Beruflich Dokumente
Kultur Dokumente
Statistical Mechanics
and
Molecular Simulation
M. P. Allen
H. H. Wills Physics Laboratory
University of Bristol
M. P. Allen 1999
PREFACE
Preface
This course is an overview of computer simulation methods and
their relationship with microscopic theories of liquids and experimental studies of liquids, covering both dynamical and structural
properties.
M. P. Allen 1999
PREFACE
Synopsis
Subjects to be covered include
Statistical ensembles and finite-size effects
Study of phase transitions
Structural distribution functions
The Ornstein-Zernike equation and integral equations
Thermodynamic perturbation theory
Time correlation functions, linear response theory
Transport coefficients and hydrodynamics
M. P. Allen 1999
PREFACE
M. P. Allen 1999
PREFACE
These notes are intended only for students taking the course:
please do not distribute them elsewhere. It is not recommended
to try printing the notes, they are best viewed electronically.
Suggestions for improvements to these notes are always welcome.
M. P. Allen 1999
PREFACE
References
The bibliography will grow as the course progresses. However,
it is worth mentioning some standard references at the outset.
Most of this course will be directed at the properties of simple
liquids, and the standard text on the theory of these systems is
Hansen and McDonald [1986]. Extensive material, particularly relevant for molecular rather than atomic systems, may be found in
Gray and Gubbins [1984]. There are many good books on statistical mechanics: Chandler [1987] is an excellent, and fairly short,
all-round book; Friedman [1985] is good on many aspects. I am
also fond of two older books McQuarrie [1976] and Berne and Pecora
[1976], and the classic review Barker and Henderson [1976]. Many
more books on statistical mechanics can be recommended: Hill
[1960], Huang [1963], Kubo [1965], Becker [1967], Ma [1985], Privman
[1990]. For a more general introduction to the area of liquids, in-
M. P. Allen 1999
PREFACE
M. P. Allen 1999
PREFACE
List of Problems
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
1.1
1.2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
3.1
3.2
3.3
3.4
4.1
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
M. P. Allen 1999
PREFACE
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
4.2
4.3
4.4
5.1
6.1
6.2
7.1
7.2
8.1
8.2
8.3
8.4
8.5
8.6
8.7
9.1
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
M. P. Allen 1999
PREFACE
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
10
9.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
9.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
9.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 380
10.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
10.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
10.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
10.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
10.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
10.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
10.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
11.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
11.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
11.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 453
11.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454
11.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 464
11.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 464
M. P. Allen 1999
PREFACE
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
Problem
12.1
12.2
12.3
12.4
12.5
12.6
12.7
12.8
12.9
15.1
11
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 468
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 481
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 482
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 494
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 505
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 593
M. P. Allen 1999
INTRODUCTION
12
1 Introduction
1.1 Computer Simulation
Here we discuss the why and how of computer simulation.
1.1.1 Why Simulate?
We carry out computer simulations in the hope of understanding bulk, macroscopic properties in terms of the microscopic details of molecular structure and interactions. However, there is no
point in trying to compete with conventional experiments; turning
on a tap is cheaper and more realistic than simulating water. We
must be aiming to learn something new, something that cannot
be found out in other ways.
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INTRODUCTION
13
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INTRODUCTION
14
Phase diagrams
l
g
v(r)
T
r
Structure
g(r)
Intermolecular
pair potential
r
c(t)
Dynamics
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INTRODUCTION
15
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INTRODUCTION
16
Perform experiment
Complex Fluid
(real system)
Experimental Results
(real system)
Test model
Make model
Perform simulation
Complex Fluid
(model system)
Simulation Results
(model system)
Test theory
Construct theory
Theoretical Predictions
(model system)
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INTRODUCTION
17
Ultimately we may want to make direct comparisons with particular experimental measurements made on real materials, in
which case a good model of molecular interactions is essential.
The ultimate aim of so-called ab initio molecular dynamics is to
reduce the amount of fitting and guesswork in this process to
a minimum [for an introduction see Galli and Pasquarello, 1993].
On the other hand, we may be interested in phenomena of a rather
generic nature, or we may simply want to discriminate between
good and bad theories. When it comes to aims of this kind, it is
not necessary to have a perfectly realistic molecular model; one
that contains the essential physics may be quite suitable.
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INTRODUCTION
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20
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22
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INTRODUCTION
23
How long should we run? This depends on the system and the
physical properties of interest. Suppose you are interested in a
variable a, defined such that hai = 0. Define a time correlation
function ha(0)a(t)i relating values calculated at different times t
apart.
D E
For t 0, ha(0)a(t)i a2 .
For t , ha(0)a(t)i ha(0)i ha(t)i 0.
This decay of correlation occurs over a characteristic time
a .
The simulation run should be significantly longer than a .
M. P. Allen 1999
INTRODUCTION
24
Time correlations
a(0)
c(t) = <a(0)a(t)>
a(t)
c(t)
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25
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26
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27
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28
Space correlations
a(0)
c(r) = <a(0)a(r)>
r
a(r)
c(r)
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29
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35
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36
N
X
i=1
pi2 /2mi
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INTRODUCTION
37
XX
v (2) (ri , rj )
i j>i
XX X
v (3) (ri , rj , rk )
i j>i k>j
+ ...
Usually we drop the v (1) term, neglect v (3) and higher terms
(which in reality probably contribute 10% of the total energy in
liquids) and concentrate on v (2) . For brevity henceforth we just
call it v(r ). There is no time here to say much about the way
these potentials are determined experimentally, or modelled theoretically [see e.g. Maitland et al., 1981, Gray and Gubbins, 1984,
Sprik, 1993].
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
INTRODUCTION
38
We shall use, where appropriate, the simplest models that represent the essential physics: the hard-sphere, square-well, and
Lennard-Jones potentials. The latter has the functional form
(
6 )
12
.
(1-1)
v LJ (r ) = 4
r
r
The parameters (the diameter) and (the well depth) are used
to define reduced variables for temperature T = kB T /, density
= 3 = N 3 /V , volume V = V / 3 , pressure P = P 3 /
etc.
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INTRODUCTION
39
v(r)/
r/
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INTRODUCTION
40
v(r)/
r/
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INTRODUCTION
41
Q1 Q2
.
4 0 r
(1-2)
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INTRODUCTION
42
J is a coupling constant.
means sum over nearest neighbour spins i, j. The standard Ising model of theoretical physics falls into this category,
and there is a menagerie of other models, with varying degrees of
relevance to the real world.
hiji
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43
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44
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45
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46
= kB ln NV E
Z
=
d [E( ) E]
[E( ) E]
%NV E ( ) = 1
Z NV E
d %NV E A( )
hAiNV E =
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INTRODUCTION
47
Surroundings
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INTRODUCTION
48
= E T S = kB T ln QNV T
Z
Z
=
d eE( ) = dE NV E eE
1
E( )
%NV T ( ) = QNV
T e
Z
hAiNV T =
d %NV T A( )
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INTRODUCTION
49
Surroundings
Temperature T
isothermal rigid wall
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INTRODUCTION
50
0
1
QNP
T
Z
0
dV
(E( )+P V )
e
Z
d %NP T A( )
In a real system, some kind of piston might act at the surface, but
this is avoided in a simulation by scaling all positions homogeneously. The state of the surroundings defines T and P .
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INTRODUCTION
51
Surroundings
Temperature T
Pressure P
isothermal
moveable wall
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INTRODUCTION
52
1
(E( )N)
%V T ( , N) = QV
T e
XZ
hAiV T =
d %V T A( )
N
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53
Surroundings
Temperature T
Chemical potential
isothermal
permeable wall
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54
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55
1
d eE( )
= QNV
T
Z
1
= QNV T d E eE( ) = hEi
(1-3)
Differentiate again:
E
D
kB T 2 CV = hE 2 i hEi2 = E 2
(1-4)
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INTRODUCTION
56
F
1
=
= QNV
d eE( )
P =
T
V
V
V
Z
E
E
1
eE( ) =
= QNV T d
V +
V
*
X
X
1
(1-5)
P V = NkB T
wij
3
i ji
Here we assumed pairwise additivity V =
dv(r )
w(r ) = r
dr
V
V
P P
i
1
=
3V
XX
wij
(1-6)
i ji
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INTRODUCTION
57
DD
EE
(1-7)
= kB T ln eVN+1
Once more we use scaled coordinates sN+1 for the extra particle
and the double average is over the ensemble and the inserted particle coordinates.
Statistical Mechanics and Molecular Simulation
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58
Figure 1.14 Widoms test-particle method for calculating the chemical potential.
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INTRODUCTION
59
(1-9)
(1-10)
This last equation can also be recast into the form given earlier
for the pressure, eqn (1-5). Note: often we use H for hamiltonian
interchangeably with E for energy function.
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61
(E) eE/kB T
(E) eE/kB T
=
Q(T )
dE (E) eE/kB T
(1-11)
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63
P(E)
(E)
exp(- E )
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64
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65
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66
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67
=0
E
E=E
S(E)/kB
=
E
E=E
1
2 S/kB
= 2 (kB /CV ) =
=
.
2
E
E
kB T 2 CV
This is negative, involves CV = E/T , and is of O(N 1 ).
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68
P(E) e
P(E) exp
E 2
2kB T 2 CV
(E)e
dE exp
E 2
2kB T 2 CV
(1-12)
)
.
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INTRODUCTION
69
p
The Gaussian integral gives 2 kB T 2 CV so (dropping the hats)
q
Q(T ) = (E)eE 2 kB T 2 CV
q
F = S/kB E + ln 2 kB T 2 CV .
(1-13)
The corrections are small. The last term is only O(ln N), so it can
be neglected in comparison with the others, which are O(N).
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dx x n ex (n + 1)
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(1-14)
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A2
E
T
D
E
kB T 2 A 2
= A2 +
.
E
CV
T
(1-15)
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76
2.1.2 Ergodicity
The equivalence of time- and ensemble-averages relies on the idea
that a single representative system would, eventually, trace a path
through the entire phase space, returning to its starting point, having spent longer in regions of high density than low, and thereby
having sampled %.
One such trajectory is just as good as (in fact identical to) any
other, in this limit. However, for any realistic system, the time for
this circuit to be completed would be extremely long (the Poincar
recurrence time).
In any real case we will be interested in the much weaker question of whether or not a given system visits a representative selection of phase-space points in a reasonable time. If this is true, the
two forms of averaging should give the same results.
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{pi } {p1 , p2 , . . .}
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78
.
Define conjugate momenta p = L/ q
Write down the hamiltonian
L(q, q
)
H = H (q, p) = p q
in favour
making it a function of q and p by eliminating q
of p on the right.
Hamiltons equations are
!
H
=
and
q
p
=
p
H
q
!
(2-1)
dt q
q
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79
.
(A, B) =
q p
p q
= 0, and that, in fact, the time derivative of
Hence show that H
any function of H is zero. Answer provided.
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81
q
p
q
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inflow at q1
outflow at q1 + q1
%q1 q1 +q1 q0 p
82
N%q1 q1 q0 p q0 p
0
N%q1
0 q p
q1 +q1 q p
(%q1 )
= %q1 q1 q0 p + q1
q1
(%q1 )
net inflow in q1 direction = N
qp
q1
N
t
%
t
) +
qp
= N
(%q
(%p)
q
p
!
) +
=
(%q
(%p)
q
p
!
!
p
%
%
q
+
q
+p
= %
q p
q
p
M. P. Allen 1999
83
= q
+p
.
(2-3)
t
q
p
This is the Liouville equation. It may also be written
%
%
%
d%
=
+q
+p
=0
dt
t
q
p
(2-4)
%
= (%, H ) = (H , %)
(2-5)
t
There is an analogy with the flow of an incompressible fluid. Contrast this equation for % with the time evolution equation for a
dynamical variable A seen in Problem 2.1:
= (A, H )
A
Statistical Mechanics and Molecular Simulation
(2-6)
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(q)n (q) = mn
dq m
P
To guarantee normalization we must have m |cm |2 = 1. This
gives a matrix representation of operators
Z
(q)A(q)n (q)
Amn = dq m
and an expression for the expectation value
XX
A(t) =
cn (t)cm
(t)Amn .
m n
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(t)i
%nm (t) = hcn (t)cm
(2-7)
P
where Tr is the usual matrix trace operation TrX = m Xmm , and
of course Tr% = 1.
We can define the coordinate representation of %
XX
n (q)%nm m
(q0 ).
(2-8)
%(q, q0 ) =
m n
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Problem 2.2 By writing this in terms of (q, t), show that this
coordinate representation is, in fact, independent of the original
choice of basis set n (q). Answer provided.
This allows us to write
A(q, q0 ) =
so
Z
hAi =
Z
dq
XX
m n
m (q)Amn n
(q0 ).
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= Hlm )
Hence (recalling that H is Hermitian, Hml
i
)
X
(cn cm
Hnl cl cm
cn cl Hlm .
=
t
l
Now ensemble-average
i
X
%nm
Hnl %lm %nl Hlm .
=
t
l
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(2-9)
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(2-11)
(2-12)
Problem 2.3 From the definition of the quantum Liouville operator, iLA (i)1 [A, H ], show that we can write
i
eiLt A = e H t Ae H t .
(Start by time-differentiating this expression). Answer provided.
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(2-13)
In other words:
sit at a point in phase space;
at time t calculate (q, p, t);
average using this density.
This is analogous to the Eulerian formulation of fluid mechanics;
mass points with different probability flow through the box dqdp.
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dqdp
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(2-14)
In other words:
follow the representative points as they move;
at t = 0 calculate (q, p, 0);
average the properties at time t using this initial density.
This is analogous to the Lagrangian formulation of fluid mechanics; the points we follow keep their initial probability but the
phase-space position (and hence the properties we are averaging)
change with time.
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p
dqdp(t)
dqdp(0)
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= hABi,
Use this result to show that hABi
no matter
whether we are in the quantum or classical case.
Also verify that hA(t)i = Tr(%A(t)) = Tr(%(t)A) .
Answer provided.
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(2-15)
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Problem 2.5 Prove dhAi/dt = 0 for any A(q, p) from the equilibrium condition %/t = 0. Answer provided.
Problem 2.6 In this question we explore the virial theorem. The
equilibrium condition is that dhAi/dt = 0. Use this to show that,
at equilibrium, in classical systems,
hqH /qi = hpH /pi = kB T
where the second equality follows from equipartition. Answer provided.
Problem 2.7 For the classical canonical ensemble % exp(H )
where (. . . , . . .) is the classical Poisson
prove that (%, A) = %A
bracket. Answer provided.
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3 Molecular dynamics
In this section we concentrate on the methods actually used to
solve Newtons or Hamiltons equations on the computer. This is
intrinsically a simple task: many methods exist to perform stepby-step numerical integration of systems of coupled ordinary differential equations. Characteristics of these equations are:
they are stiff, i.e. there may be short and long timescales,
and the algorithm must cope with both;
calculating the forces is expensive, and should be performed
as infrequently as possible.
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Also we must bear in mind that the advancement of the coordinates fulfils two functions:
accurate calculation of dynamical properties, especially over
times shorter than dynamical variable correlation times a ;
accurately staying on the constant-energy hypersurface, for
much longer times, over the entire length of the run.
Exact time reversibility is highly desirable (since the original equations are exactly reversible). To ensure rapid sampling of phase
space, we make the timestep as large as possible consistent with
these requirements. For these reasons, simulation algorithms have
tended to be of low order (i.e. they do not involve storing high
derivatives of positions, velocities etc.): this allows the time step
to be increased as much as possible without jeopardizing energy
conservation.
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r=v
and
=a
v
(or
= f)
p
(3-1)
r=a
(3-2)
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(3-3)
(3-4)
It is possible to advance the positions using the first of these equations alone; the velocities are calculated from the second equation,
but they are always one step behind: v(t) cannot be evaluated
until r(t + t) is known.
