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PHYSICAL REVIEW E 81, 036705 2010

Bulgac-Kusnezov-Nosé-Hoover thermostats
Alessandro Sergi*
School of Physics, University of KwaZulu-Natal, Pietermaritzburg, Private Bag X01 Scottsville, 3209 Pietermaritzburg, South Africa

Gregory S. Ezra†
Department of Chemistry and Chemical Biology, Baker Laboratory, Cornell University, Ithaca, New York 14853, USA Received 3 February 2010; published 19 March 2010 In this paper, we formulate Bulgac-Kusnezov constant temperature dynamics in phase space by means of non-Hamiltonian brackets. Two generalized versions of the dynamics are similarly defined, one where the Bulgac-Kusnezov demons are globally controlled by means of a single additional Nosé variable, and another where each demon is coupled to an independent Nosé-Hoover thermostat. Numerically stable and efficient measure-preserving time-reversible algorithms are derived in a systematic way for each case. The chaotic properties of the different phase space flows are numerically illustrated through the paradigmatic example of the one-dimensional harmonic oscillator. It is found that, while the simple Bulgac-Kusnezov thermostat is apparently not ergodic, both of the Nosé-Hoover controlled dynamics sample the canonical distribution correctly. DOI: 10.1103/PhysRevE.81.036705 I. INTRODUCTION PACS number s : 05.10. a, 05.20.Jj, 05.45.Pq, 65.20.De

In condensed matter studies, there are many situations in which molecular dynamics simulation at constant temperature 1–3 is needed. For example, this occurs when magnetic systems are modeled in terms of classical spins 4–7 . Deterministic methods 8–10 , based on non-Hamiltonian dynamics 11–19 , can sample the canonical distribution provided that the motion in the phase space of the relevant degrees of freedom is ergodic 1,3 . However, classical spin systems are usually formulated in terms of noncanonical variables 20,21 , without a kinetic energy expressed through momenta in phase space, so that Nosé dynamics cannot be applied directly. To tackle this problem, Bulgac and Kusnezov BK introduced a deterministic constant-temperature dynamics 22–24 , which can be applied to spins. A number of numerical approaches to integration of spin dynamics can be found in the literature 25–28 . However, BK dynamics, as any other deterministic canonical phase space flow, is able to correctly sample the canonical distribution only if the motion in phase space is ergodic on the timescale of the simulation. In general, this condition is very difficult to check for statistical systems with many degrees of freedom, while it is known that, despite its simplicity, the one-dimensional harmonic oscillator provides a difficult and important challenge for deterministic thermostatting methods 9,29–31 . In this paper, we accomplish two goals. First, by reformulating BK dynamics through non-Hamiltonian brackets 14,15 in phase space, we introduce two generalized versions of the BK time evolution which are able to sample the canonical distribution for a stiff harmonic system. Second, using a recently introduced approach based on the geometry of non-Hamiltonian phase space 19 , we are able to derive stable and efficient measure-preserving and time-reversible algorithms in a systematic way for all the phase space flows treated here.

The BK phase space flow introduces temperature control by means of fictitious coordinates and their associated momenta in an extended phase space traditionally called “demons.” Our generalizations of the BK dynamics are obtained by controlling the BK demons themselves by means of additional Nosé-type variables 8 . In one case, the BK demons are controlled globally by means of a single additional NoséHoover thermostat 8,9 . In the following this will be referred to as Bulgac-Kusnezov-Nosé-Hoover BKNH dynamics. In the second case, each demon is coupled to an independent Nosé-Hoover thermostat. This will be called the Bulgac-Kusnezov-Nosé-Hoover chain BKNHC , and corresponds to “massive” NH thermostatting of the demon variables 32 . The ability to derive numerically stable measurepreserving time-reversible algorithms 19 for Nosé controlled BK dynamics is very encouraging for future applications to thermostatted spin systems. This paper is organized as follows. In Sec. II, we briefly sketch the unified formalism for non-Hamiltonian phase space flows and measure-preserving integration. The BK dynamics is formulated in phase space and a measurepreserving integration algorithm is derived in Sec. III. The BKNH and BKNH-chain thermostats are treated in Secs. IV and V, respectively. Numerical results for the onedimensional harmonic oscillator using these thermostats are presented and discussed in Sec. VI. Section VII reports our conclusions. In addition we include several appendices. A useful operator formula is derived in Appendix A, while invariant measures for the BK, BKNH, and BKNHC phase space flows are derived in Appendices B–D, respectively.
II. NON-HAMILTONIAN BRACKETS AND MEASUREPRESERVING ALGORITHMS

