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Jürgen Horbach
Institut für Materialphysik im Weltraum, Deutsches Zentrum für Luft
und Raumfahrt, Linder Höhe, 51147 Köln
lecture 1
introduction
lecture 2
introduction to the Molecular Dynamics (MD) simulation method
lecture 3
case study: a glassforming Yukawa mixture under shear
lecture 4
introduction to the Monte Carlo (MC) method
lecture 5
case study: phase behavior of colloidpolymer mixtures studied by
grandcanonical MC
lecture 6
modelling of hydrodynamic interactions using a hybrid MDLattice
Boltzmann method
Computer Simulations of Colloids
Introduction
(1) colloids as model systems: different interaction potentials and
hydrodynamic interactions
(2) correlation functions: describe the structure and dynamics of
colloidal fluids
(3) outline of the forthcoming lectures
(1) colloids as model systems: different interaction potentials and
hydrodynamic interactions
(2) correlation functions: describe the structure and dynamics of
colloidal fluids
(3) outline of the forthcoming lectures
colloids as model systems
size: 10nm – 1µm, dispersed in solvent of viscosity q
large, slow, diffusive → optical access
can be described classically
tunable interactions, analytically tractable
→ theoretical guidance
soft → shear melting
phenomena studied via colloidal systems:
glass transition, crystallisation in 2d and 3d, systems under shear,
sedimentation, phase transitions and dynamics in confinement, etc.
hard sphere colloids
confirmed theoretically
predicted crystallization
(of pure entropic origin)
study of nucleation and
crystal growth
test of the mode coupling
theory of the glass
transition
hard spheres
soft spheres
volume fraction u
volume fraction, hair length and density
tunable interactions I
charged spheres
superparamagnetic spheres
B
magnetic field
number density, salt concentration, charge
tunable interactions II
entropic attraction in colloidpolymer mixtures
volume fraction of colloidal particles,
number of polymers, colloid/polymer
size ratio
tunable interactions III
colloidpolymer mixtures may exhibit a demixing transition which is
similar to liquidgas transition in atomistic fluids
transition is of purely entropic origin
interaction between colloids due to the momentum transport through
the solvent (with viscosity η)
hydrodynamic interactions
a
T k
D F
T k
D
i i
tq 6
v
B
0
B
0
= =
) , , , ( with ) (
1
v
1
2 1
) ( ) (
B
i N
N
j
N
j
N
ij
r r r r F r D
T k
¿
=
= · =
D
ij
: hydrodynamic diffusion tensor
decays to leading order ~ r
1
(longrange
interactions!)
choose some effective interaction between the colloidal particles
but what do we do with the solvent?
simulation of a colloidal system
simulate the solvent explicitly
describe the solvent on a coarsegrained level
as a hydrodynamic medium
Brownian dynamics (ignores hydrodynamic
interactions)
ignore the solvent: not important for dynamic
properties (glass transition in hard spheres),
phase behavior only depends on configurational
degrees of freedom
(1) colloids as model systems: different interaction potentials and
hydrodynamic interactions
(2) correlation functions: describe the structure and dynamics of
colloidal fluids
(3) outline of the forthcoming lectures
pair correlation function
r
Δr small
i
n
p
(r) = number of pairs (i,j) with
] , [ r r r r
ij
A + e
ideal gas:
r r
N
r r r
N
r n A ~ ÷ A + =
2 3 3
p
4
2
] ) [(
3
4
2
) ( t µ
t
µ
fluid with structural correlations:
) ( 4
2
) (
2
p
r g r r
N
r n A = t µ
µ density same at the gas ideal an for same the
origin in the atom arbitrary an from distance at density number average
) (
r
r g =
pair correlation function: hard spheres vs. soft spheres
soft sphere fluid: hard sphere fluid:
¿¿ ¿¿
= =
÷
= ÷ + =
i i j
ij
i i j
j i
r
r r
N
r r r
N
r g
2
4
) (
1
) (
1
) (
t
o
o µ
static structure factor
¿ ¿
= =
· ÷ = ÷ ÷ =
N
i
N
j
j q i
r q i r r r
1 1
FT
) exp( ) ( ) (
µ o µ
microscopic
density variable:
dr
qr
qr
r g r r r q i
N N
q S
N
m
N
n
n m q q
}
¿¿
·
= =
÷
÷ + = ÷ · ÷ = =
0
2
1 1
) sin(
) 1 ) ( ( 4 1 )] ( exp[
1 1
) ( t µ µ µ
static structure factor:
ility compressib isothermal :
) 0 (
B
2
2
T
T
T k
N
N N
q S
k
k µ =
÷
= ÷
low q limit:
µ µ = =
V
N
r) (
homogeneous fluid:
1 ) ( = · ÷ q S
large q:
typical structure factor for a liquid
1st peak at ~2π/r
p
where r
p
measures the periodicity
in g(r)
dense liquid → low
compressibility and therefore
small value of S(q→0)
in general S(q) appropriate
quantity to extract information
about intermediate and large
length scales
S(q) can be measured in
scattering experiments
van Hove correlation function
generalization of the pair correlation function to a timedependent
correlation function
self part:
¿¿
÷ ÷ =
k l
l k
r t r r
N
t r G )]) 0 ( ) ( [ (
1
) , (
o
¿
÷ ÷ =
k
k k
r t r r
N
t r G )]) 0 ( ) ( [ (
1
) , (
s
o
proportional to the probability that a particle k at time t is separated by
a distance r
k
(t)  r
l
(0) from a particle l at time 0
intermediate scattering functions
coherent intermediate scattering function:
) (
) , (
) , (
)]) 0 ( ) ( [ exp(
1
) 0 ( ) (
1
) exp( ) , ( ) , (
q S
t q S
t q F
r t r q i
N
t
N
r d r q i t r G t q S
k l
l k q q
=
÷ · ÷ = =
· ÷ =
¿¿
}
÷
µ µ
¿
}
÷ · ÷ = · ÷ =
k
k k
r t r q i
N
r d r q i t r G t q F )]) 0 ( ) ( [ exp(
1
) exp( ) , ( ) , (
s s
incoherent intermediate scattering function:
can one relate these quantities to transport processes?