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1
1
v(t + 2 t) = v(t 2 t) + ta(t)
(3-5)
(3-6)
1
Starting from r(t) and v(t 2 t), the current forces f(t) are calculated, whence a(t), and the second equation is implemented to
leap the velocities over the positions; then the first equation is
used to put the positions in front once more. The velocities appear in this algorithm, but they are not contemporaneous with the
positions. If v(t) is wanted it can be obtained from
v(t) =
1
[v(t + 12 t) + v(t 12 t)] = v(t 12 t) + 12 ta(t) .
2
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1
v(t + t) = v(t) + 2 t [a(t) + a(t + t)]
(3-7)
(3-8)
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3.1.4 Comments
Important features of the Verlet algorithm are
It is exactly time reversible (as can be seen by substituting
t t and rearranging). This is important, as the original
equations of motion are also time reversible.
It is low order in time. This means that it behaves in a robust fashion as the timestep t is increased; in fact it can be
shown that the root-mean-squared fluctuations in the total
energy are proportional to t 2 .
It is easy to program.
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kinetic energy
1
m2 x 2
2
1
mv 2 ,
2
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bp (t + t) = b(t)
(3-9)
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(3-10)
where the coefficients are chosen to optimize stability and accuracy [as discussed by Gear, 1966, 1971]. For the usual equations
1
5
1
of motion, c0 = 6 (t 2 /2), c1 = 6 t, c2 = 1, c3 = 3 (3/t).
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3.2.3 Comments
In principle the evaluation of forces and the correction step
could be iterated, to further refine the new values, but this
would be expensive.
The approach is very general, and has been incorporated into
standard packages for solving ordinary differential equations.
The method is not time reversible.
Accuracy is high, especially for short timesteps.
Stability, as measured by energy conservation, degrades rapidly
as the timestep increases.
These last two points are almost synonymous with being a highorder method.
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iL = q
+p
q
p
(3-12)
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U is unitary, i.e. U1 (t) = U(t), which means that it is reversible. It is an exact result for any operator that
P
eiLt = lim eiLt
P
where
t = t/P
q(0)
q(0)
q(t)
q
p
q
t
+p
iLt
=e
. (3-13)
=e
p(0)
p(0)
p(t)
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(3-14)
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Instead use
(t) .
e(iL1 +iL2 )t eiL1 t/2 eiL2 t eiL1 t/2 + O(t 3 ) U
(3-15)
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=f
= ma
p
p
p
= q
= (p/m)
q
q
= p
(3-16)
(3-17)
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1
t
p/p
=
e2
(0)
q
(0) + 12 ta(0)
q
!
q(0)
.
( 12 t)
q
(3-18)
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t q
q(0)
( 12 t)
q(0) + t q
q
t q
=
e
( 12 t)
q
( 12 t)
q
!
q(t)
.
( 12 t)
q
(3-19)
( 2 t)
operator acts on the quantity provided to it, which is why q
(0). This is, in terms of
appears in this result rather than, say, q
(0) + 12 ta(0) so multiplying in the extra
( 12 t) = q
t = 0 values, q
factor of t we see that this corresponds to the computer step
(see the pseudo-code given previously)
r = r + delta_t * v + ((delta_t**2)/2) * a
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1
t
p/p
=
e2
( 12 t) + 12 ta(t)
( 12 t)
q
q
!
q(t)
(3-20)
(t)
q
1
and
This goes very like step 1, with the constant c being 2 t p
being the force corresponding to the current coordinates. So
p
this corresponds to the final computer step (see the pseudo-code
given previously)
v = v + (delta_t/2) * a
and the combined effect of all three steps is the velocity Verlet
algorithm
(t)[q(0), q
(0)] = [q(t), q
(t)] .
U
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x 2 + y 2 + z2
x
r
=
=
x
x
r
and similarly for y and z. The bottom line is that we can express
the force as
!
1 dv
(3-21)
rij = fji
fij = rij
drij
Note the possibility of using Newtons Third Law: having calculated fij we do not need to calculate fji afresh.
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=
=
=
=
=
=
fx(i)
fy(i)
fz(i)
fx(j)
fy(j)
fz(j)
+
+
+
-
fxij
fyij
fzij
fxij
fyij
fzij
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=
=
=
=
=
=
rx(i) - rx(j)
ry(i) - ry(j)
rz(i) - rz(j)
rxij - anint(rxij/box)*box
ryij - anint(ryij/box)*box
rzij - anint(rzij/box)*box
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:
or even
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Problem 3.4 Download the Fortran code for this problem from
the course home page. You will need: (a) a Fortran-77 program
md.f for Lennard-Jones atoms; (b) An include file md.inc; (c) A
starting configuration md.old.
Compile and run the program; it will ask you to type in a few
values for the run (or you could give them in a small input file). Do
a run of 20 blocks, each of 100 steps, with a time-step t = 0.005
and a potential cutoff rc = 2.5 (both in reduced units). The program should work, but it is not as efficient as it could be and the
calculated pressure is wrong. Fix both these problems by changing
the force subroutine. Avoid the taking of a square root, use Newtons third law to avoid considering ij and ji separately, avoid
storing the forces in a two-dimensional array, and experiment with
different forms of the minimum image correction. Then fix the
virial expression for the pressure; you should get hP i 5.5 in
reduced units. Answer provided.
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4 Monte Carlo
In this section we consider in some detail how ensemble averages
might be calculated, why the most straightforward approach is
impractical, and how we may design a practical Monte Carlo technique.
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N 35 .
We see that we may only tackle a rather small system in this brute
force way. The factor N on the left of this equation does not
affect the answer very much, so N will only increase logarithmically quickly as the available computer power goes up. If someone
gives us a computer next year that is twice as powerful as our current model, we will be able to tackle N = 36 instead of N = 35:
not very encouraging. Looked at the other way, our needs grow
exponentially with N if we approach the problem this way.
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Problem 4.1 This is not to say that direct counting is useless; results for small systems can be informative. Download the Maple
worksheet for this problem from the course home page. This
worksheet sets up a direct calculation of the partition function
and related quantities for a three-spin system. Experiment with
this, increasing the number of spins and noting the form of the
various functions. Answer provided.
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Nt
1 X
%( )A( ) =
At .
Nt t=1
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%(1) = %(0) .
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we see that the left side represents the rate of arrival of systems
at state m from everywhere, and the right side is the rate of departure from m to everywhere.
Problem 4.2 Download the Maple worksheet for this problem
from the course home page. This worksheet sets up a typical transition matrix for a three-spin system (eight states), and defines an
initial distribution. Calculate the distribution after one step, then
iterate for many steps. Compare the final distribution with the
eigenvector calculated directly from the eigenvects command
in Maple, corresponding to eigenvalue 1. Make a note of the other
eigenvalues. Answer provided.
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= nm
if
%n %m
mn
nm
mm
= nm (%n /%m )
if
P
= 1 nm nm .
%n < %m
mn
Here, is an underlying matrix, essentially dictating the probability of attempting a move like n m, and the other factors give
the probability of accepting such a move.
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is symmetrical, nm = mn , i.e. the probability for attempting a move to state n (given that you are currently in state
m) should be the same as the probability for attempting a move
to state m (if you are in state n).
Problem 4.3 Show that the Metropolis prescription is microscopically reversible. Hint: suppose (without loss of generality) that
%n %m . Answer provided.
This scheme only requires a knowledge of the ratio %n /%m , which
equals
exp{(E(n ) E(m ))}
in our case. It does not require knowledge of the factor normalizing the %s, i.e. the partition function.
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Problem 4.4 One of the eigenvalues of is always unity; earlier on, for the three-spin example, you were asked to make a
note of the other eigenvalues of the transition matrix. What relevance, if any, do you think these have to the choice between,
say, the Metropolis prescription and the symmetrical scheme?
Answer provided.
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where
Enm = En Em
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The innermost part is, for example, the calculation of the LennardJones pair potential for atoms i and j. We do this twice: once
before the attempted move and once after. So outside this part of
the code, we have
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** Move i **
rx(i) = rx(i) + (2.0*ran1(seed) - 1.0)*drmax
ry(i) = ry(i) + (2.0*ran1(seed) - 1.0)*drmax
rz(i) = rz(i) + (2.0*ran1(seed) - 1.0)*drmax
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Notice the way that we update the current total potential energy if
we accept; also note the way we put the atom back where it was if
we reject. It is quite important to realize that, if we reject a move,
the new configuration is the same as the old configuration, and is
counted again in the accumulation of run averages. Rejecting a
move does not mean that we keep trying until we accept it!
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State m
State n
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State m
State n
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Provided the selection of which atom to move, and the selection of displacement coordinates for that atom, are unbiased, this
will be true: nm = mn as required.
Suppose our prescription for choosing moves were not unbiased in the sense described above. There are two ways we can fix
the situation. One is to include an extra factor in the accept/reject
criterion above, to correct the sampling, so that each %m is indeed
proportional to exp{Vm }. The other way is to include a correction factor in the calculation of the average, to compensate for
the fact that each %m is not actually proportional to exp{Vm }.
Both approaches find uses.
A crucial point is that the selection probability is completely
under our control, and we should be able to calculate precisely
the ratio nm /mn .
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%NP T (s, V ) V N eP V eV .
where we defined the configurational integral ZNP T and the distribution %NP T (s, V ). Here we have introduced scaled coordinates
s = L1 r where L is the box length (assumed cubic). In the following, we take V N exp{P V } to be the weighting factor, and
the underlying
sampling of volumes is represented by a simple
R
integral 0 dV .
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Figure 5.3 Selecting a volume change (forward move). The forward move selection probability nm per unit volume V is a constant within the limits defined by the yellow region V V . . . V +
V .
State m
State n
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State m
State n
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Accordingly, the probability ratio to use in the Metropolis prescription is just the ratio of the two ensemble densities
%NP T (Vn )
%NP T (Vm )
N
Vm
exp{P Vm } exp{Vm }
= exp { [Vnm + P Vnm NkB T ln(Vn /Vm )]}
= exp {Wnm }
Wnm
where Vnm = Vn Vm and Vnm = Vn Vm . This expression is employed in the Metropolis prescription exactly as was
exp{Vnm } in the constant-NV T case. Once more, the maximum attempted volume change is chosen to give a reasonable acceptance rate (traditionally 3550% or so). (And once more, there
is no firm reason for this choice).
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%NP T (s, L) L
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Problem 5.1 Download the Fortran code for this problem from
the course home page. You will need: (a) a Fortran-77 program
mc0501.f for Lennard-Jones atoms; (b) An include file mc0501.inc;
(c) A starting configuration mc.old. (d) An additional program
ljeos.f which calculates an approximate equation of state for
the Lennard-Jones fluid.
Compile and run the program; it will ask you to type in a few
values for the run (or you could give them in a small input file). Do
a run of 10 blocks, each of 100 steps, any integer number for the
random seed, temperature T = 2.75, pressure P = 5.0, potential
cutoff rc = 2.5, rmax = 0.2, Vmax = 10.0. The program should
run and should exhibit reasonable behaviour, i.e. the internally
calculated pressure (from the virial theorem) should agree with
the input pressure, the density should not change very much (because we have chosen an initial density which is approximately
right, and you can check this by compiling and running ljeos)
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and the particle moves and volume moves are accepted with reasonable probabilities.
Experiment with this program by running it with different values of input pressure, and comparing with the approximate equation of state.
Also experiment by replacing the uniform sampling of V with
uniform sampling of ln V .
Finally, you will have noticed that a quantity, the measured
temperature in the variable tmp is not actually calculated. This
is an interesting point: how can we do this in Monte Carlo? It
would be a useful check that the program is working correctly.
(In MD it is easy, because we can calculate the kinetic energy from
the momenta). There is a clue in the answer to an earlier problem.
Calculate the curvature of the potential and the mean-square force
(in the potall routine). Answer provided.
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QV T
Z
X
1 N N
(N!) V z
ds exp{V (s)}
N
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Figure 5.5 Selecting a particle creation (forward move). The forward move selection probability nm is inversely proportional
to the volume of the box.
create
State m
State n
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How about the reverse move? Consider the situation that would
prevail should we accept this move, and arrive in state n. To revert to state m we would choose a destruction move, and then
pick the appropriate particle out of the N + 1 available. This is
shown in Fig. 5.6. The acceptance probability accompanying these
selection probabilities is
%V T (N + 1)
zV
=
exp{Vnm }
%V T (N)
N +1
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Figure 5.6 Selecting a particle creation (reverse move). The reverse move selection probability nm is inversely proportional
to the number of atoms N + 1.
destroy
State m
State n
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State m
State n
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State m
State n
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=
=
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=
=
where Vnm is the potential energy change associated with removing the particle. In either case, this expression is used in
the Metropolis prescription exactly as was exp{Vnm } in the
constant-NV T case.
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Figure 6.1 The Verlet list on its construction, later, and too late.
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dsqmax = 0.0
do i = 1, n
dx = rx(i)-rx0(i)
dy = ry(i)-ry0(i)
dz = rz(i)-rz0(i)
dx=dx-anint(dx/box)*box
dy=dy-anint(dy/box)*box
dz=dz-anint(dz/box)*box
dsq = dx**2 + dy**2 + dz**2
if ( dsq .gt. dsqmax ) dsqmax = dsq
enddo
dmax = sqrt(dsqmax)
If dmax is less than half the width of the safety zone around each
1
atom, 2 (rlist rc ), then we can be sure that no unlisted pair of
atoms can have approached each other within the potential cutoff
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nc = int(box/rlist)
c
** Initialize head-of-chain **
do czi = 1, nc
do cyi = 1, nc
do cxi = 1, nc
head(cxi,cyi,czi) = 0
enddo
enddo
enddo
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** Allocate to cells **
do i = 1, n
cxi = 1+int((0.5+rx(i)/box)*real(nc))
cyi = 1+int((0.5+ry(i)/box)*real(nc))
czi = 1+int((0.5+rz(i)/box)*real(nc))
cellx(i) = cxi
celly(i) = cyi
cellz(i) = czi
list(i) = head(cxi,cyi,czi)
head(cxi,cyi,czi) = i
enddo
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In the heart of this loop, we would select j atoms from the same
cell and from neighbouring cells. This means looping over cell
indices cxj,cyj,czj which differ from cxi,cyi,czi by at most
one. Some care needs to be taken with the box periodic boundary
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+f
= q
q
p
(6-1)
= F
(6-2)
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consists of nstep shorter sub-steps. DT and dt are the corresponding timesteps, DT = nstep*dt.
Problem 6.1 Download the Fortran code for this problem from
the course home page. You will need: (a) a Fortran-77 program
md0601.f; (b) an include file md0601.inc; (c) a starting configuration md0601.old. This simulates a system of 128 atoms, interacting by the repulsive part of the Lennard-Jones potential, and
held together in pairs by strong springs. Compile and run the
program: 20 blocks, each of 1 step, with a time-step t = 0.01
(in reduced units). You should see (by eye) that the energy conservation is bad, because the springs are so strong. They are calculated in routine force2; the LJ forces are computed in force1.
You can improve the energy conservation by running 200 steps
each of length t = 0.001, but this starts to get more expensive.
Amend the velocity Verlet algorithm so that you may use t for
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(6-3)
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(6-4)
=f
p
X
s =
p
p 2 /ms 3 gkB T /s
(6-5)
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Q
#
"P
2
/m
p
2
2 T
1 = T
1
T
gkB T
T
(6-6)
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p p/m
f r =
p 2 /m
H
This evidently is not conserved. The next function is obtained by
adding the kinetic energy of the thermal reservoir:
H1
1
H
= H0 + 12 3NkB T 2 /T2
2 = 3NkB T
0 + 3NkB T /
= H
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H2
2
H
= H1 + 3NkB T
=0
1 + 3NkB T
= H
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r p
= %
= %
+
+
%
r
p
= % [0 3N + 0] = 3N%
Now compare with % exp{H1 }. The time derivative of this
1 % = 3N%. So this canonical distribution is a
= H
is just %
stationary ensemble satisfying the continuity equation, and (assuming ergodicity) it must be unique.
