
# Line 489 | Line 553 | defined by
553   defined by
554   \begin{equation}
555   \frac{1}{2} k_B T = \langle \frac{1}{2} m v_\alpha \rangle,
556 < \label{eq:temperature}
556 > \label{Ineq:temperature}
557   \end{equation}
558   here $m$ is the mass of the particle and $v_\alpha$ is the $\alpha$
559   component of the velocity of the particle. The right side of
560 < Eq.~\ref{eq:temperature} is the average kinetic energy of the
560 > Eq.~\ref{Ineq:temperature} is the average kinetic energy of the
561   system. A simple Molecular Dynamics simulation scheme
562   is:~\cite{Frenkel1996}
563   \begin{enumerate}
564 < \item\label{itm:initialize} Assign the initial positions and momenta
564 > \item\label{Initm:initialize} Assign the initial positions and momenta
565   for the particles in the system.
566 < \item\label{itm:calcForce} Calculate the forces.
567 < \item\label{itm:equationofMotion} Integrate the equation of motion.
566 > \item\label{Initm:calcForce} Calculate the forces.
567 > \item\label{Initm:equationofMotion} Integrate the equation of motion.
568    \begin{itemize}
569 <     \item Return to step~\ref{itm:calcForce} if the equillibrium is
569 >     \item Return to step~\ref{Initm:calcForce} if the equillibrium is
570   not achieved.
571 <     \item Go to step~\ref{itm:calcAvg} if the equillibrium is
571 >     \item Go to step~\ref{Initm:calcAvg} if the equillibrium is
572   achieved.
573    \end{itemize}
574 < \item\label{itm:calcAvg} Compute the quantities we are interested in.
574 > \item\label{Initm:calcAvg} Compute the quantities we are interested in.
575   \end{enumerate}
576   The initial positions of the particles are chosen as that there is no
577   overlap for the particles. The initial velocities at first are
578   distributed randomly to the particles, and then shifted to make the
579   momentum of the system $0$, at last scaled to the desired temperature
580 < of the simulation according Eq.~\ref{eq:temperature}.
580 > of the simulation according Eq.~\ref{Ineq:temperature}.
581  
582 < The core of Molecular Dynamics simulations is step~\ref{itm:calcForce}
583 < and~\ref{itm:equationofMotion}. The calculation of the forces are
582 > The core of Molecular Dynamics simulations is step~\ref{Initm:calcForce}
583 > and~\ref{Initm:equationofMotion}. The calculation of the forces are
584   often involved numerous effort, this is the most time consuming step
585   in the Molecular Dynamics scheme. The evaluation of the forces is
586   followed by
587   \begin{equation}
588   f(q) = - \frac{\partial U(q)}{\partial q},
589 < \label{eq:force}
589 > \label{Ineq:force}
590   \end{equation}
591   $U(q)$ is the potential of the system. Once the forces computed, are
592   the positions and velocities updated by integrating Newton's equation
593   of motion,
594   \begin{equation}
595   f(q) = \frac{dp}{dt} = \frac{m dv}{dt}.
596 < \label{eq:newton}
596 > \label{Ineq:newton}
597   \end{equation}
598   Here is an example of integrating algorithms, Verlet algorithm, which
599   is one of the best algorithms to integrate Newton's equation of
# Line 538 | Line 602 | q(t+\Delta t)= q(t) + v(t) \Delta t + \frac{f(t)}{2m}\
602   q(t+\Delta t)= q(t) + v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 +
603          \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} +
604          \mathcal{O}(\Delta t^4)
605 < \label{eq:verletFuture}
605 > \label{Ineq:verletFuture}
606   \end{equation}
607   for a later time $t+\Delta t$, and
608   \begin{equation}
609   q(t-\Delta t)= q(t) - v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 -
610          \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} +
611          \mathcal{O}(\Delta t^4) ,
612 < \label{eq:verletPrevious}
612 > \label{Ineq:verletPrevious}
613   \end{equation}
614   for a previous time $t-\Delta t$. The summation of the
615 < Eq.~\ref{eq:verletFuture} and~\ref{eq:verletPrevious} gives
615 > Eq.~\ref{Ineq:verletFuture} and~\ref{Ineq:verletPrevious} gives
616   \begin{equation}
617   q(t+\Delta t)+q(t-\Delta t) =
618          2q(t) + \frac{f(t)}{m}\Delta t^2 + \mathcal{O}(\Delta t^4),
619 < \label{eq:verletSum}
619 > \label{Ineq:verletSum}
620   \end{equation}
621   so, the new position can be expressed as
622   \begin{equation}
623   q(t+\Delta t) \approx
624          2q(t) - q(t-\Delta t) + \frac{f(t)}{m}\Delta t^2.