F(q,t) for a glassforming colloidal system
0.010 0.015 0.020 0.025 0.030
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
¢ = 0.620
¢ = 0.581
¢ = 0.54
S(q)
q [nm
÷1
]
10
6
10
5
10
4
10
3
10
2
10
1
10
0
10
1
10
2
10
3
0.0
0.2
0.4
0.6
0.8
1.0
¢ = 0.513
¢ = 0.620
¢ = 0.581
S
(
q
,
t
)
/
S
(
q
)
t/s
Eckert, Bartsch, Faraday Discuss. 123, 51 (2003)
diffusion constants
diffusion process
selfdiffusion interdiffusion
tagged
atoms in I
concentration
differences
in I and II
homogeneous distribution of
tagged particles in I+II
homogeneous distribution of
red and blue atoms in I+II
↓ ↓ s s
s
µ
µ
A =
c
c
D
t
A AB
A
c D
t
c
A =
c
c
calculation of the selfdiffusion constant
Einstein relation:
dt
r t r
D
t
2
)] 0 ( ) ( [
lim
2
tag tag
s
÷
=
· ÷
GreenKubo relation:
}
·
· =
0
tag tag s
) 0 ( v ) ( v
3
1
t t d D
v
tag
(t): velocity of tagged particle at time t
the two relations are strictly equivalent!
Computer Simulations of Colloids
Molecular Dynamics I:
How does it work?
Outline
MD – how does it work?
numerical integration of the equations of motion
periodic boundary conditions, neighbor lists
MD in NVT ensemble: thermostatting of the system
MD simulation of a 2d LennardJones fluid:
structure and dynamics
Newton‘s equations of motion
classical system of N particles at positions
U
pot
: potential function, describes interactions
between the particles
simplest case: pairwise additive interaction between point particles
solution of equations of motion yield trajectories of the particles, i.e.
positions and velocities of all the particles as a function of time
N i r
i
,..., 1 }, { =
i
i
i i
F
r
U
r m
=
c
c
÷ =
pot
¿¿
÷
= >
÷ = =
1
1
pot
) (
N
i
N
i j
j i ij ij
r r r r u U
microcanonical ensemble
consider closed system with periodic boundary conditions, no coupling
to external degrees of freedom (e.g. a heat bath, shear, electric fields)
particle number N and volume V fixed → microcanonical ensemble
momentum conserved, set initial conditions such that total momentum
is zero
total energy conserved:
const.
pot kin
= + = U E E
simple observables and ergodicity hypothesis
potential energy:
¿¿
÷
= >
= =
1
1
) (
1
N
i
N
i j
ij
r u
N N
U
u
kinetic energy:
T k
m
N N
E
e
N
i
i i
B
1
2
kin
kin
2
v 1
= = =
¿
=
pressure:
¿¿
>
· + =
i i j
ij ij
r F
dV V
T Nk
p
1
B
here < ... > is the ensemble average; we assume the ergodicity hypothesis:
time average = ensemble average
a simple model potential for soft spheres
c o o c + ÷ = ] ) / ( ) / [( 4 ) (
6 12
r r r u
WCA potential:
ζ=1, ε=1
cut off at r
cut
=2
1/6
ζ,
corresponds to minimum
of the LennardJones
potential
a simple problem
N = 144 particles in 2 dimensions:
starting configuration: particles
sit on square lattice
velocities from MaxwellBoltzmann
distribution (T = 1.0)
potential energy U = 0 due to
d > r
cut
how do we integrate the equations of motion for this system?