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(6-7)
K
p p/m
= pf /m p 2 /m = 0 .
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fp
= %
= %
pP 2
%
p
p
p
= % [3N + 2] = (3N 1)% .
Compare with directly differentiating the proposed %:
P
P
% = % rf = % pf /m
= V
%
P
= % p 2 /m = 2%K0 .
Provided 2K0 = (3N 1), this agrees with the previous equation.
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7.1.1 Fluctuations
Consider a, an intensive mechanical variable, which might take
the form of an average over particles or over the simulation box
volume:
Z
A
1
1 X
a=
ai ( ) =
(7-1)
=
dr a(r) .
N
N i
V
If we define
a(r) = (V /N)
ai (r ri )
(7-2)
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a( ) = a( ) a
a2 , the root-mean-square fluctuation.
Define rms (a) =
E
D
We may expect a2 O(N 1 ) and rms (a) O(N 1/2 ). We
shall shortly be examining these relations in more detail.
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7.1.2 Correlations
Recall that we already defined the time correlation function (see
section 1.1.8) and the spatial correlation function (see section 1.1.9),
together with the corresponding correlation time a and correlation length a . Here we repeat the definitions, but explicitly write
them in terms of a
Z
a =
dt ha(0)a(t)i /ha2 i
0
Z
dr ha(0)a(r )i /ha2 i
a =
0
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(7-3)
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If t a we get, asymptotically,
D
E
D
E
a2t
=
a2 2a /t
rms (at ) =
rms (a)
p
.
t/2a
(7-4)
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(7-6)
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D
E
We need to estimate a2t , hence rms (at ), where t is the full
run length. We cannot calculate this directly, as we have only
one measurement of at . Empirical estimates of sample variance
rely on making many measurements. Divide the run down into n
blocks or sub-runs i = 1 . . . n each of length t = t/n. Then we can
estimate mean-squared block averages
E
a2t
n
2
1 X (i)
.
at at
n 1 i=1
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(7-10)
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i Pi
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(E)
exp(- E)
1
exp(- 0 E)
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E
-log
F(E)
differentiate
(E)
0
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We can see that this makes sense. FNV T0 (E) clearly is the
Helmholtz free energy, relative to F0 , associated with energy fluctuations, and it varies thermodynamically according to the above
expression. Differentiating one more time gives
2 ln PNV T0 (E)
2 (FNV T0 (E))
(E)
1
=
=
=
2
2
E
E
E
kB T 2 CV
If we truncate at this point, effectively doing a (familiar-looking)
we obTaylor expansion of ln PNV T0 (E) about its peak value E,
tain the
D usual
E Gaussian form for PNV T0 (E), with a mean-squared
value E 2
NV T0
ther expansion of the probability distribution would yield nonGaussian corrections, and higher-order derivatives of the equation
of state.
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ln PNP0 T (V )
PNP0 T (V )/V
=
V
PNP0 T (V )
= P (V ) P0 .
=
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V
-log
F(V)
differentiate
P(V)
P0
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We can see that this makes sense. FNP0 T (V ) is the Gibbs free
energy for volume fluctuations, relative to G, and it varies thermodynamically according to the above expression. Differentiating
one more time gives
2 ln PNP0 T (V )
2 (FNP0 T (V ))
P (V )
1
=
=
=
2
V
V 2
V
V kB T T
where T is the isothermal compressibility: V T = (V /P ).
Truncating gives the Gaussian form
V 2
constant
2V kB T T
(
)
V 2
PNP0 T (V ) exp
2V kB T T
E
D
= V kB T T .
with a mean-squared value V 2
ln PNP0 T (V )
NP T
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7.4.1 Fluctuations
Assume that the mean value haL i is of O(1), and is equal (within
O(Ld )) to the thermodynamic limiting value a. The static fluctuations will scale with Ld , but when this factor is divided out
we are left with a thermodynamic quantity (like the specific heat).
Call this a :
E D E
D
(7-14)
a2L = a2L haL i2 Ld a .
a can be regarded as independent of L. This is consistent with
an approximately Gaussian probability distribution function,
P(aL ) = Ld/2 (2 a )1/2 exp{Ld a2L /2a }
which holds if L a , the correlation length for the variable a.
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7.4.2 Cumulants
n
We shall need to
discuss
higher
moments
aL , n = 1, 2, 3, . . .,
c
of
the
distribution.
The
latter are more useand cumulants an
L
ful because they vanish for a Gaussian distribution (see any text
on probability theory and also Kubo [1962]).
Cumulants are defined by the following expansion which, apart
from a factor i omitted from the exponent, is the characteristic
function:
n
n
n
X
X
ha i
n c
exp
a
.
hexp{ a}i =
n!
n!
n=0
n=1
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= haL i
E
D
=
a2L
E
D
=
a3L
D
E
D
E2
=
a4L 3 a2L
E
D
ED
E
D
=
a5L 10 a3L a2L
D
D
E
D
ED
E
D
E2
E3
=
a6L 15 a4L a2L 10 a3L + 30 a2L
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D Ec
a2L
1
d
we E
have seen earlier. It turns out that
O(N
D Ec ) O(L ), as D
c
3
O(L2d ) and a4L
O(L3d ). The important point
aL
n c
aL O(N (n1) ) O(Ld(n1) ).
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L
pair within a
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L
triplet all within a
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It is for this reason that we use the cumulant a4L not the moE
D
ment a4L : the cumulant is defined with these pair correlations
subtracted off. The result is
D Ec
a4L (a /L)3d .
The background to the above expressions is explored in more deStatistical Mechanics and Molecular Simulation
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two pairs
each within a
L
quartet, all within a
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exp{E}
.
hexp{E}iNV T0
f (E) NV T = dE PNV T (E)f (E).
We can sample PNV T0 (E) by constructing a histogram in the simulation. We already know that it will be sharply peaked and approximately Gaussian; high order cumulants (or behaviour in the
wings of the distribution) will be subject to poor statistics. However, in principle, we could use it to estimate PNV T (E) and hence
any hf (E)iNV T .
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M. P. Allen 1999
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It has been suggested [see e.g. Phillpot and Rickman, 1992, and
references therein] that we calculate the cumulants of the distribution directly, rather than constructing a histogram, to facilitate conversion from one state point to another. Note that, with
(F ) = F 0 F0 ,
QNV T
= hexp{E}iNV T0
QNV T0
()
c
E n NV T0
exp
n!
exp{(F )} =
n=1
(F ) =
()n
n c
E NV T0
n!
n=1
(7-15)
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We simply relate higher energy cumulants to successive derivatives of the Helmholtz free energy, and hence successive derivatives of the energy E or the energy per particle e = E/N:
!
n c
n (F )
E NV T0 =
()n 0
!
n
n c
n (F )
e NV T0 = (1/N)
()n 0
!
n1 e
n1
= (1/N)
.
()n1 0
The decreasing system-size dependence is obvious.
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(P )n
n c
V NP0 T
exp
n!
exp{G} =
n=1
X
(P )n
n c
V NP0 T
G =
n!
n=1
(7-16)
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n c
n (G)
V NP0 T =
(P )n 0
!
n
n c
n (G)
v NP0 T = (1/N)
(P )n 0
!
n1 v
= (1/N)n1
.
(P )n1 0
The decreasing system size dependence is again explicit.
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7.6.3 Critique
Is this technique going to work? That is, can we calculate the
cumulants directly in a simulation (instead of building up a histogram) and then use them to work out properties at other state
points? Essentially we are fitting our distribution function using
its first few cumulants. It may well be true that it can be represented quite accurately this way, and it appears that only a small
error results from truncating the expansion at some point. The
cumulants decrease in magnitude very rapidly as the order n goes
up. However this is bad news, not good news! The decrease is due
to the powers of N above: the crucial thermodynamic derivatives
are multiplied by these factors. There are two basic sources of
error in the method to consider: systematic and statistical errors.
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The systematic error comes simply from truncating the cumulant expansion. Phillpot and Rickman [1992] truncated at the
third term; statistics on the fourth cumulant were so poor that
they could not even determine its sign, and this is likely to be a
common problem. Even if the first three cumulants are computed
exactly, this amounts to approximating the equation of state e()
or v(P ), locally, by a quadratic equation, setting to zero all higher
derivatives. This is analogous to truncating the gas phase virial
expansion at B3 , a fairly limited approximation. We can estimate
the likely errors immediately for some test cases.
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8 Liquid structure
In this section we look at the structure of liquids, especially concentrating on pair correlations, and beginning with atomic systems. Here we stop using our condensed notation that r represents the coordinates of all the atoms. In this section, and the
next, r represents an arbitrary position in space; we shall represent coordinates of atom i as ri .
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293
V
We have defined a function g (1) (r1 ); notice that the coordinate
r1 appears within the {. . .} above, while the other coordinates are
integrated out.
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294
The relevance of this becomes more clear if we define the instantaneous single-particle density
X
(ri r)
(r; r1 . . . rN ) =
i
(8-3)
In a homogeneous fluid, g (1) (r) = 1 and (1) (r) = . In the following, we restrict attention to homogeneous fluids. Then, the
interest switches to pair functions.
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295
P P
For properties which may be written A = i ji a(ri , rj ) we have
hAi = N(N 1) ha(r1 , r2 )i and
Z
Z
1
dr
dr2 a(r1 , r2 )
ha(r1 , r2 )i =
1
V 2(
)
Z
V2
dr3 . . . rN eV (r1 ...rN )
ZNV T
Z
Z
1
dr1 dr2 a(r1 , r2 ) g (2) (r1 , r2 ) . (8-4)
V2
Here we have defined a function g (2) (r1 , r2 ); the meaning of this
becomes more clear if we define the instantaneous, distinct (i.e.
i j) two-particle density
XX
(ri r)(rj r0 ) .
(r, r0 ; r1 . . . rN ) =
i ji
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(2) (r, r0 ) (r, r0 ; r1 . . . rN ) = N(N 1) (r1 r)(r2 r0 )
(
)
Z
N(N 1)
V2
V (r,r0 ,r3 ...rN )
dr3 . . . rN e
=
V2
ZNV T
= 2 g (2) (r, r0 )
(8-5)
Henceforth, we drop the superscript on g. Translational invariance and rotational isotropy allow us to write
g(R, R + r) = g(r) = g(r )
(8-6)
(8-7)
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(8-8)
and examples of this, for pairwise additive potentials (see eqn (1-5)),
are
Z
3
NkB T + 2 N
dr r 2 v(r )g(r )
(8-9)
E =
2
0
Z
2
dv(r )
dr r 3
g(r ) .
(8-10)
P V = NkB T N
3
dr
0
So, if we know g(r ) and the pair potential, we can calculate the
total energy and the pressure.
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298
(r)(r0 )
(8-11)
eikri .
(8-12)
(k;
r1 . . . rN ) = dr eikr (r) =
i
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299
(k)i
S(k) = N 1 h(k)
*
+
X
X
1
ikrij
e
=
N
i j
Z
= 1 + dreikr g(r)
Z
sin kr
.
dr r 2 g(r )
= 1 + 4
kr
0
(8-13)
S(k) = 1 + h(k)
+ (2 )3 (k) .
(8-14)
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300
Figure 8.1 The structure factor and the pair distribution function.
3
S(k)
2
1
0
0
3
10
20
r/
g(r)
2
1
0
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At the end of the simulation this histogram must be normalized. The clearest way to do this is to explicitly calculate how
many pairs would be expected to fall into each histogram, were
the system to be a uniformly distributed set of N points, i.e. an
ideal gas. This is how it goes (pi stores the value of and vol is
V , the system volume):
const = (n*(n-1))*grnorm*4.0*pi/3.0/vol
do k = 1, nk
r_lo = (k-1)*delr
r_hi = k*delr
gr_ideal = const * ( r_hi**3 - r_lo**3 )
gr(k) = gr(k)/gr_ideal
enddo
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308
dv
d v(r )
e
ev(r )
1 =
dr
dr
Answer provided.
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309
(8-15)
h(r ) f (r )
(8-16)
w(r ) v(r )
(8-17)
Clearly, from the form of g(r ), this is not good enough in a dense
liquid. e(r ) typically has a single maximum, around the nearestneighbour distance, while g(r ) has subsidiary peaks, representing
neighbours of neighbours etc. e(r ) has only the range of the pair
potential, whereas g(r ) is long-ranged, thanks to this knock-on
effect. The next step is to introduce a function to represent the
direct effects, and produce the total correlation by iterating it.
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=
=
+
1 2
+
1 2
....
1
(8-19)
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312
h(k)
=
c(k)
1 c(k)
or
c(k) =
h(k)
1 + h(k)
(8-20)
This still leaves us with c(r ) unknown, except as a function derived from h(r ). In order to concoct a theory for h(r ) we need to
take another step: we need a closure relation.
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313
and
h(r ) w(r )
obtain an equation linking v with w. Solve this for w(r ) and h(r ),
given that v(r ) is the Coulomb potential v(r ) = a/r . Hint: you
will need to do a Fourier transform. Answer provided.
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314
(8-21)
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(8-24)
(8-25)
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XX
vij
eV ({ri }) = exp
i j>i
YY
YY
eij =
(1 + fij )
=
i j>i
i j>i
(8-26)
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3
3
3
1 3
+
+
+
=
33
1 2
1 2
1 2
1 2
3
3
3
3
+
+
+
+
1 2
1 2
1 2
1 2
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3!
ex
=
+
+
+
.
QNV
T
33
The factor 3! is present because there are this number of ways of
labelling each graph.
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321
1 2
and this
2 1
do not both occur in the original equation. We only need one. Either of them equally well stands for the integral we want, while
the unlabelled diagram is conveniently, and conventionally, defined to be the same quantity divided by the symmetry number
which is two in this case.
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322
1 2
3
2
Z
dr1
Z
dr3 f13 f23
dr2
Z
dr1
Z
dr2
which leads to
3
1 2
3
1 2
= 3!
1 2
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323
1
{labelled diagram}
1
{corresponding integral}.
As an example, take
Z
Z
Z
Z
4
dr1 dr2 dr3 dr4 f12 f23 f34 f13 f14
=
4
which has = 4. The following page has all possible labellings.
Labellings in the same column are equivalent to one another. There
are 6 (= N!/ ) distinguishable ways of labelling the diagram but
whichever way it is done there are 4 symmetry-related possibilities, all in the same column. The symmetry number is 4.
Statistical Mechanics and Molecular Simulation
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325
Answer provided.
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327
Example:
1
=
2
1 2
=
=
=
=
=
3
2
Z
dr1
Z
dr2
Z
Z
Z
3
dr13 dr23 dr3 f13 f23
2
Z
Z
V 3
dr13 f13
dr23 f23
2
Z
Z
2
3
dr1 dr2 f12
2V
!2
Z
Z
2 2
dr1 dr2 f12
N
2
2
2
N
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328
In a similar way any diagram can be expressed in terms of connected irreducible diagrams and products thereof. An irreducible
diagram is at least doubly connected, i.e. there are at least two
independent paths (in the sense of having no intermediate points
in common) between each and every pair of vertices. They are the
prime numbers of diagrammatic methods.
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330
This seems reasonable (considering an expansion of the exponential) provided that the combinatorial factors all work out corex
rectly, and in fact they do. In this case we are identifying QNV
T 1
as the super set built out of a basic set of all irreducible graphs.
ex
Therefore F ex = ln QNV
T is equal to the basic set:
F ex
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331
+ 3
+ 4
Hence
P ex V = 2 2
3 3
4 4
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332
2
V
B3
3
V
B4
..
.
4
=
V
..
.
..
.
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334
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Function F ({i })
Small changes i .