*sergi@ukzn.ac.za

gse1@cornell.edu

Consider an arbitrary system admitting a timeindependent extended Hamiltonian expressed in terms of the phase space coordinates xi, i = 1 , . . . , 2N. In this case, the Hamiltonian can be interpreted as the conserved energy of the system.
©2010 The American Physical Society

1539-3755/2010/81 3 /036705 14

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2N

Upon introducing an antisymmetric tensor field generalized Poisson tensor 21,33 in phase space, B x = −BT x , one can define non-Hamiltonian brackets 14–16 as
2n

=
i,j=1

Bij H , xi x j

7

a,b =
i,j=1

a b Bij , xi xj

1

the statistical mechanics must be formulated in terms of a modified phase space measure 12–18 ¯ = e−w x where = dx1 ∧ dx2 ∧ . . . ∧ dx2N 9 8

where a = a x and b = b x are two arbitrary phase space functions. The bracket defined in Eq. 1 is classified as nonHamiltonian 14–16 since, in general, it does not obey the Jacobi relation, i.e., in general the Jacobiator J 0, where 21 J = a, b,c + b, c,a + c, a,b , 2

is the standard phase space volume element volume form 35 and the statistical weight w x is defined by dw = dt x . 10

with c = c x arbitrary phase space function in addition to the functions a and b, previously introduced . If J 0, the tensor Bij is said to define an “almost-Poisson” structure 34 such systems have also been called “pseudo-Hamiltonian” 33 . An energy conserving and in general non-Hamiltonian phase space flow is then defined by the vector field
2N

It has been shown that, provided the condition e−w x Bij = 0, i = 1, . . . 2N 11

xj is satisfied, then

˙ xi = xi,H =
j=1

Bij

H , xj

3

L ¯ =0

for every

,

12

where conservation of H x follows directly from the antisymmetry of Bij. It has previously been shown how equilibrium statistical mechanics can be comprehensively formulated within this framework 16 . It is also possible to recast the above formalism and the corresponding statistical mechanics in the language of differential forms 17,18 . If the matrix B is invertible this is true for all the cases considered here , with inverse ij, we can define the 2-form 35 1 = 2
ijdx i

so that the volume element ¯ is invariant under each of the L 19 . The condition 11 is satisfied for all the cases considered below, so that, exploiting the decomposition in Eq. 6 , algorithms derived by means of a symmetric Trotter factorization of the Liouville propagator:
ns−1 ns−1

exp L =
=1

exp

2

L

exp exp Lnx

exp
=1

2

L ns− 13

are not only time-reversible but also measure preserving. ∧ dx .
j

4
III. PHASE SPACE FORMULATION OF THE BK THERMOSTAT

The dynamics of Eq. 3 is then Hamiltonian if and only if the form Eq. 4 is closed, i.e., has zero exterior derivative, d = 0 35 . This condition is independent of the particular system of coordinates used to describe the dynamics. The structure of Eq. 3 can be taken as the starting point for derivation of efficient time-reversible integration algorithms that also preserve the appropriate measure in phase space 19 . Measure-preserving algorithms can be derived upon introducing a splitting of the Hamiltonian
ns

A phase space formulation of the BK thermostat can be achieved upon introducing the Hamiltonian HBK = K1 p p2 K2 p +V q + + + k BT 2m m m =H q,p + K1 p K2 p + + k BT m m + + 14a

,

14b

H=
=1

H ,

5

which in turn induces a splitting of the Liouville operator associated with the non-Hamiltonian bracket in Eq. 1 ,
2N

L xi = xi,H

=
j=1

Bij

H . xj

6

When the phase space flow has a nonzero compressibility

where q , p are the physical degrees of freedom coordinates and momenta , with mass m, to be simulated at constant temperature T, while and are the BK ‘demons’, with corresponding inertial parameters m and m , and associated momenta p , p 22–24 . K1 and K2 provide the kinetic energy of demon variables, and for the moment are left arbitrary. Upon defining the phase space point as x = q , , , p , p , p = x1 , x2 , x3 , x4 , x5 , x6 , one can introduce an antisymmetric BK tensor field as

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0 0 0 BBK = −1 0 G2

0 0 0 0 G1 − p 0 −

0 0 0 0 0 G2 q

1 0 0 0 G1 0

0 G1 p 0 − G1 0 0

− G2 0 G2 q 0 0 0

LBK = − 1

V V + G2 , q p q p p p + G1 , m q m p G1 , p p G2 , q p − G1 K1 , m p p .