L=14.0
d>r
cut
the Euler algorithm
Taylor expansion with respect to discrete time step δt
t
m
t F
t t t
t t t r t t r
i
i
i i
i i i
o o
o o
) (
) ( v ) ( v
) ( v ) ( ) (
+ = +
+ = +
bad algorithm: does not recover time reversibility property of Newton‘s
equations of motion
→ unstable due to strong energy drift, very small time step required
the Verlet algorithm
consider the following Taylor expansions:
(2)
) (
2
1
) ( v ) ( ) (
(1)
) (
2
1
) ( v ) ( ) (
2
2
t
m
t t F
t t t t t r t r
t
m
t F
t t t r t t r
i
i
i i i
i
i
i i i
o
o
o o o
o o o
+
+ + ÷ + =
+ + = +
equations (1) and (2): velocity form of the Verlet algorithm
symplectic algorithm: time reversible and conserves phase space volume
addition of Eqs. (1) and (2) yields:
(3) )] ( ) ( [
2
) ( v ) ( v t t F t F
m
t
t t t
i i
i
i i
o
o
o + + + = +
implementation of velocity Verlet algorithm
do i=1,3*N ! update positions
displa=hstep*vel(i)+hstep**2*acc(i)/2
pos(i)=pos(i)+displa
fold(i)=acc(i)
enddo
do i=1,3*N ! apply periodic boundary conditions
if(pos(i).lt.0) then
pos(i)=pos(i)+lbox
else
if(pos(i).gt.lbox) pos(i)=pos(i)lbox
endif
enddo
call force(pos,acc) ! compute forces on the particles
do i=1,3*N ! update velocities
vel(i)=vel(i)+hstep*(fold(i)+acc(i))/2
enddo
neighbor lists
force calculation is the most timeconsuming part in a MD simulation
→ save CPU time by using neighbor lists
Verlet list:
update when a particle has
made a displacement
> (r
skin
r
cut
)/2
cell list:
most efficient is a combination
of Verlet and cell list
simulation results I
c o t t o / with 0007 . 0 step time
2
MD MD
m t = =
initial configuration with u=0: after 10
5
time steps:
energies as a function of time
→ determine histogramm P(u) for the potential energy for different N
pressure
fluctuations of the potential energy
dotted lines: fits with
Gaussians
width of peaks is directly
related to specific heat c
V
per particle at constant
volume V
)
2
1 (
2
2 2
B
2
2
V
c
d
N
T dk
u u ÷ = ÷
compare to canonical
ensemble
V
c
N
T k
e e
2 2
B
2
tot
2
tot
= ÷
simulations at constant temperature: a simple thermostat
idea: with a frequency ν assign new velocities to randomly selected
particles according to a MaxwellBoltzmann (MB) distribution
with the desired temperature
simple version: assign periodically new velocities to all the particles
(typically every 150 time steps)
algorithm:
(i) take new velocities from distribution
(ii) total momentum should be zero
(iii) scale velocities to desired temperature
) 2 / v exp( ) (v
2
, , i i
P
o o
÷ =
i
i i
i i
Nm
m
¿
÷ ÷
,
, ,
v
v v
o
o o
¿
÷
i i
i i
m
T Nk
,
B
, ,
v
3
v v
o
o o
energies for the simulation at constant temperature
pair correlation function
pair correlation function
very similar to 3d
no finite size effects
visible
static structure factor
S(q) also similar to 3d
no finite size effects
low compressibility
indicated by small
value of S(q) for q→0
mean squared displacement
t
t r
D
t
4
) (
lim
2
· ÷
=
diffusion constant increases with increasing system size !?
long time tails in 3d
GreenKubo relation for diffusion constant:
→ power law decay of velocity autocorrelation function (VACF) at long times
low density
high density
Alder, Wainwright,
PRA 1, 18 (1970)
Levesque, Verlet,
PRA 2, 2514 (1970)
2 / 3 ÷
·t
}
·
· =
0
) 0 ( v ) ( v
1
dt t
d
D
i i
cage effect in
dense liquid:
Alder‘s argument
Stokes equation describes momentum diffusion:
current) mass e transvers , viscosity kinematic (
t t
2
t
÷ ÷ V =
c
c
j j
t
j
µ
q
v v
consider momentum in volume element δV at t=0
volume at time t:
2 /
) (
d
t v ·
amount of momentum in original volume
element at time t →
2 / 2 /
) /( VACF
d d
t t V
÷
· · v o
d=2:
cally logarithmi diverges VACF
1
D t ¬ ·
÷
refined theoretical prediction
1
) ) ln( ( VACF
÷
· t t
backflow pattern around
particle:
effective diffusion constants
→ larger system sizes required to check theoretical prediction !
