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Introduction to the Fast Multipole Method-Topics in Computational Biophysics, Theory, and Implementation PDF

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Introduction to the Fast Multipole Method Introduction to the Fast Multipole Method Topics in Computational Biophysics, Theory, and Implementation Victor Anisimov James J.P. Stewart CRC Press Taylor & Francis Group 6000 Broken Sound Parkway NW, Suite 300 Boca Raton, FL 33487-2742 © 2020 by Taylor & Francis Group, LLC CRC Press is an imprint of Taylor & Francis Group, an Informa business No claim to original U.S. Government works Printed on acid-free paper International Standard Book Number-13: 978-1-4398-3905-8 (Hardback) This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been made to publish reliable data and information, but the author and publisher cannot assume responsibility for the validity of all materials or the consequences of their use. The authors and publishers have attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been acknowledged, please write and let us know so we may rectify in any future reprint. Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented, including pho- tocopying, microfilming, and recording, or in any information storage or retrieval system, without written permission from the publishers. For permission to photocopy or use material electronically from this work, please access www.copyright.com (http:// www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that provides licenses and registration for a variety of users. For organizations that have been granted a photocopy license by the CCC, a separate system of payment has been arranged. Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe. Visit the Taylor & Francis Web site at http://www.taylorandfrancis.com and the CRC Press Web site at http://www.crcpress.com Contents Preface ......................................................................................................................................................ix 1. Legendre Polynomials ......................................................................................................................1 1.1 Potential of a Point Charge Located on the z-Axis .................................................................1 1.2 Laplace’s Equation ..................................................................................................................3 1.3 Solution of Laplace’s Equation in Cartesian Coordinates ......................................................5 1.4 Laplace’s Equation in Spherical Polar Coordinates ...............................................................7 1.5 Orthogonality and Normalization of Legendre Polynomials ................................................11 1.6 Expansion of an Arbitrary Function in Legendre Series ......................................................15 1.7 Recurrence Relations for Legendre Polynomials ..................................................................17 1.8 Analytic Expressions for First Few Legendre Polynomials .................................................21 1.9 Symmetry Properties of Legendre Polynomials...................................................................21 2. Associated Legendre Functions ....................................................................................................27 2.1 Generalized Legendre Equation ...........................................................................................28 2.2 Associated Legendre Functions ............................................................................................32 2.3 Orthogonality and Normalization of Associated Legendre Functions ................................34 2.4 Recurrence Relations for Associated Legendre Functions ...................................................37 2.5 Derivatives of Associated Legendre Functions ....................................................................42 2.6 Analytic Expression for First Few Associated Legendre Functions ....................................44 2.7 Symmetry Properties of Associated Legendre Functions ....................................................44 3. Spherical Harmonics ......................................................................................................................51 3.1 Spherical Harmonics Functions ............................................................................................52 3.2 Orthogonality and Normalization of Spherical Harmonics .................................................53 3.3 Symmetry Properties of Spherical Harmonics .....................................................................56 3.4 Recurrence Relations for Spherical Harmonics ...................................................................59 3.5 Analytic Expression for the First Few Spherical Harmonics ...............................................63 3.6 Nodal Properties of Spherical Harmonics ............................................................................63 4. Angular Momentum ......................................................................................................................71 4.1 Rotation Matrices ..................................................................................................................72 4.2 Unitary Matrices ...................................................................................................................77 4.3 Rotation Operator .................................................................................................................82 4.4 Commutative Properties of the Angular Momentum ...........................................................86 4.5 Eigenvalues of the Angular Momentum ...............................................................................91 4.6 Angular Momentum Operator in Spherical Polar Coordinates ............................................95 4.7 Eigenvectors of the Angular Momentum Operator .............................................................101 4.8 Characteristic Vectors of the Rotation Operator ................................................................102 4.9 Rotation of Eigenfunctions of Angular Momentum ...........................................................105 5. Wigner Matrix ..............................................................................................................................109 5.1 The Euler Angles ................................................................................................................109 5.2 Wigner Matrix for j = 1 .......................................................................................................113 5.3 Wigner Matrix for j = 1/2...................................................................................................120 v vi Contents 5.4 General Form of the Wigner Matrix Elements ...................................................................128 5.5 Addition Theorem for Spherical Harmonics .......................................................................141 6. Clebsch–Gordan Coefficients ......................................................................................................147 6.1 Addition of Angular Momenta ............................................................................................147 6.2 Evaluation of Clebsch–Gordan Coefficients .......................................................................153 6.3 Addition of Angular Momentum and Spin .........................................................................166 6.4 Rotation of the Coupled Eigenstates of Angular Momentum .............................................171 7. Recurrence Relations for Wigner Matrix ...................................................................................177 7.1 Recurrence Relations with Increment in Index m ...............................................................177 7.2 Recurrence Relations with Increment in Index k.................................................................182 8. Solid Harmonics ............................................................................................................................189 8.1 Regular and Irregular Solid Harmonics ..............................................................................189 8.2 Regular Multipole Moments ................................................................................................191 8.3 Irregular Multipole Moments .............................................................................................192 8.4 Computation of Electrostatic Energy via Multipole Moments ...........................................193 8.5 Recurrence Relations for Regular Solid Harmonics ..........................................................194 8.6 Recurrence Relations for Irregular Solid Harmonics .........................................................196 8.7 Generating Functions for Solid Harmonics ........................................................................198 8.8 Addition Theorem for Regular Solid Harmonics ...............................................................201 8.9 Addition Theorem for Irregular Solid Harmonics ..............................................................205 8.10 Transformation of the Origin of Irregular Harmonics ........................................................210 8.11 Vector Diagram Approach to Multipole Translations .........................................................212 9. Electrostatic Force .........................................................................................................................215 9.1 Gradient of Electrostatic Potential .......................................................................................215 9.2 Differentiation of Multipole Expansion ...............................................................................217 9.3 Differentiation of Regular Solid Harmonics in Spherical Polar Coordinates .....................218 9.4 Differentiation of Spherical Polar Coordinates ..................................................................220 9.5 Differentiation of Regular Solid Harmonics in Cartesian Coordinates .............................222 9.6 FMM Force in Cartesian Coordinates ................................................................................224 10. Scaling of Solid Harmonics .........................................................................................................225 10.1 Optimization of Expansion of Inverse Distance Function .................................................225 10.2 Scaling of Associated Legendre Functions ........................................................................227 10.3 Recurrence Relations for Scaled Regular Solid Harmonics ...............................................229 10.4 Recurrence Relations for Scaled Irregular Solid Harmonics .............................................232 10.5 First Few Terms of Scaled Solid Harmonics ......................................................................235 10.6 Design of Computer Code for Computation of Solid Harmonics ......................................236 10.7 Program Code for Computation of Multipole Expansions .................................................237 10.8 Computation of Electrostatic Force Using Scaled Solid Harmonics ..................................242 10.9 Program Code for Computation of Force ...........................................................................244 11. Scaling of Multipole Translations ...............................................................................................251 11.1 Scaling of Multipole Translation Operations.......................................................................251 11.2 Program Code for M2M Translation ..................................................................................253 11.3 Program Code for M2L Translation ....................................................................................261 11.4 Program Code for L2L Translation ....................................................................................265 Contents vii 12. Fast Multipole Method .................................................................................................................275 12.1 Near and Far Fields: Prerequisites for the Use of the Fast Multipole Method ...................275 12.2 Series Convergence and Truncation of Multipole Expansion.............................................277 12.3 Hierarchical Division of Boxes in the Fast Multipole Method ...........................................284 12.4 Far Field ..............................................................................................................................288 12.5 Near Field and Far Field Pair Counts .................................................................................289 12.6 FMM Algorithm .................................................................................................................294 12.7 Accuracy Assessment of Multipole Operations ..................................................................300 13. Multipole Translations along the z-Axis ....................................................................................303 13.1 M2M Translation along the z-Axis .....................................................................................303 13.2 L2L Translation along the z-Axis ........................................................................................310 13.3 M2L Translation along the z-Axis .......................................................................................316 14. Rotation of Coordinate System ...................................................................................................325 14.1 