18a

LBK = 2 , 15

18b

LBK = − kBT 3

18c

LBK = − kBT 4 1 G1 K1 m p p

18d

where G1 and G2 are functions of system variables p , q only. Substituting BBK and HBK into Eq. 3 , we obtain the energy-conserving equations ˙ q= H G2 q,p − p m K2 , p 16a 16b 16c K1 , p 16d 16e 16f

LBK = 5

18e

LBK = − 6

1 G2 K2 G2 K2 + m p q m q p

18f

˙ = 1 G1 K1 , m p p ˙ = 1 G2 K2 , m q p ˙ p=− H G1 q,p − q m

Upon choosing a symmetric Trotter factorization of the BK Liouville operator based on the decomposition
8

L

BK

=
=1

LBK

19

˙ p = G1 ˙ p = G2

G1 H , − k BT p p G2 H . − k BT q q

a measure-preserving algorithm can be produced in full generality. In practice, a choice of K1, K2, G1, and G2 must be made in order obtain explicit formulas. In this paper, we make the following simple choices: G1 = p, G2 = q, K1 = p2 , 2 p2 . 2 20a 20b

The associated invariant measure for the BK flow is discussed in Appendix B.
Algorithm for BK dynamics

20c

In order to derive a measure preserving algorithms, the first step, following Eq. 5 , is to introduce a splitting of HBK: HBK = V q , 1 HBK = 2 p2 , 2m 17a 17b 17c 17d 17e ˜ BBK = K2 =

20d

In terms of Eqs. 20a – 20d , the antisymmetric BK tensor becomes 0 0 0 −1 0 q 0 0 0 0 −1 0 0 0 0 0 0 1 0 0 p 0 1 0 0 0 −q 0 1 0 0 0 , 21

HBK = kBT , 3 HBK = kBT , 4 HBK = 5 HBK = 6 K1 p , m K2 p . m

0 −p

−1 0

17f

and the Hamiltonian reads p2 p2 ˜ HBK = H q,p + + + k BT 2m 2m + . 22

A measure-preserving splitting of the Liouville operator then follows from Eq. 6 :
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The split Liouville operators now simplify as follows: V ˜ BK = − V L1 +q , q p q p p2 ˜ BK = p + , L2 m q m p ˜ BK = − k T L3 B , 23a

Using the so-called direct translation technique 36 we can expand the above symmetric breakup of the Liouville operator into a pseudocode form, ready to be implemented on the computer: q i p → q+ p 4m

23b

BK :UB

p

23c

→ p + Fp 4 p 2m p 2m

4

,

˜ BK = − k T L4 B ˜ BK = p L5 m

p

,
2

23d

p → p exp − q → q exp −

p p p + p m m +

p

,

23e

ii → →

p + 2m + p 2m p 4m

BK :UC

2

,

˜ BK = − p q + p L6 q m m

p2 . m p

23f

For the purposes of defining an efficient integration algorithm, we combine commuting Liouville operators as follows: iii
BK LA

q p

→ q+

BK :UB

˜ BK + ˜ BK = F q L1 L4

p

+ Fp

p

,

24a

→ p + Fp 4 → p+ F → p + Fp → q+ → + p 4m p 4m
BK :UB

4

,

BK LB

˜ BK + ˜ BK = p + Fp L2 L3 , p m q + p m

24b

iv

p p

BK :UA

,

BK LC

˜ BK + ˜ BK = − p p − p q + p L5 L6 p m q m m

, q 24c v

where F q = − V/ q, Fp = q V − kBT, q 25a

4

,

p 25b

→ p + Fp 4 p 2m p 2m

Fp = Defining UBK

p2 − kBT. m

p → p exp − 25c q → q exp − vi 26 → → p + 2m + p 2m

BK :UC

2

,

= exp ˜ BK , L

= A , B , C, one possible reversible measurewhere preserving integration algorithm for the BK thermostat is then U
BK BK = UB

4

BK UC

2

BK UB

4

BK UA

q vii 27 p

→ q+

p 4m

BK :UB

BK UB

4

BK UC

2

BK UB

4

.

→ p + Fp 4

4

.