literature
M. Allen, D. J. Tildesley, Computer Simulation of Liquids
(Clarendon Press, Oxford, 1987)
D. Rapaport, The Art of Molecular Dynamics
(Cambridge University Press, Cambridge, 1995)
D. Frenkel, B. Smit, Understanding Molecular Simulation: From
Algorithms to Applications
(Academic Press, San Diego, 1996)
K. Binder, G. Ciccotti (eds.), Monte Carlo and Molecular Dynamics
of Condensed Matter Systems
(Societa Italiana di Fisica, Bologna, 1996)
Computer Simulations of Colloids
Molecular Dynamics II:
Application to Systems Under Shear
with Jochen Zausch (Universität Mainz)
shear viscosity of glassforming liquids
10
13
Poise →
10
3
Poise →
dramatic slowing down of dynamics in a relatively small temperature range
F(q,t) for a glassforming colloidal system
0.010 0.015 0.020 0.025 0.030
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
¢ = 0.620
¢ = 0.581
¢ = 0.54
S(q)
q [nm
÷1
]
10
6
10
5
10
4
10
3
10
2
10
1
10
0
10
1
10
2
10
3
0.0
0.2
0.4
0.6
0.8
1.0
¢ = 0.513
¢ = 0.620
¢ = 0.581
S
(
q
,
t
)
/
S
(
q
)
t/s
Eckert, Bartsch, Faraday Discuss. 123, 51 (2003)
glassforming fluids under shear
apply constant shear rate ¸
Weissenberg number: ) (T W t ¸
=
τ(T): relaxation time in equilibrium
hard sphere colloid glass: confocal microscopy
Besseling et al., PRL (2007)
central question: transient dynamics towards steady state for W >>1
problem amenable to experiment, mode coupling theory and simulation
drastic acceleration of dynamics
outline
simulation details: interaction model, thermostat, boundary conditions
dynamics from equilibrium to steady state?
dynamics from steady state back to equilibrium?
technical requirements
(1) model potential
(2) external shear field produces heat: thermostat necessary
(3) can we model the colloid dynamics realistically?
(4) how can we shear the system without using walls?
model potential: a binary Yukawa mixture
requirements: → binary mixture (no crystallization or phase separation)
→ colloidal system (more convenient for experiments)
→ possible coupling to solvent: density not too high
7
c AA
AA AB AA BB
AA AB AA BB
10 ) ( off  cut , / 6
4 . 1 , 2
1 . 1 , 2 . 1
)] ( exp[ ) (
÷
= =
= =
= =
÷ ÷ =
o
o
o
o o
o
o k
c c c c
o o o o
o k
o c
r U
r
r
r U
equations of motion and thermostat
use of thermostat necessary + colloid dynamics → solve Langevin equation
equations of motion:
dissipative particle dynamics (DPD):
→ Galilean invariant, local momentum conservation, no bias on shear profile
low ξ (ξ=12): Newtonian dynamics, high ξ (ξ=1200): Brownian dynamics
¿
=
+ + = =
i j
ij ij ij i i i i
F F F p m p r ] [ /
R D
nce unit varia and mean zero with numbers random uniform :
25 . 1 for
25 . 1
1 ) (
ˆ
) ( 2 , ˆ ) v ˆ )( (
AA
AA
R 2 D
ji ij
ij
ij
ij
ij
ij ij B ij ij ij ij ij ij
r
r
r w
t
r
r w T k F r r r w F
O = O
< ÷ =
O = · ÷ =
o
o
o
ç ç
LeesEdwards boundary conditions
no walls, instead modified periodic
boundary conditions
shear flow in x direction,
velocity gradient in y direction,
“free“ z direction
shear rate:
linear shear profile
L
x
/ v 2 = ¸
) 2 / ( ) ( v
s
L y y ÷ = ¸
further simulation details
generalized velocity Verlet algorithm, time step
system size: equimolar AB mixture of 1600 particles (N
A
=N
B
=800)
L=13.3 , density ρ=0.675 , volume fraction Φ≈48%
at each temperature at least 30 independent runs
temperature range 1.0 ≥ T ≥ 0.14 (40 million time steps for production
runs at T=0.14)
3
AA
÷
o
AA
o
AA
2
AA A
/ 0083 . 0 c o o m t =
self diffusion
B particles slower than
A particles
weak temperature
dependence of D for
sheared systems if
1 /
2
>> = D W o ¸
along T = 0.14:
W ~ 100  1000
shear stress: equilibrium to steady state
¿ ¿
>
+ ÷ =
i i j
y ij x ij y i i x i i xy
F r y m
L
] v )) ( v v ( [
1
, , , s ,
3
o
definition:
maximum around marks
transition to plastic flow regime
steady state reached on
time scale
time scale on which linear
profile evolves?
1 ~ t ¸
0.1 ~ t ¸
averaging over 250
independent runs
shear profile
velocity profile becomes almost linear in the elastic regime
maximum in stress not related to evolution of linear profile
structural changes: pair correlation function
pair correlation function not
very sensitive to structural
changes
→ consider projections of g(r)
onto spherical harmonics
structure and stresses
} }
·
c
c
÷ =
c
c
÷ =
0
22
3 kin
2
kin
)] ( Im[
) (
) (
) (
2
r g
r
r U
r dr A r g
r
xy
r
r U
r d
xy xy xy
o
µ
o o
how is the stress overshoot reflected in dynamic correlations?
mean squared displacement
occurrence of superdiffusive regime in the transient plastic flow regime
superdiffusion less pronounced in hard sphere experiment (→ Joe Brader)
EQ to SS: superdiffusive transient regime
y: gradient direction
z: free direction
measure effective exponent:
) log(
) ) , ( log(
w
w
2
t t d
t t r d
s
÷
A
=
EQ to SS: Incoherent intermediate scattering function
transients can be described by
compressed exponential decay:
1 with
] ) / ( exp[ ) , (
s
>
÷ ·

t

q
t t q F
t
w
=0: β ≈ 1.8 → different for
Brownian dynamics?