Change in F :
dF
= F ({i + di })
F ({i })
X
Di di
Partial derivatives:
!
F
Di =
i
335
Functional F [(x)]
Small change (x).
Change in F :
F
= F [(x) + (x)]
F [(x)]
Z
dx D[; x](x)
Functional derivative:
D[; x] =
F
(x)
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336
dF
Ci di
F
i
= Ci .
= C(x) .
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337
but
=1
1 2
and similarly
=1
1
and
=2.
1
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1 2
Our considerations of reducibility need to be extended. We define two special kinds of connection point whose removal splits
the diagram into two or more disconnected parts. If one removes
a nodal point the two root points end up in different parts; evidently all paths between the two roots must pass through any
nodal point. If one removes an articulation point, at least one of
the resulting parts does not contain a root point, and hence is just
an integral giving a numerical factor. A diagram containing no articulation points is said to be irreducible. Also note that a vertex
can be both a nodal point and an articulation point.
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Z
F
dx1
dx1
Z
dx2
dx2
Z
= 3
= 3
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340
=
=
1 2
3
1 2
= 3
3
1 2
1 2
= 3
1 2
Z
=3
+
Z
dx1
dx2
1 23
1 2
1 2
1 2
3
1 2
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341
1
6
and
1 2
=
1 2
1 2
we see that
F=
1
F
=
1 2
The general rule is: the functional derivative is half the sum of
all the distinct diagrams obtained by erasing a bond, turning the
associated circles white, and labelling them.
To obtain (F /) we simply add a bond between the root
points.
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ex
QNV
T
=V
V ({ri })
d{ri } e
=V
Z
d{ri }
YY
e(ri , rj ) .
i j>i
ex
V N2 QNV
T
dr3 . . . rN eV ({ri })
ex
QNV
1 ex
T
2
= QNV
T g(r1 , r2 ) .
e(r1 , r2 )
2
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Rearranging,
2 g(r1 , r2 ) = 2e(r1 , r2 )
2 y(r1 , r2 ) = 2
ex
ex
ln QNV
ln QNV
T
T
= 2e(r1 , r2 )
e(r1 , r2 )
f (r1 , r2 )
ex
ln QNV
T
f (r1 , r2 )
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ex
ln QNV
T
346
+
1 2
+
1
+
2
+
1
+
1
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347
+
1 2
+
1
2
2
1 2
+
1
+
1
+
1
+
1
(8-27)
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8.7 Glossary
8.7.1 Glossary of pair functions
pair potential v(r ).
pair Boltzmann factor e(r ) = ev(r ) .
Mayer f function f (r ) = e(r ) 1.
pair distribution function g(r ).
pair correlation function h(r ) = g(r ) 1.
potential of mean force w(r ) = kB T ln g(r ).
background correlation function y(r ) = g(r )/e(r ).
direct correlation function c(r ).
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350
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r <
0
1
0
y(r )
c(r )
r >
0
1
0
y(r )
0
g(r )
Comments
e(r ) = ev(r )
f (r ) = e(r ) 1
g(r ) = y(r )/e(r )
c(r ) f (r )y(r ) (PY)
y(r ) is continuous at r =
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Z
y12 = 1
Z
r13 <
r23 >
r13 <
dr3 y13 .
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The results are as follows. Within the core region r < , c(r )
has the form
c(r ) = A B(r / )
1
A(r / )3
2
0r
with = 3 /6,
A =
B
(1 + 2)2
(1 )4
= 6
(1 + 12 )2
(1 )4
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Figure 9.1 The hard sphere PY y(r ) which is equal to g(r ) outside the core and to c(r ) inside the core.
8
g(r)
y(r) inside the core
2
r/
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1
=
kB T
P
1 c(0)
which gives
P /kB T =
1 + + 2
.
(1 )3
(9-2)
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1 + + 2 3
.
(1 )3
(9-3)
= 1 + 4 + 102 + 183
+284 + 405 + 546 . . .
2
(Carnahan-Starling)
3
= 1 + 4 + 10 + 18.365
(exact) .
4 32
.
(1 )2
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A
exp((r )) cos((r ))
r
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F ex
2
F ex
2
= hV i
= 2 hV 2 i hV i2 .
Z1
0
d hV i
1 2
hV 2 i0 hV i20 + . . . .
2
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Figure 9.2 The soft repulsive part of the pair potential, a reference hard sphere potential, and the blip function.
3
v(r)
soft
hard
e(r)
soft
hard
0.5
0
e(r)
0.5
0
0.5
0
1
r/
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We start from
1
(F ex )
= 2 y(r1 , r2 )
f (r1 , r2 )
2
and do a functional integration:
Z
Z
1 2
ex
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In diagrams, we get
F0ex
+ ...
F1ex
+ ...
F ex
+ ...
1 2
Z
dr1
dr2
F0ex
+ 2 N
Z
0
+
1 2
+ ... .
dr r 2 y0 (r )f (r )
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v(r)
repulsive
attractive
1
100
f(r)
repulsive
50
1
r/
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repulsive
attractive
v(r)
1
100
f(r)
repulsive
50
1
r/
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v(r)
repulsive
attractive
1
100
f(r)
repulsive
50
1
r/
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The final prescription, given a pair potential v(r ) and the values of and T , is therefore:
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gR (r ) evR (r ) yHS (r )
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(10-1)
(10-2)
= (HA , %A )
= (H0 , %0 ) + (H0 , %A ) + (HA , %0 ) + (HA , %A ).
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The easiest way to see this is to differentiate both sides with respect to t and recover the previous equation.
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= TrB%A (t)
Zt
0
dt 0 FA (t 0 ) TrBeiL0 (tt ) (A, %0 )
=
0
Zt
0
dt 0 FA (t 0 ) TrBeiL0 (tt ) (%0 , A)
=
0
Zt
0
dt 0 FA (t 0 ) Tr eiL0 (tt ) B (%0 , A)
=
0
Zt
dt 0 FA (t 0 ) TrB(t t 0 )(%0 , A)
=
0
(10-4)
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=
=
=
Zt
0
Zt
0
Zt
0
(10-5)
To get this, we used cyclic permutation under the trace, section 2.2.5,
applied to each component of the Poisson bracket. The last two
equations are just different ways of writing this result, interconverted by changing the time integration variable.
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(10-6)
=
=
Zt
0
Zt
0
dt 0 FA (t 0 )BA (t t 0 )
(10-7)
dt 0 FA (t t 0 )BA (t 0 )
(10-8)
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=
=
Zt
0
Zt
0
dt 0 FA (t 0 ) Tr%0 B(t t 0 )A
0.
dt 0 FA (t 0 ) hB(t t 0 )Ai
Rt
0
(10-9)
dt 0 FA (t 0 )BA (t t 0 ) with
0.
BA (t) = hB(t)Ai
(10-10)
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hAB(t)i
cAB (t) = p
hA2 ihB2 i
The normalized function satisfies 1 cAB (t) 1 by a CauchySchwarz inequality. When A and B are the same, we refer to
CAA (t) as an autocorrelation function. Finally, when a variable A
appears without an explicit time argument, we understand A(0).
The detailed proofs of some of the following properties are left as
problems.
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(10-11)
(10-12)
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(10-13)
for all time origins t0 . This follows from the equilibrium nature
of the ensemble.
10.2.4 Time differentiation
Taking the time derivative of the function is equivalent to calculating the correlation with the time-differentiated variable:
d
hA(0)B(t)i = hA(0)B(t)i
.
dt
(10-14)
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(10-15)
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394
hA(0)B(t)i
= hA(0)B(t)i
(10-16)
A special case of this, which could also be deduced from the evenness of the autocorrelation function, is
hAAi
=0.
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395
dthA(0)B(t)i
= hABi
(10-17)
0
Z
dthA(0)
A(t)i
= hAAi
=0.
(10-18)
0
A(t)i
with some choice of
as being proportional to 0 dt hA(0)
A (for example, in the case of diffusion, A = v, the velocity of a
particle). This appears to violate the equation we just proved, and
shows that we must take special care when considering transport
coefficients.
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Problem 10.1 Prove the following results for classical time correlation functions.
1. Use stationarity to show that
hA(0)A(t)i = hA(0)A(t)i .
2. Use stationarity to show that
hA(0)B(t)i
= hA(0)B(t)i
.
3. Use an integration by parts to show
Z
dthA(0)B(t)i
= hABi .
0
Answer provided.
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C()
=
dt eit C(t) .
.
d eit C()
C(t) =
2
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398
dt eit C(t) .
C()
=
0
d eit C()
C(t) =
2
Z
1
d eit C()
0 =
2
t>0
t<0
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(10-19)
(10-20)
(10-21)
(10-22)
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(10-23)
(10-24)
(10-25)
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Z
2
dt t 2 CAA (t) + . . .
(10-26)
Z
Z
AA () =
dt CAA (t) i
dt tCAA (t)
C
0
0
Z
2
dt t 2 CAA (t) + . . . .
(10-27)
2
0
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Z
Z
t2
2
dCAA ()
d CAA () + . . . .
2
(10-28)
(10-29)
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2 ()
1 ()C
C()
= C
(10-31)
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Problem 10.2 Prove the following relations for classical time correlation functions.
() = C
AA ().
AA () = C
1. C
AA
AA ().
AA() = iC
2. C
AA ().
AA() = 2 C
3. C
AA ().
AA() = CAA (0) + iC
4. C
AA ().
AA() = iCAA (0) 2 C
5. C
6. At low ,
AA () =
C
Z
2
2
dt CAA (t)
dt t CAA (t) + . . . .
2
Z
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7. At low ,
AA () =
C
405
Z
Z
dt CAA (t) i
dt tCAA (t)
0
0
Z
2
dt t 2 CAA (t) + . . . .
2
0
8. At short t,
Z
2 Z
t
2
dCAA ()
d CAA () +. . . .
CAA (t) =
2
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406
Zt
0
dt 0 BA (t t 0 )FA (t 0 ).
=
=
=
long-time response
hB(t)iA = BA ()FA eit
hB(t)iA = Re BA ()FA eit
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(10-32)
(10-33)
(10-34)
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408
= hAB(t)i.
We
tions. In the classical case, BA (t) = hAB(t)i
shall see some quantum analogues of this later in the course.
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410
10.5.1 Conductivity
We consider a dilute solution of ions, and focus on one ion. Choose
A in our linear response theory to be Qrx where Q is the charge
and rx is the x component of the position of the chosen particle.
is Qvx . Choose FA to be Ex , an electric
This means that A
field applied in the x direction, applied at time t = 0 and constant thereafter. Then HA = Qrx Ex . Measure, as B, the x
component of the induced current I(t) = Q
rx (t) = Qvx (t). So
Z
Q2 E t 0
dt hvx vx (t 0 )i
(10-38)
hI(t)iinduced =
kB T 0
and at long times t the steady-state current is
Z
Q2 E
dt hvx vx (t)i .
hI()iinduced =
kB T 0
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411
Q2
=
kB T
Z
0
dt hvx vx (t)i .
However the charge and the field just provide a convenient physical handle on the chosen particle. We have equally well calculated
its mobility
Z
1
drift velocity
=
=
dt hvx vx (t)i .
Mobility =
force
kB T 0
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413
or
d
1
lim
h(rx (t) rx (0))2 i .
2 t dt
Rt
Using rx (t) = rx (0) + 0 dt 0 vx (t 0 ) relate D to the velocity autocorrelation function hvx (0)vx (t)i and hence the mobility. (Hint:
Rt
R t 0 R t 0 00
0
00
0 dt 0 dt f (t t ) = t 0 d(1/t)f () for any f .) Answer provided.
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1
x it 2 + . . .
hvx v
2
1 2 2
it + . . .
hv
2 x
1
hf 2 it 2 + . . . .
2m2 x
(10-39)
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419
Problem 10.4 Download from the course home page the programs and starting configurations for this problem. You are given
a Lennard-Jones molecular dynamics program which writes out all
the velocities of all the atoms to a binary file at each step. Also
provided are starting configurations for systems believed to be
in the solid ( = 1.1, T 0.7), liquid ( = 0.85, T 0.8), and
supercritical fluid ( = 0.3, T 2.0) states. Lastly, a program is
provided to compute the velocity autocorrelation function from
the binary file of atom velocities.
Run the MD program, starting from each configuration in turn,
for 2048 steps, with t = 0.01, rc = 2.25, and obtain the vacf for
each system. You should only need to plot it over the first 100
steps. Check that your results match, qualitatively, the sketches
in Fig. 10.1. Answer provided.
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v
hvx vx (t)i
kB T
= vcvv (t)
=
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422
=
=
E
d D
1
lim
(rx (t) rx (0))2
2 t dt
E
d D
1
lim
rx (t)2
2 t dt
lim hvx (0) (rx (t) rx (0))i
=
D
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423
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
0000000000000
1111111111111
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425
dt 0 sin t 0 Cvv (t 0 )
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426
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427
Zt
0
dt 0 BA (t t 0 )FA (t 0 )
= BA ()FA eit
(10-40)
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429
Problem 10.7 The field couples to the total dipole moment of the
system, the x-component of which is the sum over all molecules
P
x =
i ix . Specifically the extra term in the hamiltonian is
x Ex (t).
Obtain the dipole hx (t)i as a function of time, if the field
is switched on at time t = 0, remaining constant thereafter.
Write down the t limit of this, noting that all timedependent quantities disappear. Obtain an expression for
the polarizability (or the electric susceptibility or relative
permittivity) of the system in terms of static fluctuations
in .
Now consider applying an oscillatory field Ex (t) = E cos t.
Obtain the long-time response in hx (t)i: this will also oscillate at frequency , and we may define a frequency-dependent
Statistical Mechanics and Molecular Simulation
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Note that, as in the case of conductivity, we have oversimplified the model. Dipole fluctuations may be due to rotating or
vibrating molecules, and involve intermolecular correlations, as
illustrated in the accompanying figure.
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433
HA
t
dFA
dFA
Tr%A A =
Tr%A A .
dt
dt
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434
dt FA (t t 0 )hA(t 0 )Ai
hHA i =
dt
kB T 0
and with FA (t) = FA cos t, FA (t) = FA sin t,
FA (t t 0 ) = FA cos t cos t 0 + FA sin t sin t 0
we have, at long times,
d
hHA i =
dt
+
Z
FA2
sin t cos t
dt 0 cos t 0 hA(t 0 )Ai
kB T
0
Z
2
0
0
0
dt sin t hA(t )Ai .
sin t
0
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435
Averaging over a cycle destroys the first term, while the second
1
term is easy to calculate: hsin2 ticycle = 2 , so
d
hHA icycle
dt
FA2
2kB T
Z
0
Z
FA2 0
0 )i
dt sin t 0 hAA(t
=
2kB T 0
Z
2 FA2 0
dt cos t 0 hAA(t 0 )i
=
2kB T 0
=
2 FA2
AA () .
C
4kB T
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436
AA
AA
it is the imaginary (out-of-phase) part of the response which governs the dissipation of energy
FA2
d
hHA i =
dt
2kB T
Z
0
=
dt 0 sin t 0 hA(t 0 )Ai
FA2 00
AA
2
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437
11.1 Spectroscopy
A typical spectroscopy experiment measures the absorption of
electromagnetic radiation as a function of frequency. Here we
look at dipole absorption as a simple example, but the derivation
is very general.
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439
= (Sin Sout ) A =
=
dS/dz
=
S
dS
dS
Az =
V
dz
dz
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440
Sin
Sout
z
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441
2 FA2
dE
().
=
C
dt
4kB T
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442
= (m |H
| n)= En mn ,
H
n = eEn mn
=
m e
=
m eiH t/ n = eiEn t/ mn .
Note that, for economy,R we have slipped into Dirac notation where
. . . . As a further help, we get rid
(m| . . . |n) is short for drm
n
of the factors by defining n = En / and let nm = n m .