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PHYSICAL REVIEW E 81, 036705 2010 Algorithm for BKNH dynamics

The BKNH Hamiltonian H
BKNH

The Hamiltonian can be split as HBKNH = V q , 1 HBKNH = 2 p2 , 2m 31a 31b 31c 31d 31e

p2 K1 p K2 p = H q,p + + + m m 2m + k BT + + 2kBT 28

is simply the BK Hamiltonian augmented by the Nosé variables , p with mass m . With the antisymmetric BKNH tensor ℬ
BKNH

HBKNH = kBT , 3 HBKNH = kBT , 4 HBKNH = 5 HBKNH = 6 K1 p , m K2 p , m p2 , 2m

0 0 0 = 0 −1 0 G2 0 −

0 0 0 0 0 G1 p 0 0 −

0 0 0 0 0 0 G2 q 0

0 0 0 0 0 0 0 −1

1 0 0 0 0 G1 0 0

0 G1 p 0 0 − G1 0 0 p

− G2 0 G2 q 0 0 0 0 p

0 0

31f

0 1 0 −p −p 0 29 yields LBKNH = − 1 ,

HBKNH = 7

31g 31h

HBKNH = 2kBT , 8

The measure-preserving splitting 19 of the Liouville operator L = BBKNH ij HBKNH , xi xj 32

we obtain from Eq. 3 equations of motion for the phase space variables x = q , , , , p , p , p , p = x1 , x2 , x3 , x4 , x5 , x6 , x7 , x8 : ˙ q= H G2 q,p − p m K2 , p 30a 30b

V V + G2 , q p q p p p + G1 , m q m p G1 , p p G2 , q p K1 , p p

33a

LBKNH = 2

33b

˙ = 1 G1 K1 , m p p ˙ = 1 G2 K2 , m q p p ˙= , m H G1 q,p ˙ − p=− q m K1 , p

LBKNH = − kBT 3 30c LBKNH = − kBT 4 30d 30e 30f LBKNH = − 6 30g 30h LBKNH = 7 p m LBKNH = 5 1 G1 K1 m p p −

33c

33d

p G1 K1 + m p p m

G1 H p ˙ −p − k BT , p = G1 p m p ˙ p = G2 ˙ p = p m G2 H p −p − k BT , q m q K1 p + p m K2 − 2kBT. p

33e 1 G2 K2 G2 K2 + m p q m q p + p m K2 , p p 33f − p p p p − , p p m m . 33g

Here, a single Nosé variable is coupled to both of the BK demons and . The associated invariant measure is discussed in Appendix C.
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p

33h

ALESSANDRO SERGI AND GREGORY S. EZRA

PHYSICAL REVIEW E 81, 036705 2010

At this stage, we leave the general formulation and adopt the particular choice of K1, K2, G1, and G2 given in Eq. 20 . The antisymmetric BKNH tensor becomes 0 0 0 ˜ BBKNH = 0 −1 0 q 0 0 0 0 0 0 −1 0 0 0 0 0 0 0 0 −1 0 0 0 0 0 0 0 0 1 0 0 0 p 0 0 1 0 0 0 0 p −q 0 1 0 0 0 0 p 0 0 0 1 0 −p −p 0 34 and the Hamiltonian simplifies to
2 2 2 ˜ BKNH = H q,p + p + p + p + k T H B 2m 2m 2m

˜ BKNH LB
BKNH LC

˜ BKNH + ˜ BKNH = p + Fp L2 L3 p m q

37b

˜ BKNH + ˜ BKNH + ˜ BKNH L5 L6 L8 =− p p p p − q + p m q m m + p m + Fp p , 37c

0 −p

, where F q =− V , q

38a

−1 0

Fp = q + + 2 BT . 35

V − kBT, q

38b

Fp =

p2 − kBT, m

38c

The split Liouville operators are now V ˜ BKNH = − V +q , L1 q p q p p2 ˜ BKNH = p + , L2 m q m p ˜ BKNH = − k T L3 B , 36a

Fp =

p2 p2 + − 2kBT. m m

38d

In LA there appears an operator with the form Li = − pk p i + F pi mk pi , 39

36b

p

36c

where k , i = , for LA. The action of the propagator associated with this operator on pi is derived in Appendix A, and is given by e Li p i = p ie −
pk/mk

+ F pie −

pk/2mk

˜ BKNH = − k T L4 B ˜ BKNH = p L5 m

p

,

36d The apparently singular function 36e pk 2mk
−1

pk 2mk

−1

sinh

pk . 2mk 40

p2 p − p + , p m p m + p2 , m p

sinh

pk 2mk

41

˜ BKNH = − p q + p L6 q m m ˜ BKNH = p L7 m −

36f

p p p − p , p p m m .