Rotation of Coordinate System to Align the z-axis with the Axis of Translation ..............325 14.2 Rotation Matrix ...................................................................................................................328 14.3 Computation of Scaled Wigner Matrix Elements with Increment in Index m ...................330 14.4 Computation of Scaled Wigner Matrix Elements with Increment in Index k ....................337 14.5 Program Code for Computation of Scaled Wigner Matrix Elements Based on the k-set ..........................................................................................................................342 14.6 Program Code for Computation of Scaled Wigner Matrix Elements Based on the m-set .........................................................................................................................354 15. Rotation-Based Multipole Translations ......................................................................................361 15.1 Assembly of Rotation Matrix ..............................................................................................361 15.2 Rotation-Based M2M Operation ........................................................................................365 15.3 Rotation-Based M2L Operation .........................................................................................368 15.4 Rotation-Based L2L Operation ...........................................................................................370 16. Periodic Boundary Conditions .....................................................................................................375 16.1 Principles of Periodic Boundary Conditions .......................................................................375 16.2 Lattice Sum for Energy in Periodic FMM ..........................................................................377 16.3 Multipole Moments of the Central Super-Cell ...................................................................379 16.4 Far-Field Contribution to the Lattice Sum for Energy........................................................384 16.5 Contribution of the Near-Field Zone into the Central Unit Cell ........................................390 16.6 Derivative of Electrostatic Energy on Particles in the Central Unit Cell ............................391 16.7 Stress Tensor .......................................................................................................................392 16.8 Analytic Expression for Stress Tensor ................................................................................394 16.9 Lattice Sum for Stress Tensor .............................................................................................398 Appendix ...............................................................................................................................................407 Bibliography .........................................................................................................................................441 Index ......................................................................................................................................................443 Preface The Fast Multipole Method (FMM) is an efficient procedure developed by Greengard and Rokhlin for computing the potential energy in systems that obey the inverse-square law. Since the amount of work required in computing interaction energies scales quadratically with the number of interacting particles, the computational cost of direct summation quickly becomes prohibitive. The FMM addresses that challenge by making the amount of work scale linearly, O(N), with system size N. Originally developed for astrophysics, the FMM algorithm quickly gained attention as a promising method for the treatment of electrostatic interactions in molecular modeling applications. This field has traditionally been dominated by simpler and computationally less-demanding Particle Mesh Ewald methods (PME), which scale as O(N log N). However, the advent of exascale computing (1018 floating point operations per second), combined with the trend in molecular modeling to simulate larger and more realistic systems, pushes the number of particles in the system close to a billion, and that steadily increases the value of the true O(N) method. Starting from the discovery of the FMM algorithm, several seminal works published by the two teams lead by Martin Head-Gordon and Gustavo Scuseria marked significant milestones in the development of the FMM method for biophysics applications. Although FMM theory is well understood, its complexity and the difficulty in efficient computer implementation are two major factors that limit the adoption of the method. Attempting to address these issues, our intent is to provide a complete, self-contained explanation of the math of the FMM method, so that anyone having an undergraduate grasp of calculus should be able to follow the presented material. FMM theory can be regarded as an umbrella that covers numerous topics in mathematical physics, and, as a result, a comprehensive introduction to FMM theory is virtually non-existent in the literature. Despite an abundance of literature on those subjects, many publications are often either too concise or too advanced to be used in self-study. This book responds to the need by providing a simple and easy-to-understand introduction to every important topic, while conducting a self-contained complete reconstruction of the FMM theory from the ground up. The reader learns the method by rederiving the equations involved and turning them into computer code. This project aims at a wide readership. Some, particularly those with an extensive physics background, may find the presented material useful in the teaching process. Many, who have no time or resources to gather the pieces of information from the distributed science publications, will be able to study the method from a single source. Others may find complementary insights about such topics as angular momentum, addition theorems, or Wigner matrix, which go beyond their utility for the FMM method. Finding the best way to present all the required information in order to explain FMM requires undertaking a separate research work. This textbook presents an attempt to logically and concisely introduce the FMM method as if deriving it from first principles. Of necessity, many advanced topics about FMM have had to be excluded due to space constraints. It is our hope that the material presented will give the reader the necessary background to continue their study of the FMM theory on an independent journey. In this book, Gauss units are employed because of their simplicity and their visual clarity in the equations. Readers who want to should have no difficulty converting them to SI units. Victor Anisimov James J.P. Stewart ix

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