Computer Simulation of Colloids

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 colloid-polymer mixtures studied by
grandcanonical MC

 lecture 6
modelling of hydrodynamic interactions using a hybrid MD-Lattice
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








super-paramagnetic spheres
B
magnetic field
number density, salt concentration, charge
tunable interactions II
entropic attraction in colloid-polymer mixtures
volume fraction of colloidal particles,
number of polymers, colloid/polymer
size ratio
tunable interactions III
 colloid-polymer mixtures may exhibit a demixing transition which is
similar to liquid-gas 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
(long-range
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 coarse-grained 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 time-dependent
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
self-diffusion 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 self-diffusion constant
Einstein relation:
dt
r t r
D
t
2
)] 0 ( ) ( [
lim
2
tag tag
s
 
÷
=
· ÷
Green-Kubo 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 Lennard-Jones 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 Lennard-Jones
potential
a simple problem
N = 144 particles in 2 dimensions:

 starting configuration: particles
sit on square lattice

 velocities from Maxwell-Boltzmann
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 time-consuming 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 Maxwell-Boltzmann (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
Green-Kubo 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



Lees-Edwards 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
Lees-Edwards 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 time-reversibility 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_new-en_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 + =
grand-canonical 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 Colloid-Polymer

Mixtures
collaborations: Richard Vink, Andres De Virgiliis, Kurt Binder
depletion interactions in colloid-polymer mixtures
→ demixing transition possible into colloid-rich phase (liquid) and
colloid-poor 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)
Asakura-Oosawa (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 colloid-poor phase (gas) and a
colloid-rich 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
two-phase 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 mean-field 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 mean-field 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:
fluctuation-dissipation 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 Navier-Stokes equation

 rotational degrees of freedom → colloid-fluid 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 Navier-Stokes 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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