36g

is in fact well behaved as pk → 0, and can be expanded in a Maclaurin series to suitably high order 37 . In our implementation we used an eighth order expansion. The propagators for the BKNH dynamics can now be defined as UBKNH = exp ˜ BKNH , L 42

˜ BKNH = − 2k T L8 B

p

36h

For the purposes of defining an efficient integration algorithm, we combine commuting Liouville operators as follows:
BKNH LA

= A , B , C. One possible reversible measurewhere preserving integration algorithm for the BKNH thermostat can then be derived from the following Trotter factorization: U
BKNH BKNH = UB

4

BKNH UC

2

BKNH UB

4

BKNH UA

˜ BKNH + ˜ BKNH + ˜ BKNH L4 L7 L1 =F q p + p m p p − p + − p + Fp p m m p 37a

BKNH UB

4

BKNH UC

2

BKNH UB

4

.

43

The direct translation technique gives the following pseudocode:

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q i p p q ii

→ q+

p 4m

p
BKNH :UB

→ p exp − → q exp − → → + + p 2m p 2m

→ p + Fp 4 → p exp − → q exp − → → + + p 2m p 2m p 2m p 2m

4

, q vi

p 2m p 2m
BKNH :UC

2

,

BKNH :UC

2

,

p

→ p + Fp 2 p 4m

q vii p

→ q+

p

→ p + Fp 2 q → q+ p 4m

BKNH :UB

→ p + Fp 4

4

.

iii p p p iv p

BKNH :UB

→ p + Fp 4 → p+ F q → p + Fp → + p m p m

4

,

V. BULGAC-KUSNEZOV-NOSÉ-HOOVER CHAIN

BKNH :UA

,

For simplicity, we explicitly treat only the case, in which the p and p demons are each coupled to a standard NoséHoover thermostat length one . It would be straightforward to couple each of the demons to NH chains 32 , and the general case can be easily inferred from what follows. Define the Hamiltonian HBKNHC = H q,p + + k BT p2 p2 K1 p K2 p + + + m m 2m 2m + . 44

→ p exp − p → q+ 4m → p + Fp 4

+ +

q v p

BKNH :UB

4

,

Upon defining the phase space point x = q , , , , , p , and the p , p , p , p = x1 , x2 , x3 , x4 , x5 , x6 , x7 , x8 , x9 , x10 antisymmetric BKNHC tensor

0 0 0 0 BBKNHC = 0 −1 0 G2 0 0 −

0 0 0 0 0 0 G1 p 0 0 0 −

0 0 0 0 0 0 0 G2 q 0 0

0 0 0 0 0 0 0 0 −1 0

0 0 0 0 0 0 0 0 0 −1

1 0 0 0 0 0 G1 0 0 0

0 G1 p 0 0 0 − G1 0 0 p 0

− G2 0 G2 q 0 0 0 0 0 0 p

0 0 0 1 0 0 −p 0 0 0

0 0 0 0 1 0 0 −p 0 0 , 45

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associated non-Hamiltonian equations of motion are HBKNHC xj

˜ BBKNHC 0 46 0 0 0 = 0 −1 0 q 0 47a 0 0 0 0 0 0 0 −1 0 0 0 0 0 0 0 0 0 0 −1 0 0 0 0 0 0 0 0 0 0 −1 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 p 0 0 0 1 0 0 0 0 0 p 0 −q 0 1 0 0 0 0 0 0 p 0 0 0 1 0 0 −p 0 0 0 0 0 0 0 1 0 0 −p 0 0 49 ,

˙ xi =

BBKNHC ij

with i = 1 , . . . , 10.
Algorithm for BKNHC chain dynamics

0 −p

Splitting the BKNHC chain Hamiltonian as HBKNHC = V q , 1 p , 2m
2

−1 0

HBKNHC = 2

47b

the Hamiltonian p2 p2 p2 p2 ˜ + + + HBKNHC = H q,p + 2m 2m 2m 2m

HBKNHC = kBT , 3 HBKNHC = kBT 4

47c

+ k BT

+ +

+

50

and associated Liouville operators , 47d V ˜ BKNHC = − V +q , L1 q p q p p2 ˜ BKNHC = p + , L2 m q m p ˜ BKNHC = − k T L3 B 47f ˜ BKNHC = − k T L4 B 47g ˜ BKNHC = p L5 m − p , 51d 51e 51f 51g 51h 51i 51j p , 51a 51b 51c

HBKNHC = 5

K1 p , m

47e

K2 p , HBKNHC = 6 m

HBKNHC = 7

p2 , 2m

p2 p p + , p m p m + p2 , m p

HBKNHC = kBT , 8 p2 HBKNHC = , 9 2m

47h

˜ BKNHC = − p q + p L6 q m m ˜ BKNHC = p L7 m −

p p , p m p ,

47i

˜ BKNHC = − k T L8 B ˜ BKNHC = p L9 m −

BKNHC = k BT , H10

47j

p p , p m p .