EQ to SS: Newtonian vs. overdamped dynamics
→ same compressed exponential decay also for overdamped dynamics
change friction coefficient
in DPD forces:
dynamics Brownian" " : 1200
dynamics Newtonian : 12
=
=
ç
ç
shear stress: from steady state back to equilibrium
decay can be well described by stretched exponential with β≈0.7
stressed have completely decayed at
1 ~ t ¸
SS to EQ: mean squared displacement
stresses relax on time scale of
the order of 300 (“crossover“ in
t
w
=0 curve)
then slow aging dynamics toward
equilibrium
conclusions
phenomenology of transient dynamics in glassforming liquids under shear:
binary Yukawa mixture:
model for system of charged colloids, using a DPD thermostat and
LeesEdwards boundary conditions
EQ→SS: superdiffusion on time scales between the occurrence of the
maximum in the stress and the steady state
SS→EQ: stresses relax on time scale 1/ , followed by slow aging
dynamics
¸
Computer Simulations of Colloids
Monte Carlo Simulation I:
How does it work?
Outline
MC – how does it work?
calculation of π via simple sampling and Markov chain sampling
Metropolis algorithm for the canonical ensemble
MC at constant pressure
MC in the grandcanonical ensemble
calculation of π
first method: integrate over unit circle
second method: use uniform random numbers
→ direct sampling
→ Markov chain sampling
Werner Krauth, Statistical Mechanics: Algorithms and Computations
(Oxford University Press, Oxford, 2006)
calculation of π : direct sampling
estimate π from
algorithm:
N
hits
=0
do i=1,N
x=ran(1,1)
y=ran(1,1)
if(x
2
+y
2
<1) N
hits
=N
hits
+1
enddo
estimate of π from ratio N
hits
/N
4
square
circle
t
=
A
A
calculation of π : Markov chain sampling
algorithm:
N
hits
=0; x=0.8; y=0.9
do i=1,N
Δx=ran(δ,δ)
Δy=ran(δ,δ)
if(x+Δx<1.and.y+Δy<1) then
x=x+Δx; y=y+Δy
endif
if(x
2
+y
2
<1) N
hits
=N
hits
+1
enddo
optimal choice for δ range:
not too small and not too large
here good choice δ
max
=0.3
calculation of π with simple and Markov chain sampling
simple sampling (N = 4000):
run N
hits
estimate of π
1 3156 3.156
2 3150 3.150
3 3127 3.127
4 3171 3.171
5 3148 3.148
run N
hits
estimate of π
1 3123 3.123
2 3118 3.118
3 3040 3.040
4 3066 3.066
5 3263 3.263
Markov chain sampling
(N = 4000, δ
max
= 0.3)
simple sampling vs. Markov chain sampling
¿
} }
} }
=
÷ ÷
÷ ÷
= ~ =
N
i
i
y x dy dx
y x A y x dy dx
A A
N N
N
1
1
1
1
1
1
1
1
1 hits
) , (
) , ( ) , (
1
t
t
¹
´
¦
=
elsewhere 0
square inside 1
) , ( y x t
probability
density:
¹
´
¦
=
elsewhere 0
circle inside 1
A
observable:
simple sampling: A sampled directly through π
Markov sampling: acceptance probability
p(old→new) given by
]
(old)
new) (
, 1 [ min new) old (
t
t
= ÷ p
more on Markov chain sampling
Markov chain: probability of generating configuration i+1 depends
only on the preceding configuration i
important: loose memory of initial condition
consequence of algorithm: points pile up at the boundaries
δ
max
shaded region:
piles of sampling points
detailed balance
consider discrete system: configurations
a, b, c should be generated with equal
probability
ies probabilit n transitio : ),...} ( ), ( {
,... , at be to system the of ies probabilit stationary : ),...} ( ), ( {
c a p b a p
b a b a
÷ ÷
t t
detailed balance condition holds
) ( ) ( ) ( ) (
) ( ) ( ) ( ) (
a c p c c a p a
a b p b b a p a
÷ = ÷
÷ = ÷
t t
t t
detailed balance in the calculation of π
one can easiliy show that
old) new ( new) ( new) old ( old) ( ÷ = ÷ p p t t
detailed balance: analog to the timereversibility property of Newton‘s
equations of motion
acceptance probability for a trial move
]
old) (
new) (
, 1 min[ new) old (
t
t
= ÷ p
a priori probabilities
generalized acceptance criterion:
new) old ( new) old (
new) old (
ap
÷ ÷
= ÷
p p
P
moves Δx and Δy in square of linear size δ defines a priori
probability p
ap
(old→new)
different choices possible
]
(old)
old) new (
new) old (
new) (
, 1 min[ new) old (
ap
ap
t
t
÷
÷
= ÷
p
p
p
canonical ensemble
problem: compute expectation value
n Hamiltonia : ) ( ); ,......, , (
)] /( ) ( exp[
) ( )] /( ) ( exp[
) (
) (
2 1
) (
B
) ( ) (
) (
B
) ( ) (
) (
N
N
N
N N
N N N
N
r H r r r r
T k r H r d
r A T k r H r d
r A
=
÷
÷
=
}
}
simple sampling: sample random configurations
¿
¿
=
=
÷
÷
=
M
l
N
l
M
l
N
l
N
l
N
T k r H
r A T k r H
r A
1
B
) (
1
) (
B
) (
) (
)] /( ) ( exp[
) ( )] /( ) ( exp[
) (
samples mostly states in the tails of the Boltzmann distribution
) ( N
l
r
direct evaluation of the integrals: does not work!