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443
The derivation starts with Fermis Golden Rule, a standard result of quantum mechanics. This gives the probability per unit
time, Pmn , that the applied perturbation induces transitions between a given pair of states m and n:
Pmn =
1
There are two delta functions because cos t = 2 (eit + eit ).
The square modulus of the matrix element can be written
|Anm |2 = |(n |A| m)|2 = m A n (n |A| m)
and it is the transition moment. It must be nonzero for any transition to occur between these two states, and its vanishing (by
symmetry for example) is the source of spectroscopic selection
rules.
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444
The rate of change of energy of the system may be straightforwardly written as a sum over pairs of states, each term being the
product of Pmn , the energy involved in the transition, nm ,
and the population of the initial state %mm :
dE
dt
=
=
XX
n m
XX
n m
dE
=
nm |Anm |2 (nm ).
(%mm %nn )
dt
2
n m
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445
dE
=
nm |Anm |2 (nm ) .
1 enm %mm
dt
2
n m
We can intoduce the Fourier representation of the delta function
Z
1
dt eit
() =
2
to give us
dE
= 1 e
dt
4
dt eit
XX
n m
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446
=
=
=
=
=
XX
n m
XX
n m
XX
n m
XX
n m
X
m
%mm einm t m A n (n |A| m)
%mm m A n n eiEn t/ AeiEm t/ m
%mm m A n n eiH t/ AeiH t/ m
%mm m A n (n |A(t)| m)
%mm m A A(t) m = A A(t)
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447
(11-1)
dE
1
dt eit A (t)A
=
e
dt
4
AA () .
C
1
(11-2)
=
e
4
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448
dE
dt eit A A(t) A (t)A
=
dt
4
Z
dt eit [A , A(t)] .
(11-3)
=
4
The complex conjugation can, of course, be dropped if A is real.
The commutator here has a familiar look, and translates over into
the Poisson bracket when we take the classical limit. All these
Fourier transforms of quantum time autocorrelation functions are
manifestly real and positive, because of this link with energy dissipation.
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449
dt eit hAA(t)i
CAA () =
dt eit hAA(t)i
CAA () =
Z
dt eit hAA(t)i
=
(11-4)
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450
although quantum spectra are real and positive, like their classical counterparts, they are not even. The odd part, responsible
for asymmetry in the spectra, means that the quantum one-sided
time correlation function hAA(t)i is complex.
In the following problems we consider quantum correlation
functions, and the prospect of quantum-correcting classical results. The analogy between = 1/kB T and an imaginary time it/
starts to appear. Indeed, the analogy between the canonical distribution eH and the time-displacement operator eitH / may
already have been noticed, and there is a similarity between the
time-dependent Schrodinger equation
i/t = H
and the Bloch equation satisfied by the density matrix
%/ = H % .
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
11
451
Let
CAB (t) = hAB(t)i
and
AB () =
C
dt eit hAB(t)i .
In the following, A and B(t) do not commute, CAB (t) is not real,
AB () is not even (or odd for that matter).
and C
M. P. Allen 1999
11
452
(where = 1/kB T ). Hint: introduce the time-displacement operator and aim to change variables to = t i. Answer provided.
Answer provided.
M. P. Allen 1999
11
453
M. P. Allen 1999
11
454
cl
(), with = t 2 i
Problem 11.4 Show that the function CAA
cl
(t) is real
satisfies detailed balance. Hint: you may assume CAA
cl
M. P. Allen 1999
11
455
M. P. Allen 1999
11
456
M. P. Allen 1999
11
457
hMx i
T2
hMy i
= 0 hMx i
T2
0
hMz i hMz i
=
T1
= 0 hMy i
(11-5)
M. P. Allen 1999
11
458
M. P. Allen 1999
11
459
Zt
0
dt 0 FA (t t 0 )BA (t 0 ).
M. P. Allen 1999
11
460
dt 0 BA (t 0 )
Zt
0
dt BA (t t ) = FA
to obtain
hB(t)iA = FA
Z
t
Zt
0
dt 0 BA (t 0 )
dt 0 BA (t 0 ).
M. P. Allen 1999
11
461
with
BA (t) =
Z
t
dt 0 BA (t 0 ) .
(11-6)
There are other ways of treating this, notably by letting FA (t) =
FA exp(t)(t) where (t) = 1 for t < 0, (t) = 0 for t > 0, and
is a small parameter ( 0 at some point). However, this gets a
little more complicated. In the classical case
AB (t)
= C
BA (t) = hAB(t)i
(11-7)
(11-8)
M. P. Allen 1999
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462
hA(t)iA
d
hA(t)iA = FA CAA (0)et/tA /tA =
.
dt
tA
M. P. Allen 1999
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463
(11-9)
A(t)
= A(t)/tA + A(t)
represents a random
where tA is the relaxation time and A(t)
process. We can assume that
hA(t)i
= 0
A(t
t0 )i
hA(t0 )A(t)i = hA
hAA(t)i
= 0
(t > 0)
(zero mean)
(stationarity)
(uncorrelated with A)
M. P. Allen 1999
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464
Problem 11.5 Show that hAA(t)i = hA2 iet/tA for this model.
Hint: start with the formal solution, multiply by A(0) and average.
Answer provided.
R
1
i1
tA
= hA
Z
0
dt hA(0)
A(t)i.
M. P. Allen 1999
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465
If tA
A(t)i
will decay to zero quickly and we
tA , then hA(0)
can set exp(t/tA ) = 1 to obtain
1
tA
2 1
= hA i
Z
0
i
hA
t
dt hA(0)
A(t)i
=
hA2 i A
So, the two correlation times are inversely related. As the random
motions become faster (representing the effects of the surroundings), so the motions of the variable of interest, A, become slower,
and the spectrum becomes narrower. Now we know where the
motional narrowing comes from.
M. P. Allen 1999
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TRANSPORT COEFFICIENTS
466
12 Transport coefficients
12.1 The projection operator formalism
A more formal approach to the Langevin equation. Here we establish the importance of timescale separation.
12.1.1 Projection operators
We use two operators to split the dynamical variables into two
categories: a set A of direct interest, and the others. Of course
A can be a single variable, but the formalism applies to a set
or vector A {Ai }, and products AB are then dyadic matrices
{Ai Bj }. Here we just treat A as a single variable.
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TRANSPORT COEFFICIENTS
467
(12-1)
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TRANSPORT COEFFICIENTS
468
A(t)
= eiLt PiLA + eiLt QiLA .
The first term is easy: we can write
iA(t).
eiLt PiLA = hAAi1 hAAiA(t)
i is called the frequency matrix; it corresponds to the Larmor
frequency in the Bloch equations.
Problem 12.2 It is easy to see that i = 0 in the single-variable
case. Why is this? Answer provided.
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TRANSPORT COEFFICIENTS
469
QiLt
=e
Zt
dt 0 eiL(tt ) PiLeQiLt
Zt
0
+ eQiLt QiLA .
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TRANSPORT COEFFICIENTS
470
which
At this point it is useful to define the random force A,
evolves in a slightly unusual way:
QiLA Q A
A
.
A(t)
eQiLt A
that hAA(t)i
= 0, i.e. the random force (at later times) is un always
correlated with A. Another way of saying this is that A
evolves in the space of variables orthogonal to A. Incorporating
these definitions the equation of motion becomes
= iA(t) +
A
Zt
0
0 ) + A(t)
dt 0 eiL(tt ) PiLA(t
.
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TRANSPORT COEFFICIENTS
471
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TRANSPORT COEFFICIENTS
472
A(t)
= iA(t)
Zt
0
(12-2)
The memory function and the correlation function are easily related by multiplying by A and ensemble averaging:
AA (t) = iCAA (t)
C
Zt
0
dt 0 M(t 0 )CAA (t t 0 )
CAA (0)
.
i i + M()
M. P. Allen 1999
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TRANSPORT COEFFICIENTS
473
dt M(t) = M(0)
.
=
0
Then the convolution integral can be performed immediately, converting the generalized Langevin equation into the strict Langevin
equation
A(t)
= (i )A(t) + A(t)
.
(12-3)
This gives the exponential (in general, oscillatory) decay of CAA (t)
AA (t) = (i )CAA (t)
C
seen, for example, in the Bloch equations. The key assumption
M(t) (t) is built into the Bloch equations.
Statistical Mechanics and Molecular Simulation
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TRANSPORT COEFFICIENTS
474
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TRANSPORT COEFFICIENTS
475
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TRANSPORT COEFFICIENTS
476
and A
in more
Its worth considering the difference between A
the integral of hA
decays slowly back to zero, while that of
the random force does not.
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TRANSPORT COEFFICIENTS
477
A(t)i
A(t)i;
(a)
(b)
0.8
0.7
0.6
0.5
(c)
0.4
0.3
plateau
0.2
0.1
0
observation time
0
2
t
2
t
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TRANSPORT COEFFICIENTS
478
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TRANSPORT COEFFICIENTS
479
0)(k,
t)i . (12-5)
I(k, t) = dr exp(ik r)G(r, t) = N 1 h(k,
Dynamic neutron scattering actually measures the Fourier transform of I(k, t)
Z
1
dt eit I(k, t) .
(12-6)
S(k, ) =
2
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TRANSPORT COEFFICIENTS
480
(12-7)
(12-8)
(12-9)
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TRANSPORT COEFFICIENTS
481
Problem 12.4 Liquids are translationally (and rotationally) invariant. No equilibrium average should depend upon the absolute
position (or orientation) of our coordinate frame. If
Gs (r, t) = V hi (0, 0)i (r, t)i
show that
Gs (r, t) = h(r + ri (0) ri (t))i
Z
=
dr (r + ri (0) r0 )(r0 ri (t))
Answer provided.
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TRANSPORT COEFFICIENTS
482
Ai (t)(r ri (t))
and
A(k, t) =
Z
dr exp(ik r)A(r, t) =
then show that hA(k, 0)B(k0 , t)i = 0 unless k+k0 = 0. Answer provided.
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TRANSPORT COEFFICIENTS
483
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TRANSPORT COEFFICIENTS
Hence
484
Gs (r, t)
= D2 Gs (r, t)
t
Dk2
2 + (Dk2 )2
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TRANSPORT COEFFICIENTS
485
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TRANSPORT COEFFICIENTS
486
2
h|ri (t) ri (0)|2 i .
3
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TRANSPORT COEFFICIENTS
487
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TRANSPORT COEFFICIENTS
488
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TRANSPORT COEFFICIENTS
489
A(t)
= ikvx (t) exp(ikrx (t)) .
The k-dependence in the exponential can be dropped in the low-k
limit, but the ik prefactor is important. The projected variable has
QiLA definition.
this same prefactor, by virtue of the iL in the A
Write
A(t)
= ikv x (t) exp(ikrx (t)) .
M. P. Allen 1999
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TRANSPORT COEFFICIENTS
490
proportional to hA
is proportional to k2 . The generalized
Langevin equation is
Is (k, t)
= k2
t
Zt
0
dt 0 hv x v x (t 0 )iIs (k, t t 0 )
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TRANSPORT COEFFICIENTS
The result is
491
Is (k, t)
= Dk2 Is (k, t)
t
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TRANSPORT COEFFICIENTS
492
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TRANSPORT COEFFICIENTS
493
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12
TRANSPORT COEFFICIENTS
494
exp(ik ri )
number density
(k,
t) =
i
(k, t) =
p
pi exp(ik ri )
momentum density.
(k, t)/m .
ri exp(ik ri ) = ik p
(k,
t) = ik
i
(k, t)
(k, t) = ik P
p
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TRANSPORT COEFFICIENTS
495
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TRANSPORT COEFFICIENTS
496
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TRANSPORT COEFFICIENTS
497
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TRANSPORT COEFFICIENTS
498
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TRANSPORT COEFFICIENTS
499
(k, t) ikP(k, t) + k2
v(k, t)
mv
1
(k, t)) = 0 .
+ ik(ik v
3
The second and fourth terms lie along the k direction. We can
k (k, t) parallel to k, and
split the velocity field into components v
(k, t) perpendicular to k.
v
(k, t) + k2
v (k, t) = 0
mv
and
k
2 4
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TRANSPORT COEFFICIENTS
500
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TRANSPORT COEFFICIENTS
501
k2
c (k, t)
m
k2
t
c (k, t) = exp
m
!
.
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12
TRANSPORT COEFFICIENTS
502
1
i + k2 /m
k0 0
Take care! Note the order of the limits.
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TRANSPORT COEFFICIENTS
503
=p
(k, t) = ikP
A
where P is an off-diagonal element of the pressure (or stress) tensor. The derivation exactly parallels that for the diffusion coefficient. The results are just as above, but now derived in a complete,
microscopic, formalism.
M. P. Allen 1999
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TRANSPORT COEFFICIENTS
504
1
V kB T
Z
0
Notice that this is a low (k, ) limit, but with the k 0 limit taken
first. This formula is actually the standard way of calculating the
shear viscosity in a molecular dynamics simulation. There are
equivalent Einstein-relation versions of the formula just as for
diffusion.
We can systematically improve our theory by adding P to the
set of dynamical variables A. This leads to viscoelastic effects.
We dont have time to look at them here.
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TRANSPORT COEFFICIENTS
505
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TRANSPORT COEFFICIENTS
506
M. P. Allen 1999
13
507
M. P. Allen 1999
13
508
=
=
=
Nt
1 X
exp{+E(t )}
Nt t=1
P
exp{+E( )} exp{E( )}
P
exp{E( )}
N
QNV T
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509
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13
510
M. P. Allen 1999
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511
0.0
log10(insertion probability)
-1.0
-2.0
-3.0
-4.0
-5.0
=1.0
-6.0
-7.0
-8.0
0.0
0.1
0.2
0.3
0.4
0.5
M. P. Allen 1999
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512
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13
513
sampling region
excluded region
M. P. Allen 1999
13
514
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515
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13
516
particle insertion
particle conversion
M. P. Allen 1999
13
517
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13
518
Z 2
Z V2
V1
E d
P dV .
M. P. Allen 1999
13
519
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13
520
solid
liquid
harmonic
t
crystal
ideal
gas
gas
M. P. Allen 1999
13
521
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522
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523
(13-1)
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524
M. P. Allen 1999
13
525
Both the Hoover and Ree [1967, 1968] and Frenkel et al. [1984]
methods have minor drawbacks: the single-occupancy pathway
generally crosses a weak first-order transition, near the point where
the effect of the walls in confining the atoms takes over from the
inter-particle forces. The Einstein crystal route typically involves
a weak (but integrable) divergence in the strong-spring limit, although this is avoidable [Mezei, 1993]. Recently, Meijer et al. [1990]
have combined both approaches in a method which seems robust:
first the solid is subjected to a set of one-particle spring potentials, and then the influence of the interparticle forces is reduced
to zero by expanding the crystal. This method was used to locate the melting transition for a model of nitrogen at T =300 K,
at which temperature the solid is orientationally disordered. This
may be the first such study of a realistic molecular system, and it
would have been difficult to achieve without this kind of approach.
M. P. Allen 1999
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526
M. P. Allen 1999
13
527
(r)
Many-body potential V1
Combination of V0 and V1
(r)
(r)
One-body potential V0
M. P. Allen 1999
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528
M. P. Allen 1999
13
529
M. P. Allen 1999
13
530
= Fex ( = 1) Fex ( = 0)
( P
()
Fex
discrete values of
R 1
=
0 d Fex / continuous values of
M. P. Allen 1999
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531
M. P. Allen 1999
13
532
Once more, this method, in its simplest form, has its limitations. At high , the conversion probabilities become lower. It is
possible to extrapolate from the low- results, in some case using
extra information about the = 1 limit [Smith and Labk, 1993].
We see an improvement later.