we obtain the corresponding measure-preserving splitting of the Liouville operator HBKNHC . xi xj

˜ BKNHC = − k T L10 B

We combine commuting Liouville operators as follows: L = BBKNHC ij 48
BKNHC LA

˜ BKNHC + ˜ BKNHC + ˜ BKNHC L4 L9 L1 =F q p + p m + − p p + Fp m p , 52a

At this stage we go directly to Eq. 20 . The antisymmetric Nosé-Hoover-Bulgac-Kusnezov tensor becomes
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BKNHC LB

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˜ BKNHC + ˜ BKNHC + ˜ BKNHC L2 L3 L7 p p + = m q m p + − p + Fp m p , 52b

Li = −

pk p i + F pi mk

pi

,

54

where k , i = , for LA and k , i = , for LB. Again following the derivation in Appendix A, we find e Li p i = p ie −
pk/mk

BKNHC LC

˜ BKNHC + ˜ BKNHC + ˜ BKNHC + ˜ BKNHC L8 L10 L5 L6 =− + p p p p − q + p m q m m p m + Fp p + Fp V , q p , 52c

+ F pie −

pk/2mk

pk 2mk

−1

sinh

pk . 2mk 55

where F q =− Fp = q Fp =

The function 2mk −1sinh order expansion 37 . The propagators UBKNHC

pk

pk 2mk

is treated through an eighth

53a 53b 53c 53d

= exp ˜ BKNHC , L

56

V − kBT, q

with = A , B , C can now be introduced. One possible reversible measure-preserving integration algorithm for the BKNHC chain thermostat is then U
BKNHC BKNHC = UB

p2 − kBT, m

p2 Fp = − kBT, m p2 − kBT. Fp = m Both in the form
BKNHC LA

4

BKNHC UC

2

BKNHC UB

4

BKNHC UA BKNHC UB BKNHC UC BKNHC UB

4

2

4

. 57

53e

and

BKNHC LB

there appears an operator with

In pseudocode form, we have the resulting integration algorithm:

q i p

→ q+ → +

p 4m p 4m
/4 p /m BKNHC :UB

4

,

→ p e−

+ F p e− 4

/4 p /2m

p 4 2m

−1

sinh

p 4 2m

p q

→ p exp − → q exp − → + p 2m

p 2m p 2m

ii → p p

p + 2m

BKNHC :UC

2

,

→ p + Fp 2 → p + Fp 2
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q iii p

→ q+ → +

p 4m p 4m
/4 p /m BKNHC :UB

4

,

→ p e− p

+ F p e− 4

/4 p /2m

p 4 2m

−1

sinh

p 4 2m

→ p+ F → + p m
p /m BKNHC :UA

iv p

,

→ p e− p 4m p 4m

+ F p e−

p /2m

p 2m

−1

sinh

p 2m

q v p

→ q+ → +

BKNHC :UB

4

,

→ p e−

/4 p /m

+ F p e− 4 p q

/4 p /2m

p 4 2m

−1

sinh

p 4 2m

→ p exp − → q exp − → + p 2m

p 2m p 2m

vi → p p p 4m p 4m
/4 p /m

p + 2m

BKNHC :UC

2

,

→ p + Fp 2 → p + Fp 2

q vii p

→ q+ → +

BKNHC :UB

4

.

→ p e−

+ F p e− 4

/4 p /2m

p 4 2m

−1

sinh

p 4 2m

VI. NUMERICAL RESULTS

In its simplicity, the dynamics of a harmonic mode in one dimension is a paradigmatic example for checking the chaotic ergodic properties of constant-temperature phase space flows and the correct sampling of the canonical distribution. It is well known that it is necessary to generalize basic Nosé-

Hoover dynamics 1,8,9 to thermostats such as the NoséHoover chain 32,37 in order to produce correct constanttemperature averages for systems such as the harmonic oscillator. Some time ago, BK dynamics was devised to provide a deterministic thermostat for systems such as classical spins

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BULGAC-KUSNEZOV-NOSé-HOOVER THERMOSTATS
0.08
1.04 1.03 H
BKNH

PHYSICAL REVIEW E 81, 036705 2010

H

BKNHC

0.06 0.04 0.02 0 P

1.02 1.01 1 0 500

4 3 2 1 0 -1 -2 -3 -4 -4-3-2-1 0 1 2 3 4 q

H

H

BK

1000 1500 2000 2500 t

0 0.5 1 1.5 2 2.5 3 3.5 4 r

FIG. 1. Comparison of the total extended Hamiltonian versus time normalized with respect to its value at t = 0 for the harmonic oscillator undergoing simple Bulgac-Kusnezov dynamics HBK , NH controlled Bulgac-Kusnezov dynamics HBKNH , and BulgacKusnezov-Nosé-Hoover chain dynamics HBKNHC . Two curves have been displaced vertically for clarity. The time-reversible measure-preserving algorithms developed in this paper conserve the extended Hamiltonian to high accuracy in all three cases.