625 < \label{eq:newPosition}
625 > \label{Ineq:newPosition}
626   \end{equation}
627   The higher order of the $\Delta t$ is omitted.
628  
# Line 586 | Line 650 | H = \frac{p^2}{2m} + U(q) + H_B + \Delta U(q),
650   Hamiltonian of such a system is written as
651   \begin{equation}
652   H = \frac{p^2}{2m} + U(q) + H_B + \Delta U(q),
653 < \label{eq:hamiltonianofCoupling}
653 > \label{Ineq:hamiltonianofCoupling}
654   \end{equation}
655   where $H_B$ is the Hamiltonian of the bath which equals to
656   \begin{equation}
657   H_B = \sum_{\alpha = 1}^{N} \left\{ \frac{p_\alpha^2}{2m_\alpha} +
658   \frac{1}{2} m_\alpha \omega_\alpha^2 q_\alpha^2\right\},
659 < \label{eq:hamiltonianofBath}
659 > \label{Ineq:hamiltonianofBath}
660   \end{equation}
661   $\alpha$ is all the degree of freedoms of the bath, $\omega$ is the
662   bath frequency, and $\Delta U(q)$ is the bilinear coupling given by
663   \begin{equation}
664   \Delta U = -\sum_{\alpha = 1}^{N} g_\alpha q_\alpha q,
665 < \label{eq:systemBathCoupling}
665 > \label{Ineq:systemBathCoupling}
666   \end{equation}
667   where $g$ is the coupling constant. By solving the Hamilton's equation
668   of motion, the {\it Generalized Langevin Equation} for this system is
669   derived to
670   \begin{equation}
671   m \ddot q = -\frac{\partial W(q)}{\partial q} - \int_0^t \xi(t) \dot q(t-t')dt' + R(t),
672 < \label{eq:gle}
672 > \label{Ineq:gle}
673   \end{equation}
674   with mean force,
675   \begin{equation}
676   W(q) = U(q) - \sum_{\alpha = 1}^N \frac{g_\alpha^2}{2m_\alpha
677   \omega_\alpha^2}q^2,
678 < \label{eq:meanForce}
678 > \label{Ineq:meanForce}
679   \end{equation}
680   being only a dependence of coordinates of the solute particles, {\it
681   friction kernel},
682   \begin{equation}
683   \xi(t) = \sum_{\alpha = 1}^N \frac{-g_\alpha}{m_\alpha
684   \omega_\alpha} \cos(\omega_\alpha t),
685 < \label{eq:xiforGLE}
685 > \label{Ineq:xiforGLE}
686   \end{equation}
687   and the random force,
688   \begin{equation}
689   R(t) = \sum_{\alpha = 1}^N \left( g_\alpha q_\alpha(0)-\frac{g_\alpha}{m_\alpha
690   \omega_\alpha^2}q(0)\right) \cos(\omega_\alpha t) + \frac{\dot
691   q_\alpha(0)}{\omega_\alpha} \sin(\omega_\alpha t),
692 < \label{eq:randomForceforGLE}
692 > \label{Ineq:randomForceforGLE}
693   \end{equation}
694   as only a dependence of the initial conditions. The relationship of
695   friction kernel $\xi(t)$ and random force $R(t)$ is given by
696   \begin{equation}
697   \xi(t) = \frac{1}{k_B T} \langle R(t)R(0) \rangle
698 < \label{eq:relationshipofXiandR}
698 > \label{Ineq:relationshipofXiandR}
699   \end{equation}
700   from their definitions. In Langevin limit, the friction is treated
701   static, which means
702   \begin{equation}
703   \xi(t) = 2 \xi_0 \delta(t).
704 < \label{eq:xiofStaticFriction}
704 > \label{Ineq:xiofStaticFriction}
705   \end{equation}
706 < After substitude $\xi(t)$ into Eq.~\ref{eq:gle} with
707 < Eq.~\ref{eq:xiofStaticFriction}, {\it Langevin Equation} is extracted
706 > After substitude $\xi(t)$ into Eq.~\ref{Ineq:gle} with
707 > Eq.~\ref{Ineq:xiofStaticFriction}, {\it Langevin Equation} is extracted
708   to
709   \begin{equation}
710   m \ddot q = -\frac{\partial U(q)}{\partial q} - \xi \dot q(t) + R(t).
711 < \label{eq:langevinEquation}
711 > \label{Ineq:langevinEquation}
712   \end{equation}
713   The applying of Langevin Equation to dynamic simulations is discussed
714   in Ch.~\ref{chap:ld}.

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