M. P. Allen 1999
13
533
M. P. Allen 1999
13
534
M. P. Allen 1999
13
535
Even better, if we simulate ensemble 1, and calculate the distribution P1 (E), we may relate it to P0 (E) as follows:
P1 (E) = h (E1 E0 E)i1
Q0
=
h (E1 E0 E) exp{E}i0
Q1
Q0
=
h (E1 E0 E)i0 exp{E}
Q1
= exp{+F }P0 (E) exp{E}
ln P1 (E) = ln P0 (E) + F E .
M. P. Allen 1999
13
536
M. P. Allen 1999
13
537
ln P ( E)
1
ln P0 ( E)
difference
M. P. Allen 1999
13
538
1
E
2
ln P0 (E)
1
E
2
and
M. P. Allen 1999
13
539
E
ln P0 ( E) E/2
M. P. Allen 1999
13
540
M. P. Allen 1999
13
541
M. P. Allen 1999
13
542
M. P. Allen 1999
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543
Figure 13.10 Umbrella sampling, with a distribution bridging between two unweighted distributions.
M. P. Allen 1999
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544
M. P. Allen 1999
13
545
Figure 13.11 Umbrella sampling, applied to the gauche-trans barrier for butane.
v
g+
gt
P
gas
liquid
PW
M. P. Allen 1999
13
546
hA ev() iW
.
hev() iW
M. P. Allen 1999
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547
M. P. Allen 1999
13
548
M. P. Allen 1999
13
549
13.5.3 Windowing
Windowing is a special case of umbrella sampling: W is a constant inside a specified region of configuration space, and zero
outside. In Monte Carlo we simply reject moves which would take
the system outside the window, and otherwise proceed as usual.
This allows us to examine a free energy barrier piece by piece,
matching up the resulting curves afterwards.
Perform several MC runs with different windows.
Determine PW () = h[ ( )]iW .
Re-weighting is trivial: P() PW () within window.
Scale results so that results from adjacent windows match.
M. P. Allen 1999
13
550
M. P. Allen 1999
13
551
PW
M. P. Allen 1999
14
552
M. P. Allen 1999
14
553
M. P. Allen 1999
14
nm
= nm
= nm
mm
554
= 1
X
nm
mn %n > nm %m , m n
mn %n
nm %m
!
mn %n < nm %m , m n
nm
M. P. Allen 1999
14
555
M. P. Allen 1999
14
556
M. P. Allen 1999
14
557
state m
state n
M. P. Allen 1999
14
558
(m)
M. P. Allen 1999
14
559
state m
state n
M. P. Allen 1999
14
560
(n)
nm /mn = pi
(n)
/pi
Notice why the values of will in general be different: in the illustrations, the reverse move is likely to be selected less frequently
than the forward move.
M. P. Allen 1999
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561
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14
562
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14
563
Figure 14.3 Selecting one particle displacement from many (forward move).
winning
position
State m
State n
M. P. Allen 1999
14
564
Having picked an atom to move, calculate the new trial interaction energy vt for a range of trial positions t = 1 . . . k. Pick the
actual attempted move from this set, with a probability proportional to the Boltzmann factor, i.e. calculate
pt = exp{vt }/
k
X
exp{vt }
t=1
and pick a winner with probability pt . This defines the new state
n; clearly
nm exp{v (n) }/w (n)
where v (n) is the winning interaction energy vt and w (n) is short
for the weight
k
X
(n)
1
=k
exp{vt }
w
t=1
M. P. Allen 1999
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565
M. P. Allen 1999
14
566
Figure 14.4 Selecting one particle displacement from many (reverse move).
original
position
State m
State n
M. P. Allen 1999
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567
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568
M. P. Allen 1999
14
569
original configuration m
final configuration n
M. P. Allen 1999
14
570
(n)
To calculate the weight W (m) for the original chain we must carry
out the hypothetical reverse move, at each stage generating k 1
trial positions for each atom, adding the original position to make
(m)
a total of k, and computing the appropriate contribution wa .
This is shown in figure 14.6.
M. P. Allen 1999
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571
original configuration m
final configuration n
M. P. Allen 1999
14
572
M. P. Allen 1999
15
PHASE TRANSITIONS
573
15 Phase Transitions
Here we discuss the exploration of phase diagrams, and the location of first-order phase transitions. See also Bennett [1976],
Frenkel [1986], Smit [1993], Frenkel [1995], Panagiotopoulos [1995].
Very roughly we classify phase transitions into two types: firstorder and continuous. The fact that we are dealing with a finitesized system must be borne in mind, in either case.
M. P. Allen 1999
15
PHASE TRANSITIONS
574
becomes macroscopically large. The divergence heralding the transition is describable in terms of universal exponent relations. Effects of finite size close to continuous phase transitions are well
studied.
By contrast, a first-order phase transition is abrupt, one phase
becomes thermodynamically more stable than another; there are
no transition precursors. In the thermodynamic limit, there is a
step-function discontinuity in most properties, including thermodynamic derivatives of the free energy. Again it is possible to
describe the effects of finite size.
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
15
PHASE TRANSITIONS
575
M. P. Allen 1999
15
PHASE TRANSITIONS
576
The shift for continuous transitions arises because the transition happens when a L for the finite system, but when a
in the infinite system.
The rounding happens for the same reason as it does for firstorder phase transitions: whatever the nature of the divergence in
thermodynamic properties (described, typically, by critical exponents) it will be limited by the finite size of the system.
A careful introduction to the thermodynamic limit may be found
in Ruelle [1969].
M. P. Allen 1999
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PHASE TRANSITIONS
577
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PHASE TRANSITIONS
578
M. P. Allen 1999
15
PHASE TRANSITIONS
579
M. P. Allen 1999
15
PHASE TRANSITIONS
580
Prob(E)
(0)
>
= (0)
< (0)
E I(0)
E II(0)
M. P. Allen 1999
15
PHASE TRANSITIONS
581
(E E (0) )2
(E E (0) )2
1
1
I
II
exp
+p
PNV (0) (E) p exp
2k T (0) 2 C
2k T (0) 2 C
CI
C
II
B
I
B
II
(15-1)
M. P. Allen 1999
15
PHASE TRANSITIONS
582
(15-2)
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15
PHASE TRANSITIONS
583
M. P. Allen 1999
15
PHASE TRANSITIONS
584
(E)
F ()
S(E)
S
E I(0)
E II(0)
M. P. Allen 1999
15
PHASE TRANSITIONS
585
For a larger system size the loop will flatten out, becoming a
horizontal line in the thermodynamic limit, joining the two coex(0)
(0)
isting energies EI and EII at the transition temperature T (0) ; for
N the interfacial properties contribute a negligible amount to
the total free energy. (Calling it a van der Waals loop is therefore
misleading: it has no connection with the loop in the approximate
van der Waals equation of state for fluids, which in any case is independent of system size.)
M. P. Allen 1999
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PHASE TRANSITIONS
586
(15-3)
(0)
M. P. Allen 1999
15
PHASE TRANSITIONS
587
15.2.3 Coexistence
Draw a line at constant = (0) , intersecting the (E) curve at
(0)
(0)
(0)
EI , Emid and EII , such that the integral
Z E (0)
II
(0)
EI
dE
(E) (0) = 0 ,
(0)
P
(0) (EII )
(0)
(0)
NV
T
=0
=
PNV T (0) (EI ) = PNV T (0) (EII )
ln
(0)
PNV T (0) (EI )
where kB T = 1/. In other words, this choice of corresponds
to equal peak heights for PNV T (0) (E), which is one definition of
thermodynamic coexistence of the two phases.
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
15
PHASE TRANSITIONS
588
It is easy to see that this choice also implies that the phases
have equal Helmholtz free energies. One way is simply to use
1/T = S/E, so
Z E (0)
II
(0)
EI
dE
(E) (0)
[SII SI ]
(0)
(0)
(0) [EII EI ]
kB
[FII FI ]
=0.
kB T (0)
This is equivalent to a common-tangent construction for the entropy curve S(E) (see the bottom part of Fig. 15.2). The gradient of
the tangent determines a common value of at both state points,
and the tangent line itself is given by
S = (SII SI ) = kB E = kB (EII EI )
which once more implies equal Helmholtz free energies FI = FII .
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
15
PHASE TRANSITIONS
589
(E E (0) )
(E E (0) )
I
II
+ exp
PNV T (0) (E) exp
2k T (0) 2 C
2k T (0) 2 C
B
II
M. P. Allen 1999
15
PHASE TRANSITIONS
590
EI = EI
+ CI T
(0)
where T = T T (0) .
M. P. Allen 1999
15
PHASE TRANSITIONS
591
(0)
(0)
exp{EI },
(0)
EII
are scaled by
(0)
exp{EII }.
(0)
)} .
M. P. Allen 1999
15
PHASE TRANSITIONS
592
M. P. Allen 1999
15
PHASE TRANSITIONS
593
M. P. Allen 1999
15
PHASE TRANSITIONS
594
M. P. Allen 1999
15
PHASE TRANSITIONS
595
Prob(V)
P>P
P=P
P<P
V I(0)
V II(0)
(0)
(0)
(0)
M. P. Allen 1999
15
PHASE TRANSITIONS
596
(15-4)
has two minima separated by a barrier. The high-probability, lowfree-energy values correspond to VI (P (0) ) and VII (P (0) ), the single
phase configurations; the intermediate values are for mixtures of
the two phases, with an interfacial free energy penalty.
M. P. Allen 1999
15
PHASE TRANSITIONS
597
The equation
kB T
ln PNP (0) T (V )
= P (V ) P (0)
V
M. P. Allen 1999
15
PHASE TRANSITIONS
598
V
P
P(V)
G(P)
F(V)
F
V I(0)
V II(0)
M. P. Allen 1999
15
PHASE TRANSITIONS
599
M. P. Allen 1999
15
PHASE TRANSITIONS
600
M. P. Allen 1999
15
PHASE TRANSITIONS
601
F = FI + FII + Finterface
d-1
Finterface L
or
below transition
above transition
at transition
M. P. Allen 1999
15
PHASE TRANSITIONS
602
Measuring this distribution can be quite expensive for molecular models; a nice example of the approach for a spin model of a
liquid crystal, which exhibits a tricky weak first-order transition,
is the work of Zhang et al. [1992, 1993]. An example for a strong
first-order transition is the study of melting and nucleation barriers in the Lennard-Jones system [van Duijneveldt and Frenkel,
1992] and models of metallic systems [Lynden-Bell et al., 1993].
This approach involves a special windowing technique, together
with biasing techniques of the multicanonical or entropy-sampling
kind, geared to a particular choice of order parameter.
M. P. Allen 1999
15
PHASE TRANSITIONS
603
M. P. Allen 1999
15
PHASE TRANSITIONS
604
Figure 15.6 Probability and Landau free energy curves for Ising
magnet.
Probability
Free energy
Ising spin model
Number of spins: N
Total magnetization: M
-N
+N
M. P. Allen 1999
15
PHASE TRANSITIONS
605
M. P. Allen 1999
15
PHASE TRANSITIONS
606
M. P. Allen 1999
15
PHASE TRANSITIONS
607
M. P. Allen 1999
15
PHASE TRANSITIONS
608
M. P. Allen 1999
15
PHASE TRANSITIONS
609
Figure 15.7 Stages in preparation and equilibration of a liquidvapour interface (schematic). We plot density profile (z), difRference between pressure tensor components PN (z) PT (z), and
dz PN (z) PT (z).
M. P. Allen 1999
15
PHASE TRANSITIONS
610
M. P. Allen 1999
15
PHASE TRANSITIONS
611
A recent example, for a molecular model, is the MD simulation of the liquid-vapour surface of water at temperatures between
316K and 573K by Alejandre et al. [1995] using system sizes N =
512 and N = 1000 in an elongated box, 2 2 10 nm. Typically,
105 timesteps are needed to equilibrate the surfaces and measure surface tensions. These authors claim that the coexisting
bulk densities (measured by fitting to a density profile histogram)
agree well with values measured by other techniques for the same
model.
M. P. Allen 1999
15
PHASE TRANSITIONS
612
M. P. Allen 1999
15
PHASE TRANSITIONS
613
M. P. Allen 1999
15
PHASE TRANSITIONS
614
M. P. Allen 1999
15
PHASE TRANSITIONS
615
For a volume move, a random change V is chosen with uniform probability in some predefined range: this generates volume
changes VI VI + V and VII VII V . The move is accepted in
the usual Metropolis manner, with probability min[1, exp{W }]
where the Wamiltonian change is
VI + V
VII V
NII kB T ln
.
W = VI + VII NI kB T ln
VI
VII
The first two terms on the right here are the potential energy
changes in the two boxes arising from the volume changes.
M. P. Allen 1999
15
PHASE TRANSITIONS
616
= VI NI kB T ln [(VI + V )/VI )] + P V
WII
that would correspond to making the same volume moves for each
box in the isothermal-isobaric ensemble: the P V terms cancel,
provided the specified pressures P are taken to be the same.
M. P. Allen 1999
15
PHASE TRANSITIONS
617
M. P. Allen 1999
15
PHASE TRANSITIONS
618
ZII
M. P. Allen 1999
15
PHASE TRANSITIONS
619
M. P. Allen 1999
15
PHASE TRANSITIONS
620
density
0.2
0.1
0.0
1000
2000
3000
4000
5000
MC sweeps
M. P. Allen 1999
15
PHASE TRANSITIONS
621
The great advantages of the technique are its avoidance of interfacial properties, and the semi-automatic way that it converges
on the coexisting densities without the need to input chemical potentials or guess equations of state. Unavoidably, it suffers from
the same problems as the Widom test-particle method: at high
density the particle exchange moves are accepted with very low
probability, and special techniques are required to overcome this.
It is essential to monitor the success rate of exchanges, and carry
out enough of them to ensure that a few percent of molecules are
exchanged at each step.
M. P. Allen 1999
15
PHASE TRANSITIONS
622
M. P. Allen 1999
15
PHASE TRANSITIONS
623
As we have seen, insertion of small molecules can be dramatically easier than large ones; this leads to a semi-grand version
of the Gibbs ensemble Panagiotopoulos [1989, 1995]: the smaller
particles are exchanged between the boxes, while moves that interconvert particle species are carried out within the boxes. This
is illustrated in figure 15.9.
M. P. Allen 1999
15
PHASE TRANSITIONS
624
II
II
M. P. Allen 1999
15
PHASE TRANSITIONS
625
This has led to the suggestion [de Pablo and Prausnitz, 1989]
that a few small particles can be added to a single-component
system solely to facilitate exchanges between boxes, with chemical
equilibrium maintained by the species interconversion moves; this
has been termed the inflating flea method.
The ideas seen before for computing the chemical potential by
gradual insertion [Mon and Griffiths, 1985, Nezbeda and Kolafa,
1991, Attard, 1993] can be naturally generalized to the Gibbs ensemble: at each stage a given molecule may be in an intermediate
state of transfer between one box and another. This will be represented by a parameter which varies between 0 and 1; the value
of will appear in some form for the interaction potential for the
molecule with its neighbours in one box, while 1 plays a similar
role in the other.
M. P. Allen 1999
15
PHASE TRANSITIONS
626
M. P. Allen 1999
15
PHASE TRANSITIONS
627
d ln P
d
!
=
h
.
P v
M. P. Allen 1999
15
PHASE TRANSITIONS
628
M. P. Allen 1999
15
PHASE TRANSITIONS
629
M. P. Allen 1999
15
PHASE TRANSITIONS
630
M. P. Allen 1999
15
PHASE TRANSITIONS
631
M. P. Allen 1999
15
PHASE TRANSITIONS
632
M. P. Allen 1999
15
PHASE TRANSITIONS
633
M. P. Allen 1999
15
PHASE TRANSITIONS
634
M. P. Allen 1999
15
PHASE TRANSITIONS
635
In these equations, if we take the L limit, the usual powerlaw scaling is recovered. In all of the above we have not included
the dependence on magnetic field (for a spin system) or chemical
potential (for a fluid). This is easily done, but not necessary here.