idea of importance sampling
sample configurations according to probability
choose
¿
¿
=
=
÷
÷
=
M
l
N
l
N
l
M
l
N
l
N
l
N
l
N
r P T k r H
r P r A T k r H
r A
1
) (
B
) (
1
) ( ) (
B
) (
) (
) ( / )] /( ) ( exp[
) ( / ) ( )] /( ) ( exp[
) (
this can be realized by Markov chain sampling: random walk through
regions in phase space where the Boltzmann factor is large
) ( N
l
r
) (
) ( N
l
r P
)] /( ) ( exp[ ) (
B
) ( ) (
T k r H r P
N
l
N
l
÷ ·
, then
¿
=
=
M
l
N
l
N
r A
M
r A
1
) ( ) (
) (
1
) (
importance sampling
choose transition probability such that
to achieve this use detailed balance condition
· ÷ ÷ = M T k r H
Z
P
N
l
for )] /( ) ( exp[
1
B
) (
eq
possible choice
) (
) ( ) ( N
l
N
l
r r W
÷
) exp(
) (
) (
or
) ( ) ( ) ( ) (
B
) ( ) (
1
) (
1
) (
) ( ) (
1
) (
1 eq
) (
1
) ( ) (
eq
T k
H
r r W
r r W
r r W r P r r W r P
N
l
N
l
N
l
N
l
N
l
N
l
N
l
N
l
N
l
N
l
A
÷ =
÷
÷
÷ = ÷
+
+
+ + +
¹
´
¦
> A A ÷
= ÷
+
otherwise 1
0 )] /( exp[
) (
B ) (
1
) (
H T k H
r r W
N
l
N
l
yields no information about the partition sum
Metropolis algorithm
N. Metropolis, A.W. Rosenbluth, M.N. Rosenbluth, A.H. Teller, E. Teller, JCP 21, 1087 (1953)
old configuration
trial configuration
ΔE = E(trial)  E(old)
ΔE ≤ 0 ?
new config. =
trial config.
r <exp[ΔE/(k
B
T)] ?
new config. = old config.
yes
no
no
r uniform random
number 0 < r < 1
displacement move
A + =
old trial
r r
acceptance probability
] ) ( old))/ ( trial) ( ( [ exp min(1,
new) old (
B
T k E E
W
÷ ÷
= ÷
implementation of the Metropolis algorithm
do icycl=1,ncycl
old=int[ran(0,1)*N]+1 ! select a particle at random
call energy(x(old),en_old) ! energy of old conf.
xn=x(old)+(ran(0,1)0.5)*disp_x ! random displacement
call energy(x(new),en_new) ! energy of new conf.
if(ran(0,1).lt.exp[ beta*(en_newen_old) ] ) x(old)=x(new)
if( mod(icycl,nsamp).eq.0) call sample ! sample averages
enddo
dynamic interpretation of the Metropolis precedure
: ) , (
) (
t r P
N
probability that at time t a configuration r
(N)
occurs during
the Monte Carlo simulation
rate equation (or master equation):
) ( ) , ( :
) , ' ( ) ' ( ) , ( ) ' (
) , (
eq
' '
r P t r P t
t r P r r W t r P r r W
dt
t r dP
r r
= · ÷
÷ + ÷ ÷ =
¿ ¿
¿ ¿
÷ = ÷
' '
eq eq
) ' ( ) ' ( ) ( ) ' (
r r
r P r r W r P r r W
equilibrium:
) (
) ' (
) ' (
) ' (
eq
eq
r P
r P
r r W
r r W
=
÷
÷
detailed balance condition one possible solution:
remarks
Monte Carlo measurements:
first equilibration of the system (until P
eq
is reached), before
measurement of physical properties
random numbers:
real random numbers are generated by a deterministic algorithm and
thus they are never really random (be aware of correlation effects)
a priori probability:
can be used to get efficient Monte Carlo moves!