FIG. 2. Radial phase space probability for a harmonic oscillator under Bulgac-Kusnezov dynamics. The continuous line shows the theoretical value while the black bullets display the numerical results. The inset displays a plot of the phase space distribution of points along the single trajectory used to compute the radial probability.

23,24 . To ensure efficient thermostatting, BK found it necessary to introduce several demons per thermostatted degree of freedom, where each demon was taken to have a different and in principle complicated coupling to the system degree of freedom 23,24 . In the present work, we keep the form of the system-thermostat coupling as simple as possible, in order to facilitate the formulation of explicit, reversible and measure-preserving integrators 19 . It is then of interest to investigate the ability of our BK-type thermostats to produce the correct canonical sampling in the case of the harmonic oscillator. Interest in harmonic modes is also justified by the possibility of devising models of condensed matter systems in terms of coupled spins and harmonic modes, as already done in quantum dynamics with so-called spin-boson models 38 . We therefore investigate the performance of our integration schemes on the simple one-dimensional harmonic oscillator. For the particular calculations reported here, the oscillator angular frequency, all masses and kBT were taken to be unity. The time step in all cases was = 0.0025, and all runs were calculated for 106 time steps, starting from the same initial conditions: harmonic oscillator coordinate q = 0.3, all other phase space variables zero at t = 0. The measure-preserving algorithms derived here result in stable numerical integration for all the three cases treated: BK, BKNH, and BKNHC chain dynamics. Figure 1 shows the three extended Hamiltonians normalized by their respective initial time value versus time. All three Hamiltonians are numerically conserved by the corresponding measurepreserving algorithm to very high accuracy which is maintained in all the three cases . However, the basic BK phase space flow is not capable of producing the correct canonical sampling for a harmonic mode. This can be easily checked since the canonical distribution function of the harmonic oscillator is isotropic in phase space and its radial dependence can be calculated exactly. Details of this way of visualizing the phase space sampling have already been given in 14,15 . Figure 2, displaying the comparison between the theoretical and the calculated value of the radial probability in phase space,

clearly shows that the BK dynamics is not able to produce canonical sampling. A look at the inset of Fig. 2, showing the phase space distribution for the harmonic mode, also immediately shows that the dynamics is not ergodic. The same analysis has been carried out for BKNH and BKNHC phase space flows, and these are displayed in Figs. 3 and 4, respectively. Within numerical errors, both BKNH and BKNHC thermostats are able to produce the correct canonical distribution for the stiff harmonic modes. Introduction of a single, global Nosé-type variable in the BKNH thermostat effectively introduces additional coupling between the two demon variables. The effectiveness of the BKNH thermostat is consistent with our findings results not discussed here that introduction of explicit coupling between demons in BK thermostat dynamics also leads to efficient thermostatting of the harmonic oscillator.
VII. CONCLUSIONS

We have formulated Bulgac-Kusnezov 23,24 , NoséHoover controlled Bulgac-Kusnezov, and Bulgac-KusnezovNosé-Hoover chain thermostats in phase space by means of
0.08 0.06 0.04 0.02 0 0 0.5 1 1.5 2 2.5 3 3.5 4 r P
p 4 3 2 1 0 -1 -2 -3 -4 -4-3-2-1 0 1 2 3 4 q

FIG. 3. Radial phase space probability for a harmonic oscillator under Nosé-Hoover controlled Bulgac-Kusnezov dynamics. The continuous line shows the theoretical value while the black bullets display the numerical results. The inset displays a plot of the phase space distribution of points along the single trajectory used to compute the radial probability.