M. P. Allen 1999
15
PHASE TRANSITIONS
636
/ aL , L1/ (T Tc )) .
P(aL ) L/ P(L
M. P. Allen 1999
15
PHASE TRANSITIONS
637
quired by the finite-size-limited behaviour of the correlation function. The L1/ (T Tc ) scaling factor reflects the dependence on
a /L referred to above. If we define a scaled variable aL = L/ aL
then, close to the critical point, we should have
0 (aL ) + L1/ (T Tc )P
1 (aL ) + . . .]
P(aL ) L/ [P
1 (aL ) are universal functions, character0 (aL ) and P
where both P
izing the class of the transition. When the correlation length is
small compared with L, above the critical temperature, a single
Gaussian results; well below it we get a double Gaussian. Actually
at the critical point, the distribution can be calculated by simulation, or renormalization group theory [Binder, 1981, Bruce, 1981,
Nicolaides and Bruce, 1988, Nicolaides and Evans, 1989].
M. P. Allen 1999
15
PHASE TRANSITIONS
638
G aL
Ec
/2
D
aL
Ec 2
0.33
d=3.
M. P. Allen 1999
15
PHASE TRANSITIONS
639
d=2 criticality
two-phase
critical
one-phase
Density
M. P. Allen 1999
15
PHASE TRANSITIONS
640
d=2 criticality
two-phase
critical
one-phase
Density
M. P. Allen 1999
15
PHASE TRANSITIONS
641
d=2.
Thus, for a finite system of this kind, the critical point does not
exactly correspond to the coalescence of the two peaks which represent the densities of the coexisting phases. Examination of these
functions is a powerful way of locating and characterizing critical points. For example, the prewetting critical point has been
shown to lie in the d = 2 Ising universality class in this way
[Nicolaides and Evans, 1989]. A further example is the study of
the critical point of the d = 2 Lennard-Jones fluid [Bruce and Wilding,
1992, Wilding and Bruce, 1992]. For this, runs of order 106 108
sweeps were needed, but the system sizes were relatively small:
N 100, 400. Exactly at criticality, the scaled density distribution does not change with system size: as discussed above, it is
universal. For T slightly below Tc , the distribution is similar in
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
15
PHASE TRANSITIONS
642
M. P. Allen 1999
15
PHASE TRANSITIONS
643
M. P. Allen 1999
15
PHASE TRANSITIONS
644
M. P. Allen 1999
15
PHASE TRANSITIONS
645
M. P. Allen 1999
16
646
M. P. Allen 1999
16
647
i
%nm = hcn cm
where we expand the system state wavefunction, (q), in a complete orthonormal basis set
X
cn n (q)
=
cn = (n |)
(q) =
n
where the (. . . | . . .) is Diracs bra-ket notation. Here we are restricting attention to equilibrium ensembles, so we drop any time
dependence.
M. P. Allen 1999
16
648
|) (|
i=
N
1 X
(k)
(k) .
N k=1
The angle brackets denote averaging over the members of an ensemble; system states (k) may be represented, or weighted, more
than once, depending on the ensemble.
M. P. Allen 1999
16
649
f (E (k) ) (k) (k)
M. P. Allen 1999
16
650
(k)
eE
(k)
= TreH
M. P. Allen 1999
16
651
e
q
q
n (q)%nm m
(q0 ) = QNV
%(q, q0 ) =
T
m n
M. P. Allen 1999
16
652
When the exponent is small (e.g. at high temperature), reasonable approximations exist. This problem is attacked in a manner similar to that used to derive expressions for the propagator U(t) = eiLt , as a succession of small-timestep propagators in
sec 3.3: we split the exponential up into smaller pieces.
We will be using the Trotter formula again, eqn (3-14), which
relies on
e(K+V )/P eK/P eV /P
for sufficiently large P .
M. P. Allen 1999
16
653
eK/P eV /P
()
(K + V )
P
1 ()2 2
2
+
KV
+
V
K
+
V
K
+ ...
+
2 P2
()
= 1+
(K + V )
P
1 ()2 2
2
K
+ ...
+
2KV
+
V
+
2 P2
= 1+
M. P. Allen 1999
16
So, we write
654
h
iP
eH = eH /P
M. P. Allen 1999
16
655
M. P. Allen 1999
16
656
M. P. Allen 1999
16
657
/P
M. P. Allen 1999
16
658
M. P. Allen 1999
16
659
Evaluating the kinetic energy part needs a Fourier transformation. Insert the complete set of momentum eigenstates
Z
1 = dp p p
to evaluate the kinetic energy
q eK/P q0
Z
=
dp q p eK/P p q0
Z
2 2
=
dp q p p q0 e p /2mP
Z
0
2 2
=
dp ei(qq )p/ e p /2mP
since q p = eiqp/ . This Fourier transform is easy.
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
16
660
Hence
QNV T
!dP /2 Z
Z
Pm
.
.
.
dq1 . . . dqP
2 2
(
)
Pm 2
2
2
exp
q12 + q23 + . . . + qP 1
22
M. P. Allen 1999
16
661
M. P. Allen 1999
16
662
M. P. Allen 1999
16
663
= Vcl + Vqu
1
V (q1 ) + V (q2 ) + . . . + V (qP )
=
P
Pm 2
2
2
=
+
q
+
.
.
.
+
q
q
12
23
P1
22 2
3
NP kB T + hVcl i Vqu
2
M. P. Allen 1999
16
664
As P goes up, the springs become stronger, the interactions become (individually) weaker, and this leads to sampling problems.
In MD, one would need to use multiple timestep methods to
ensure proper handling of the spring vibrations, and there is a
physical bottleneck in the transfer of energy between the spring
system and the other degrees of freedom.
In MC, one can attempt to use configuration-biased methods
to generate properly sampled ring-polymer coordinates. If this
means reconstructing the polymer from scratch, it will involve
biasing the moves towards closure of the polymer ring.
M. P. Allen 1999
16
665
1 X
(1)P %(Pq, q0 )
N! P
M. P. Allen 1999
16
666
M. P. Allen 1999
17
NOTES
667
17 Notes
Note 7.1.3 From the usual laws of probability concerning the
adding together of n independent results, the rms error in the
mean is
1
= 2
t
Zt
0
dt
Zt
0
Zt
0
dt 0 a(t 0 )
dt 00 a(t 0 )a(t 00 ).
M. P. Allen 1999
17
NOTES
668
0
00
=
dt
dt
a
(t
)
a
(t
)
a2t
t2 0
0
Z
2 t 0
dt (1 t 0 /t) a(0)a(t 0 ) .
=
t 0
If we average over only a short time compared with a , this gives
E D
E
D
a2t = a2
as expected: averaging makes no difference. If t a we get,
asymptotically,
E D
E
D
a2t = a2 2a /t
or, in other words,
q
rms (at ) = rms (a)/ t/2a .
(17-1)
M. P. Allen 1999
17
NOTES
669
M. P. Allen 1999
17
NOTES
670
M. P. Allen 1999
17
NOTES
671
q
rms (aL ) rms (a)/ (L/a )d .
M. P. Allen 1999
17
NOTES
672
M. P. Allen 1999
17
NOTES
673
Note 7.4.4 To see the system-size dependence of the secondorder cumulant, we need to analyze the pair correlations.
Z
Z
Z
E
D
1
1
2
dr12 haa(r12 )i
aL = 2 dr1 dr2 ha(r1 )a(r2 )i =
V
V
We have eliminated one of the integrals, by assuming translational
invariance: we simply choose one point as the origin. Then we
use the definition of the pair correlation
Efunction, whichDwe now
E
D
(2)
2
write c (r), to write haa(r)i = a c (2) (r), where a2 is
the average over a small distance (or the single-particle average):
it will have a value of O(1). All we need to know about c (2) (r) is
that it will decay to zero on a length scale a , so the d-dimensional
integration will yield a volume of order ad . The factor V 1 , of
course, is just Ld . Thus
E D
E
D
a2L a2 (a /L)d Ld a .
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
17
NOTES
674
We introduce a quantity a , (e.g. a heat capacity or compressibility), which should be well behaved in the thermodynamic limit.
Back to main text.
M. P. Allen 1999
17
NOTES
675
Note 7.4.5 To analyze the system-size dependence of the thirdorder cumulant, we shall need to consider the triplet correlation
function c (3) (r1 , r2 , r3 ) and integrate over three coordinates. One
of the integrations will be redundant. Thus
Z
Z
Z
D
E
3
3
a V
dr1 dr2 dr3 c (3) (r1 , r2 , r3 )
ha(r1 )a(r2 )a(r3 )i =
Z
Z
E
D
=
a3 V 2 dr12 dr13 c (3) (r12 , r13 )
This will vanish whenever any one coordinate strays outside a
range of a of the other two, so the integral can only give rise
to a value of O(a2d ). The result is
E D
E
D
a3L a3 (a /L)2d L2d a0
a0 will turn out to be another thermodynamic derivative like a .
Back to main text.
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
17
NOTES
676
a2L (a /L)2d .
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
17
NOTES
677
E
D
E2 D
E
a4L 3 a2L a4 (a /L)3d L3d a00
M. P. Allen 1999
17
NOTES
678
Note 15.2.3 We stated that the phase transition occurs when the
P(E) curve has two peaks of equal height, whereas it is surely correct to say that each phase should have equal integrated probability, which would correspond to peaks of equal area. The difference
turns out to be an ensemble correction. We have seen (eqn (1-13))
that the Helmholtz free energy measured in a constant-NV T Monte
Carlo simulation will be related to the microcanonical ensemble
entropy and energy by
q
F = S/kB E + ln 2 kB T 2 CV .
The correction term arises because we are averaging over the
energy fluctuations corresponding to the two peaks, we are not
(0)
(0)
simply constrained to the values EI and EII . Now if we set
(0)
FI
(0)
= FII
M. P. Allen 1999
17
NOTES
679
(E E (0) )2
(E E (0) )2
1
1
I
II
exp
+p
PNV T (0) (E) p exp
2k T (0) 2 C
2k T (0) 2 C
CI
CII
B
II
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
680
18 Answers to Problems
Answer 1.1 For the classical canonical ensemble % exp(H ),
we have
+
!
*
Z
Z
A
A
H /kB T
=
dp dq e
q
q
!
Z
Z
Z
eH /kB T
H /kB T
A
dp dq
=
dp Ae
q
where we integrate by parts. At the limits q we can assume
that the hamiltonian makes the first term vanish. Of course, if
q really stands for many coordinates, we are still implicitly keeping the integrations over the other components, along with the
integrals over p.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
681
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
682
at the maximum
at the maximum
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
683
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
684
A(q, p) =
q
p
dt
q
p
!
A H
A H
= (A, H ) .
=
q p
p q
= (H , H ) = 0, and moreover f(H ) = (f /H )H
=0
Hence H
for any function f (H ). Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
685
n (q)%nm m
(q0 )
%(q, q0 ) =
m n
XX
m n
*
=
XX
m n
n (q)cn (t)cm
(t)m
(q0 )
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
686
eiLt A = e H t Ae H t .
The left hand side gives
d iLt
e A = iLeiLt A = eiLt iLA .
dt
This would follow from the series expansion of the exponential,
for instance. Note how all operators commute with themselves,
and with themselves raised to any power.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
687
= e H t (i)1 [A, H ]e H t .
Inserting our definition iLA (i)1 [A, H ] we see that the left
and right sides are indeed equivalent. Since evidently
i
eiLt A = e H t Ae H t .
is true at t = 0, we conclude that it is always true. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
688
.
=
dqdpA
q p
p q
We tackle each of the two terms in parentheses in turn.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
689
B H
H
= dqB
A
dqA
q p
q
p
Z
Z
2H
A H
dqBA
.
= dqB
q p
qp
So, restoring the integration over p,
Z
Z
Z
Z
A H
B H
= dp dqB
dp dqA
q p
q p
Z
Z
2H
.
dp dqBA
qp
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
690
dqdpB
dqdpA iLB =
p q
q p
ZZ
=
dqdpB(A , H )
ZZ
=
dqdpBiLA .
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
691
dqdpBLA .
dqdpA LB =
or Tr(A LB) = Tr(BLA ). Since iL is a real operator, L is
imaginary, L = L, so Tr(A LB) = Tr(B LA) as required.
The quantum proof of this relation is easier, given a basic
familiarity with operators.
= hABi
To show hABi
we apply the above result to obtain
= Tr%AiLB = TrAiLB%
hABi
= TrB%iLA = TrB%A
= hABi
= Tr%AB
.
Notice that we mustnt be sloppy and pretend that operators commute when they might not. We only use cyclic
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
692
Tr%A(t) = Tr%e H t Ae H t
i
= Tre H t %e H t A = Tr%(t)A
where we have simply used cyclic permutation under the
trace.
Back to problem.
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
693
We know %
+ Tr%A.
(the
Answer 2.5 We write dhAi/dt as Tr%A
total derivative of %) is zero anyway, so the first term vanishes.
The second term may be written
= Tr%(A, H ) = Tr(H , %)A = Tr(%/t)A ,
Tr%A
which is zero. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
694
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
695
(e
!
eH A eH A
, A) =
q p
p q
!
H A H A
eH
=
q p
p q
H
= (A, H )eH = Ae
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
696
1
r(t) = r(t t) + tv(t 2 t)
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
697
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
698
and this can be used to eliminate the velocities from the terms in
square brackets, giving the standard Verlet equation once more.
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
699
Answer 3.2 It is easiest to start with the Euler method. For the
harmonic oscillator, the position and velocity equations give
2 x 2 (t + t) = 2 x 2 (t) + 2 t 2 v 2 (t) + 22 tx(t)v(t)
v 2 (t + t) = v 2 (t) + 2 t 2 x 2 (t) 22 tx(t)v(t) .
Multiplying by m/2 and adding gives for the energy
E(t + t) = E(t)[1 + 2 t 2 ] .
The problem with this is that it is clearly monotonically increasing,
and just second order in the timestep. Thus, the Euler method is
very poor for this kind of problem. For the velocity Verlet method,
the algebra follows a similar line, but is slightly more tedious. The
result is that the second-order terms in t cancel out, so energy
conservation is much better. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
700
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
701
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
702
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
703
Answer 4.2 This Maple exercise allowed you to iterate the transition matrix for a simple Monte Carlo scheme, and compare with
the limiting distribution obtained from the eigenvalue/eigenvector
problem. Eigenvalue 1 does indeed correspond to the Boltzmann
distribution. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
704
Answer 4.3 In this problem you were asked to prove the microscopic reversibility of the Metropolis prescription. Suppose (without loss of generality) that %n %m . Then the move n m
has probability nm = nm . This is a downhill move, selected with probability nm and accepted unconditionally. The
reverse move m n has mn = mn (%m /%n ). This is an uphill move, selected with the same probability mn = nm , but
only accepted with probability %m /%n (this can be done by picking
a random number). We see that %n mn = %m nm as required.
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
705
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
706
Answer 5.1 The incorporation of ln V sampling, and the calculation of the temperature, are illustrated in the answer program
which you can download from the Web. The T calculation is based
on
kB T h 2 V /q2 i = h(V /q)2 i
=
kB T
h(V /q)2 i
h 2 V /q2 i
(V /q)2
2 V /q2
+
.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
707
N
X
X
X
1
2V
2
=
v(r
)
+
v(r
)
kj
ik
k
q2
2
k=1
jk
ik
N X
X
2 v(r )
i=1 ji
= 2
N X
X
i=1 j>i
r =rij
2 v(r )
r =rij
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
708
d2 v(r ) 2 dv(r )
+
dr 2
r dr
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
709
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
710
Answer 6.2 This Maple exercise applied the Nos-Hoover thermostat to the simple harmonic oscillator. At low damping you
should see essentially harmonic behaviour, perturbed by the flow
of energy in to and out of the system. At high damping the behaviour becomes dramatically different, with rapid switching between branches characterized by positive and negative momentum. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
711
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
712
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
713
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
714
2
N
3
Z
0
dr r 3
dv(r ) v(r )
e
dr
This answer is exact, notwithstanding the low-density approximation for g(r ), because B2 is defined in the limit of low density.