Monte Carlo at constant pressure
system of volume V in contact with an ideal gas reservoir via a piston
V
V
0
 V
acceptance probability for volume
moves:
)}]
'
ln( ) ' (
)) , ( ) ' , ( (
1
exp{ , 1 min[
) new old (
B
) ( ) (
B
V
V
T k
N
V V P
V s E V s E
T k
W
N N
÷ ÷ +
÷ ÷
= ÷
trial move:
] , [ interval from number random uniform with '
max max
V V V V V V A + A ÷ A A + =
grandcanonical Monte Carlo
system of volume V in contact with an ideal gas reservoir with
fugacity
V
V
0
 V
insertion:
))}] ( ) 1 ( (
1
exp{
1
, 1 min[
) 1 (
B
N E N E
T k N
Vz
N N W
÷ + ÷
+
= + ÷
] exp[
B
T k
z
µ
=
))}] ( ) 1 ( (
1
exp{ , 1 min[
) 1 (
B
N E N E
T k Vz
N
N N W
÷ ÷ ÷
= ÷ ÷
removal:
textbooks on the Monte Carlo simulation method
D. P. Landau, K. Binder, A Guide to Monte Carlo Simulations in
Statistical Physics
(Cambridge University Press, Cambridge, 2000)
W. Krauth, Statistical Mechanics: Algorithms and Computations
(Oxford University Press, Oxford, 2006)
M. Allen, D. J. Tildesley, Computer Simulation of Liquids
(Clarendon Press, Oxford, 1987)
D. Frenkel, B. Smit, Understanding Molecular Simulation: From
Algorithms to Applications
(Academic Press, San Diego, 1996)
K. Binder, G. Ciccotti (eds.), Monte Carlo and Molecular Dynamics
of Condensed Matter Systems
(Societa Italiana di Fisica, Bologna, 1996)
Computer Simulations of Colloids
Monte Carlo II:
Phase Behaviour of ColloidPolymer
Mixtures
collaborations: Richard Vink, Andres De Virgiliis, Kurt Binder
depletion interactions in colloidpolymer mixtures
→ demixing transition possible into colloidrich phase (liquid) and
colloidpoor phase (gas)
polymers cannot move into
depletion zones of colloids
with their center of mass
gain of free volume if there is
overlap of the depletion zones
of two colloids
effective attraction between
colloids (of entropic origin)
AsakuraOosawa (AO) model
¹
´
¦
< ·
=
otherwise 0
2
) (
c
cc
R r
r u
¹
´
¦
+ < ·
=
otherwise 0
) (
p c
cp
R R r
r u 0 ) (
pp
= r u
in the following AO model for R
p
/R
c
= 0.8:
→ exhibits demixing transition into a colloidpoor phase (gas) and a
colloidrich phase (liquid)
→ temperature not relevant; what is the corresponding variable here?
Outline
V
N
R R z
C
3
C C
3
P P p
3
4
,
3
4
r
t
q
t
q = =
phase diagram:
AO model for R
P
/R
C
= 0.8:
binodal
critical point (FSS)
interfacial tension
interfacial width
capillary waves
volume V, polymer fugacity z
P
and colloid fugacity z
C
fixed → removal
and insertion of particles
problem 1: high free energy barrier between coexisting phases in the
twophase region (far away from the critical point)
→ use successive umbrella sampling
problem 2: low acceptance rate for trial insertion of colloidal particle, high
probability that it overlaps with a polymer particles
→ use cluster move
grandcanonical MC for the AO model
problem: high free energy barrier between coexisting phases
successive umbrella sampling
] e
1
, 1 [ min
C
C
E
N
V z
A
A ÷
+
+
=

cluster move
] e , 1 [ min
C
C
E
V z
N
A
A ÷
÷
=

try to replace n
r
≤ n
P
polymers (A)
by a colloid (B):
reverse move (C+D):
sphere of radius δ and volume V
δ
around randomly selected point
)! (
) ( )! (
r P
P P
r
n n
V z n
n
+
o
r
) ( )! (
)! (
P r P
P
n
V z n n
n
o
÷
problem: low acceptance rate for trial insertion of a colloid → cluster move
R.L.C. Vink, J. H., JCP 121, 3253 (2004)
phase diagram
→ estimate interfacial tension by γ = ΔF/(2A) (Binder 1982)
critical point from finite size scaling
→ 3D Ising universality class
finite size scaling
cumulant ratio
C C
2
2
with   / q q ÷ = = m m m M
→ critical value
η
r
P,cr
≈0.766
interfacial tension
γ*≡(2R
C
)
2
γ as a function of the difference in the colloid packing
fraction of the liquid (L) and the vapor (V) phase at coexistence
→ DFT (M. Schmidt et al.)
yields accurate result
interfacial profile


.

\

÷
+ = u
0
0
tanh ) (
w
z z
B A z mean field result:
→ strong finite size effects
(not due to critical fluctuations)
, L
x,y
=31.3
, L
x,y
=23.1
capillary wave theory
free energy cost of spatial interfacial fluctuations (long
wavelength limit)
result for mean square amplitude of the interfacial thickness
combination with meanfield result by convolution approximation
→ determination of intrinsic width w
0
by simulation not possible
( ) ) / ln( 2
1
2
cw
a L w
÷
= t¸
a L w w ln ) 4 ( ln ) 4 (
1 1 2
0
2 ÷ ÷
÷ + = ¸ ¸
(
(
¸
(
¸


.

\

c
c
+

.