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p

ALESSANDRO SERGI AND GREGORY S. EZRA
0.08 0.06 0.04 0.02 0 0 0.5 1 1.5 2 2.5 3 3.5 4 r P
p

PHYSICAL REVIEW E 81, 036705 2010

4 3 2 1 0 -1 -2 -3 -4 -4-3-2-1 0 1 2 3 4 q

pi

exp

pk p i + F pi mk

pi

pi ,

A3a

=pie−

pk/mk

+

mk F p 1 − e− pk i

pk/mk

,

A3b

sinh =pie−
pk/mk

+ F pie −

pk/2mk

FIG. 4. Radial phase space probability for a harmonic oscillator under Bulgac-Kusnezov-Nosé-Hoover chain dynamics. The continuous line shows the theoretical value while the black bullets display the numerical results. The inset displays a plot of the phase space distribution of points along the single trajectory used to compute the radial probability.

pk 2mk . pk 2mk

A3c

APPENDIX B: INVARIANT MEASURE OF THE BK PHASE SPACE FLOWS

The phase space compressibility of the phase space BK thermostat is
BK =

non-Hamiltonian brackets 14,15 . We have derived timereversible measure-preserving algorithms 19 for these three cases and showed that additional control by a single NoséHoover thermostat or independent Nosé-Hoover thermostats is necessary to produce the correct canonical distribution for a stiff harmonic mode. Measure-preserving dynamics of the kind discussed here is associated with equilibrium simulations where, for example, there is a single temperature parameter T . Stationary phase space distributions associated with nonequilibrium situations are much more complicated than the smooth equilibrium densities analyzed in the present paper 11,39,40 . Nonequilibrium simulations of heat flow could be carried out by extending the present approach to multimode systems e.g., a chain of oscillators coupled to BK-type demons with associated NH thermostats corresponding to two different temperatures 41–43 . The techniques presented here for derivation and implementation of thermostats have been shown to be efficient and versatile. We anticipate that analogous approaches can be usefully applied to systems of classical spins coupled to both harmonic and anharmonic modes.

BBK HBK 1 G1 K1 1 G2 K2 ij =− − . xi xi m p p m q p B1

Upon introducing the function
BK HT = H +

K1 K2 + , m m

B2

one can easily find that
BK = BK 1 dHT , kBT dt

B3

so that the invariant measure in phase space reads d = dx exp −
t BK =dx exp − HT ,

dt

BK

,

B4a

B4b + , B4c

=dx exp − HBK exp as desired.

APPENDIX A: OPERATOR FORMULA

We wish to determine the action of the propagator associated with the Liouville operator Eq. 39 . This is equivalent to solving the evolution equation recall i k pk dpi = − p i + F pi , dt mk from t = 0 to t = . Integrating, we have mk pk − ln − pi + F pi pk mk giving

APPENDIX C: INVARIANT MEASURE OF THE BKNH PHASE SPACE FLOWS

The phase space compressibility of the NH controlled Bulgac-Kusnezov thermostat is BBKNH HBKNH ij BKNH = xi xi =− 1 G1 K1 1 G2 K2 p − −2 . m p p m q p m C1

A1

Upon introducing the function = ,
0

A2

BKNH HT =H+

p2 K1 K2 + + , m m 2m

C2

we have
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BK 1 dHT , kBT dt

PHYSICAL REVIEW E 81, 036705 2010

BKNH =

C3

BKNHC =

BBKNHC HBKNHC ij xi xi 1 G1 K1 1 G2 K2 p p − − − . m p p m q p m m D1

so that the invariant measure in phase space is

=−

d = dx exp −
t

dt

BKNH

,

C4a

Upon introducing the function
BKNHC =H+ HT

p2 p2 K1 K2 + + + , m m 2m 2m
BK 1 dHT , kBT dt

D2

BKNH , =dx exp − HT

C4b

we have
BKNHC =

D3

=dx exp − HBKNH exp

+ +2

.

C4c

so that the invariant measure in phase space reads d = dx exp − dt
t BKNHC =dx exp − HT , BKNHC

,

D4a D4b + + + . D4c

APPENDIX D: INVARIANT MEASURE OF THE BKNHC CHAIN PHASE SPACE FLOWS

The phase space compressibility of the Nosé-HooverBulgac-Kusnezov chain is

=dx exp − HBKNHC exp

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ALESSANDRO SERGI AND GREGORY S. EZRA A. Garg, and W. Zwerger, Rev. Mod. Phys. 59, 1 1987 . 39 W. G. Hoover, J. Chem. Phys. 109, 4164 1998 . 40 J. R. Dorfman, An Introduction to Chaos in Nonequilibrium Statistical Mechanics Cambridge University Press, Cambridge, 1999 . 41 C. J. Mundy, S. Balasubramanian, K. Bagchi, M. E. Tucker-

PHYSICAL REVIEW E 81, 036705 2010 man, G. J. Martyna, and M. L. Klein, Nonequilibrium Molecular Dynamics Wiley-VCH, New York, 2000 , Vol. 14, pp. 291–397. 42 W. G. Hoover, Mol. Simul. 33, 13 2007 . 43 W. G. Hoover and C. G. Hoover, J. Chem. Phys. 126, 164113 2007 .

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