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
715
v(k)/(1
+ v(k))
where w(k)
and v(k)
are Fourier transforms
defined in the usual way. For the special case of the Coulomb
potential v(r ) = a/r we can do the Fourier transform (carefully)
=
to give v(k)
= 4 a/k2 . Then the above equation gives w(k)
2
2
2
4 a/(k + kD ) with kD = 4 a. An inverse Fourier transform
finally yields w(r ) = exp(kD r )a/r . Thus the potential of mean
force is the screened Coulomb potential, kD is an inverse screening length, and w(r ) is (interestingly) of shorter range than v(r ).
In this system the ionic atmosphere reduces the range of correlations. All the above holds in the limit of low density; nonlinear
extensions are possible, to extend the applicability to higher density. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
716
S(k) = 1 + h(k)
R 2
2 + k2
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
717
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
718
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
Answer 8.7
and
1
F =
2
719
+
1
1
F / =
2
Back to problem.
+
1
+
1
+
1
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
720
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
721
Answer 9.2
1. The Ornstein-Zernike equation, eqns (8-18,8-19) becomes simply
Z
h(r) = f (r) + dr0 f (r0 )h(r r0 )
=
+
1 2
....
1
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
722
dr e
= 4
dr r 2
f (k) =
kr
0
r
4
=
(k cos k sin k ) .
k3
h(k)
=
and
f(k)
1 f(k)
S(k) = 1 + h(k)
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
723
S(k)
=0.1
*
=0.5
*
=0.8
*
0.5
10
15
20
25
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
724
(1 + 2 + 32 )(1 ) + 2(1 + + 2 )
3(1 )3
(
)
3 + 3 + 32 33
P
=
3(1 )3
kB T CS
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
725
Answer 9.4 My results for g(r ) are shown on the next page - the
results obtained with the repulsive part of the potential vR (r ) are
very close to those for the full potential v(r ). You may download
a small program to convert g(r ) and gR (r ) into E and P from the
course home page. Using this, from my runs (yours will be slightly
different) I get:
Method
MD using v(r ), simulation averages
From simulated g(r ) and full v(r )
From simulated gR (r ) and full v(r )
E
-3.94
-3.94
-3.77
P
1.50
1.51
2.31
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
726
3.0
rc=1.122
rc=2.5
2.5
g(r)
2.0
1.5
1.0
0.5
0.0
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
727
Answer 10.1
1. Using stationarity we see that
hA(0)A(t)i = hA(t0 )A(t0 + t)i
and we simply choose t0 = t and use the fact that classical
quantities commute.
2. The stationarity condition tells us that hA(t0 )B(t0 + t)i is
independent of t0 ; so we can differentiate with respect to t0
and we should get zero:
d
0 )B(t0 +t)i+hA(t0 )B(t
0 +t)i = 0.
hA(t0 )B(t0 +t)i = hA(t
dt0
= hA(0)B(t)i.
Note
Then we set t0 = 0 to get hA(0)B(t)i
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
728
3. We do an integration by parts
Z
Z
dCAB (t)
dt hA(0)B(t)i
=
dt
dt
0
0
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
729
Answer 10.2
1. Setting t 0 = t,
Z
Z
0
it
dt e
CAA (t) =
dt 0 eit CAA (t 0 ).
CAA () =
Since CAA (t) is even, CAA (t 0 ) = CAA (t 0 ), so this last expresAA (), i.e. C
AA () is also even. Moreover,
sion is equal to C
0
CAA (t) is real, CAA (t ) = CAA (t 0 ), so our expression is also
AA () is also real.
() i.e. C
equal to C
AA
2. Again, from the definitions, and now integrating by parts,
we see
Z
d
it
dt e
CAA (t)
CAA() =
dt
Z
it
CAA (t)
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
730
AA ()
= iC
since the | . . . | term is zero.
3. In a similar way
AA ().
AA() = 2 C
AA() = iC
C
4. The proof for Fourier-Laplace transforms is very similar, although the result contains an important difference.
Z
d
AA() =
CAA (t)
dt eit
C
dt
0
Z
dt eit (i)CAA (t)
= eit CAA (t)
0
AA ().
= CAA (0) + iC
Now the | . . . | term is not zero, but gives CAA (0) = hA2 i.
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
731
5. In a similar way
AA() = iCAA (0) 2 C
AA ()
AA() = CAA(0) + iC
C
= 0).
(notice that CAA(0) = hAAi
6. See below.
AA () at low are obtained by straightAA () and C
7. Both C
forward use of Taylor expansion about = 0:
Z
Z
it
CAA ()
=
dt
e
C
(t)
=
dt CAA (t)
AA
=0
0
and
d
d CAA ()
=0
=0
Z
it
=
dt (it)e
CAA (t)
0
=0
Z
= i
dt tCAA (t)
0
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
and
d2
AA ()
C
d2
=0
732
Z
2 it
=
dt
(it)
e
C
(t)
AA
0
=0
Z
=
dt t 2 CAA (t)
0
dt CAA (t) i
dt tCAA (t)
CAA () =
0
0
Z
2
dt t 2 CAA (t) + . . . .
2
0
AA () is treated similarly but the coefficients of odd powC
ers of vanish because CAA (t) is even in t.
8. The short-time expansion of CAA (t) is dealt with in a similar
way.
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
733
9. For the high-frequency expansion, use the short-time expansion of CAA (t)
Z
CAA () =
dt eit CAA (t)
0
Z
1 2
it
dt e
CAA (0) + t CAA (0) + . . . .
=
2
0
Now substitute = it to give
AA () =
C
1
i
Z
0
d e
1 2
CAA (0) + . . .
CAA (0)
2 2
AA (0)/i3 + . . . .
= CAA (0)/i C
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
734
Zt
0
dt
Zt
dt 0 vx (t 0 )
Zt
0
dt 00 vx (t 0 )vx (t 00 )
we see that
D
d
1
lim
h(rx (t) rx (0))2 i
2 t dt
Z
Z
d t 0 t 00
1
lim
dt
dt hvx (t 0 )vx (t 00 )i
=
2 t dt 0
0
Z
Z
d t 0 t 00
1
dt
dt hvx (0)vx (t 0 t 00 )i
lim
=
2 t dt 0
0
Z
Z 0
d t 0 t
dt
dt 00 hvx (0)vx (t 0 t 00 )i.
= lim
t dt 0
0
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
735
In this last step we have used the fact that hvx vx (t)i is even in
time, so the integrand is symmetric about the line t 0 = t 00 (see
diagram).
t"
t"
dt
Z t0
0
dt
00
00
f (t t ) =
=
Zt
0
Zt
0
dt
Z t0
d f ()
Zt
d f ()
dt 0
0
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
736
Zt
0
d (t )f ().
This was the hint. Note how we switched the order of integration
in the middle (see diagram). This gives us
Zt
d (t )f ()
h(rx (t) rx )2 i = 2
0
The second term on the right will just contribute a constant (assuming that hvx vx ()i decays faster than 1 ), while the first
term will give the dependence on t at large times. So
Z
dt hvx (0)vx (t)i .
D = kB T =
0
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
737
There is a slightly quicker route to this result, if we are not concerned to see the time-dependence coming out so explicitly:
D
d
t dt
lim
Zt
0
dt 0
Z t0
0
dt 00 f (t 0 t 00 )
Z
Z 0
d t 0 t
dt
d f ()
= lim
t dt 0
0
Zt
d f ()
= lim
t 0
Z
d f ().
=
0
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
738
Answer 10.4 The results from my runs are shown on the next
page. Yours may look slightly different. I plot Cvv (t), so the t = 0
values are not the same as each other, reflecting the different run
temperatures.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
739
2.0
gas
liquid
solid
1.5
<v(0)v(t)>
1.0
0.5
0.0
0.5
10
20
30
40
50
60
timesteps
70
80
90
100
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
740
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
741
1.5
gas
liquid
solid
velocity response
0.5
0.5
20
40
60
80
100
steps
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
742
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
743
1.0
gas
liquid
solid
0.8
1
0.6
0.05
<v(0)r(t)>
0.4
<v(0)r(t)>
<v(0)v(t)>
0.2
0.00
0
20
40
60
steps
80
100
200
400 600
steps
0.0
800 1000
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
744
10
gas
liquid
solid
<v(0)v(t)>
8
1
6
2
<r(t) >
0.05
<r(t) >
0.00
0
20
40
60
steps
80
100
200
400 600
steps
0
800 1000
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
745
E
kB T
Zt
0
dt 0 h
(t 0 )i =
E
kB T
Zt
0
(t 0 )i .
dt 0 h
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
746
fluctuations of . The formula could have been derived entirely within time-independent thermodynamic perturbation
theory. The polarizability is = hiE /E = h 2 i/kB T . This
should be familiar: atomic polarizabilities (for example) are
related to quantum mechanical electronic charge cloud fluctuations.
Now let E(t) = E cos t. By a familiar argument we obtain
at long times
Z
E
cos t
dt 0 cos t 0 h
(t 0 )i
h(t)iE =
kB T
0
Z
0
dt sin t 0 h
(t 0 )i
+ sin t
0
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
747
1
()
C (0) iC
kB T
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
748
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
749
Answer 11.1 We start by introducing the time-displacement operator for B, and permuting under the trace:
Z
AB () =
dt eit Tr eH AB(t)
C
Z
dt eit Tr eH AeitH / BeitH /
=
Z
=
dt eit Tr eitH / BeitH / eH A
i/ = it/ +
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
AB () = e
C
750
dt ei(ti)
H (it+)H /
Tr e Z e
Bei(t+)H / A
d ei Tr eH eiH / BeiH / A
= e
Z
d ei Tr eH B()A
= e
as required. A mathematician would cringe, of course, at our complete faith in things being analytic and well-behaved. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
751
it
CAA ()
d e
= CAA
(t)
=
2
as required. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
752
BA (t) =
=
=
=
=
=
=
n
n
n
o
(i)1 Tr%AB(t) %B(t)A
(i)1 Tr % A B(t) % B(t) A
(i)1 Tr % B(t) A % A B(t)
(i)1 Tr %B(t)A %AB(t)
(i)1 Tr %AB(t) %B(t)A = BA (t)
so BA is real.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
753
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
754
cl
dt eit CAA
()
Z
1
cl
d ei CAA
()
= e 2
= e
2
cl (),
C
AA
cl
(t) is real and
assuming analytic behaviour. Hence, assuming CAA
cl
CAA () satisfying
even, as is CAA (), we have CAA () = e
detailed balance. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
755
Answer 11.5 We can start with the formal solution of the Langevin
equation
A(t) = A(0)et/tA + et/tA
Zt
0
dt 0 et
0 /t
A
0 ).
A(t
0 )i = 0 for t 0 >
Multiply by A(0) and average, noting that hAA(t
2
t/t
A . Back to problem.
0, so directly hAA(t)i = hA ie
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
756
Answer 11.6 This time square both sides and average. Again
0 )i = 0 for t 0 > 0, so
hAA(t
hA(t)2 i = hA2 ie2t/tA
Zt
Zt
0
00
2t/tA
0
0 )A(t
00 )i .
+e
dt
dt 00 e(t +t )/tA hA(t
0
t 00
= e
2t/tA
hA i + tA
Zt
0
dt
(2tt )/tA
t /tA
!
A(t
)i
hA
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
757
This becomes
2
hA i =
tA
+e
Zt
0
!
t /tA
dt e
2t/tA
A(t
)i
hA
hA(0) i tA
Zt
0
!
t /tA
dt e
A(t
)i
hA
Zt
or
1
tA
2 1
= hA i
A(t
)i
dt et /tA hA
Z
0
dt et/tA hA(0)
A(t)i
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
758
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
759
= 0
Answer 12.2 Because i = hA2 i1 hAAiA(t)
and hAAi
for a single variable A. Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
760
iLe
QiLt
= QiLe
+ iL
= iL eQiLt +
Zt
Zt
0
dt 0 eiL(tt ) PiLeQiLt
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
761
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
762
XX
i(k+k0 )r0
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
763
Answer 12.6
Setting = 1/2 2 , we can see that
Z
Z
1
2
2m x 2
x e
dx =
x 2m1 d ex
2
Z
1
2
(2m 1)x 2m2 ex dx
=
2
But
hx i =
=
Z
2
x 2 ex dx
1
= 2.
2
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
764
We can use the series expansion to get this; note that odd
powers vanish on averaging:
+ *
+
*
X (ix)n
X (ix)2m
ix
=
he i =
n!
(2m)!
n=0
m=0
=
X
(1)m hx 2m i
(2m)!
m=0
X
(1)m 1 3 5 . . . (2m 1)hx 2 im
1 2 3 . . . (2m 1) (2m)
m=0
=
=
(1)m hx 2 im
2 4 . . . (2m)
m=0
X
( 12 )m hx 2 im
m=0
m!
1
= exp hx 2 i
2
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
765
At long times h|r(t)r(0)|2 i 6Dt, so Is (k, t) exp k2 Dt
and the spatial Fourier transform of this is
Gs (r, t) (4 Dt)3/2 exp r 2 /4Dt .
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
766
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
767
Hence
d2
hi (k, 0)i (k, t)i
dt 2
i (k, t)i
i (k, 0)
= h
D
E
2
i (t)eik(xi (t)xi (0))
i (0)x
= k x
Is (k, t) =
i (0)x
i (t)i
k2 hx
the last step holding as k 0.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
768
Back to problem.
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
769
(k, t) =
p
X
i
= ik
ik
ri pi exp(ikri ) +
X pi pi
i
mi
i exp(ikri )
p
exp(ikri ) +
fi exp(ikri )
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
770
=
=
XX
fji exp(ikrj )
1 XX
fij exp(ikri ) exp(ikrj ) .
2 i j
fi exp(ikri ) =
h
i
1 XX
fij exp(ikri ) 1 exp(ikrij ) .
2 i j
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
771
X pi pi
i
mi
exp(ikri )
"
#
1 exp(ikrij )
1 XX
fij exp(ikri )
+
2 i j
ik
and in the limit k 0, this becomes
X pi pi
1 XX
+
rij fij .
P (k, t) =
mi
2 i j
i
This is the pressure or stress tensor. Back to problem.
Statistical Mechanics and Molecular Simulation
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
772
Answer 12.9
1. Directly from the definition we see that (k2 /m)(k, ) is
the (Fourier-Laplace transformed) memory function for transverse momentum.
2. From the definition
(k, 0)p
(k, t)i
c (k, t) = (NmkB T )1 hp
(k, 0)p
(k, t)i
c (k, t) = (NmkB T )1 hp
= k2 (NmkB T )1 hP (k, 0)P (k, t)i
=
k2 G
C (k, t)
m
c () = 2 c () ic (0) = 2 c () i
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
773
k2 G
C (k, ) = 2 c (k, ) i
m
=
2
i .
i + (k2 /m)(k, )
This rearranges to
(k, ) =
(k, )
iGC
.
(k, )
i (k2 /m)GC
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
and hence
FV
hPxy (t)iA =
kB T
774
Z
0
dt
M. P. Allen 1999
18
ANSWERS TO PROBLEMS
775
Answer 15.1 This Maple exercise investigated energy distributions around a first-order phase transitions. You were simply required to experiment with the parameters. Back to problem.
M. P. Allen 1999
REFERENCES
776
References
R. Agrawal and D. A. Kofke. Thermodynamic and structural properties of model systems at solid-fluid coexistence. II. melting and
sublimation of the Lennard-Jones system. Molec. Phys., 85:43
59, 1995a. 629, 630
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