\

c
c
= A
}
2
2
2
1
y
h
x
h
dxdy F
s
¸ 
is CWT valid?
logarithmic divergence?
lateral dimension L
x
= L
y
large enough?
finite size scaling II
map on universal 3D Ising
distribution
account for field mixing
→ AO model belongs to 3D Ising
universality class
conclusions
discrepancies to meanfield results
AO model belongs to 3D Ising universality class
interfacial broadening by capillary waves
much more on the AO model in
R.L.C. Vink, J.H., JCP 121, 3253 (2004);
R.L.C. Vink, J.H., JPCM 16, S3807 (2004);
R.L.C. Vink, J.H., K. Binder, JCP 122, 134905 (2005);
R.L.C. Vink, J.H., K. Binder, PRE 71, 011401 (2005);
R.L.C. Vink, M. Schmidt, PRE 71, 051406 (2005);
R.L.C. Vink, K. Binder, J.H., Phys. Rev. E 73, 056118 (2006);
R.L.C. Vink, K. Binder, H. Löwen, PRL 97, 230603 (2006);
R.L.C. Vink, A. De Virgiliis, J.H. K. Binder, PRE 74, 031601 (2006);
A. De Virgiliis, R.L.C. Vink, J.H., K. Binder, Europhys. Lett. 77, 60002 (2007);
K. Binder, J.H., R.L.C. Vink, A. De Virgiliis, Softmatter (2008).
Computer Simulations of Colloids
Modelling of hydrodynamic interactions
collaboration: Apratim Chatterji (FZ Jülich)
simulation of colloids
colloids:
size 10 nm – 1 μm
mesoscopic time scales
solvent:
atomistic time (~ 1 ps) and
length scales (~ Å)
simulation difficult due to different time and length scales
→ coarse graining of solvent‘s degrees of freedom
Langevin equation
i i i
i
f t F
dt
r d
M
, r 0 , c
2
2
) ( v
+ ÷ = ç
) ' ( ) ' ( ) ' , ' ( ) , (
, , with 0 ) , (
) (
, r
) (
, r
) (
r,
t t r r A t r f t r f
z y x t r f
i i
i
÷ ÷ =
= =
o o o
o
o
 o
o
0
2 ç T k A
B
=
Brownian particles of mass M :
f
r,i
uncorrelated random force with zero mean:
fluctuationdissipation theorem:
many collisions with solvent particles
on typical time scale of colloid
systematic friction force on colloid
decay of velocity correlations
) 0 ( v ) ( v ) 0 ( v ) ( v ) ( v
) ( v
0 , r 0 x x x x x x
x
t t
dt
d
M f t
dt
t d
M ç ç = ¬ + =
) exp( ) 0 ( v ) ( v
0
t
M
t
x x
ç
÷ ·
consider single Brownian particle of mass M :
→ exponential decay of velocity autocorrelation function (VACF)
correct behavior: power law decay of VACF due to local momentum
conservation
2 / 3
) 0 ( v ) ( v
÷
·t t
t x
generalized Langevin equation
)] , ( ) ( v [ ) , (
0 fric
t r u t t r F
i
÷ ÷ = ç
idea: couple velocity of colloid to the
local fluid velocity field via frictional force
point particle:
problems:
determination of hydrodynamic velocity field from solution
of NavierStokes equation
rotational degrees of freedom → colloidfluid coupling?
) , ( t r u
lattice Boltzmann method I
: number of particles at a lattice node , at a time t, with
a velocity
discrete analogue of kinetic equation:
Δ
i
: collision operator
velocity space from projection of 4D
FCHC lattice onto 3D (isotropy)
moments of n
i
:
r
¿ ¿ ¿
= = =
= H = ÷ =
18
1
18
1
18
1
, ,
i i i
i i i i i i
c c n c n u j n
µ µ
) , ( t r n
i
i
c
) , ( ) , ( ) 1 , ( t r t r n t c r n
i i i i
A + = + +
lattice Boltzmann method II
¿
=
÷ = A
18
1
eq
] ) , ( [
j
j j ij i
n t r n L
)] 1 ( :
1 1
[
2
s
4
s
2
s
eq
c c c u u
c
c u
c
a n
i i i
c
i
i
÷ + · + =
µ µ µ
linearized collision operator:
equilibrium distr.:
recover linearized NavierStokes equations:
thermal fluctuations: add noise terms to stress tensor
j p
t
j
j
t
2
, V + ÷V =
c
c
· ÷V =
c
c
µ
µ µ
lattice Boltzmann algorithm III
) , ( ) , ( t r t r n
i i
A +
) 1 , ( + + t c r n
i i
collision step: compute
propagation step: compute
colloid fluid momentum exchange
sphere represented by (66)
uniformly distributed points
on its surface
each point exchanges
momentum with surrounding
fluid nodes
velocity correlations at short times
give particle a kick and determine decay of its velocity
blue curves:
) exp( ) (
0
t
M
t g
ç
÷ =
red curves:
fluid velocity at
the surface of the
sphere
C
v
(t) and C
ω
(t)
2 / 3
0
) (
12
÷
= tv
µ
M
A
2 / 5
) 4 (
÷
= tv
µ
tI
B
independent of R and ξ
0
I: moment of inertia
thermal fluctuations ok?
linear response theory:
velocity relaxation of kicked particle in a fluid at rest =
velocity autocorrelation function of particle in a thermal bath
charged colloids
colloids in electric field
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