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MONTE CARL0 METHODS IN CHEMICAL PHYSICS ADVANCES IN CHEMICAL PHYSICS VOLUME 105 EDITORIAL BOARD BRUCEJ, . BERNED, epartment of Chemistry, Columbia University, New York, New York, U.S.A. KURTB INDERI,n stitut fur Physik, Johannes Gutenberg-Universitat Mainz, Mainz, Germany A. WELFORDC ASTLEMAJNR, ., Department of Chemistry, The Pennsylvania State University, University Park, Pennsylvania, U.S.A. DAVIDC HANDLERD, epartment of Chemistry, University of California, Berkeley, California, U.S.A. M. S. CHILD,D epartment of Theoretical Chemistry, University of Oxford, Oxford, U.K. WILLIAMT . COFFEYD, epartment of Microelectronics and Electrical Engineering, Trinity College, University of Dublin, Dublin, Ireland F. FLEMINCGR IM, Department of Chemistry, University of Wisconsin, Madison, Wisconsin, U.S.A. ERNESTR . DAVIDSOND, epartment of Chemistry, Indiana University, Bloomington, Indiana, U.S.A. GRAHAMR . FLEMINGD,e partment of Chemistry, The University of Chicago, Chicago, Illinois, U.S.A. KARLF . FREED,T he James Franck Institute, The University of Chicago, Chicago, Illinois, U.S.A PIERRGEA SPARDC, enter for Nonlinear Phenomena and Complex Systems, Brussels, Belgium ERIC J. HELLERI,n stitute for Theoretical Atomic and Molecular Physics, Harvard- Smithsonian Center for Astrophysics, Cambridge, Massachuetts, U.S.A. ROBINM . HOCHSTRASSEDRe,p artment of Chemistry, The University of Pennsyl- vania, Philadelphia, Pennsylvania, U.S.A R. KOSLOFFT,h e Fritz Haber Research Center for Molecular Dynamics and Depart- ment of Physical Chemistry, The Hebrew University of Jerusalem, Jerusalem, Israel RUDOLPHA . MARCUSD, epartment of Chemistry, California Institute of Technology, Pasadena, California, U.S.A. G. NICOLIS,C enter for Nonlinear Phenomena and Complex Systems, UniversitC Libre de Bruxelles, Brussels, Belgium THOMAPS . RUSSELLD, epartment of Polymer Science, University of Massachusetts. Amherst, Massachusets DONALDG . TRUHLARD, epartment of Chemistry, University of Minnesota, Min- neapolis, Minnesota, U.S.A. JOHND . WEEKSI,n stitute for Physical and Technology and Department of Chem- istry, University of Maryland, College Park, Maryland, U.S.A. PETERG, . WOLYNESD, epartment of Chemistry, School of Chemical Sciences, Uni- versity of Illinois, Urbana, Illinois, U.S.A. MONTE CARL0 METHODS IN CHEMICAL PHYSICS Edited by DAVID M. FERGUSON Department of Medicinal Chemistry University of Minnesota Minneapolis, Minnesota J. ILJA SIEPMANN Department of Chemistry University of Minnesota Minneapolis, Minnesota DONALD G. TRUHLAR Department of Chemistry University of Minnesota Minneapolis, Minnesota ADVANCES IN CHEMICAL PHYSICS VOLUME 105 Series Editors I. PRIGOGINE STUART A. RICE Center for Studies in Statistical 'Mechanics Department of Chemistry and Complex Systems and The University of Texas The James Franck Institute Austin, Texas The University of Chicago and Chicago, Illinois International Solvay Institutes Universitk Libre de Bruxelles Brussels, Belgium An Interscience@P ublication JOHN WILEY & SONS, INC. NEW YORK 0 CHICHESTER 0 WEINHEIM 0 BRISBANE 0 SINGAPORE 0 TORONTO This book is printed on acid-free paper. @ I Copyright 0 1999 by John Wiley & Sons, Inc. All rights reserved. Published simultaneously in Canada. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except as permitted under Sections 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, 222 Rosewood Drive, Danvers, MA 01923, (987) 750-8400, fax (978) 750-4744. Requests to the Publisher for permission should be addressed to the Permissions Depart- ment, John Wiley & Sons, Inc., 605 Third Avenue, New York, NY 10158-0012, (212) 850-6011, fax (212) 850-6008, E-Mail: [email protected]. Library of Congress Catalog Number 58-9935 ISBN: 0-471-19630-4 109 8 7 6 5 4 3 2 1 CONTRIBUTORS TO VOLUME 105 GERARTD BARKEMAIT, P, Utrecht University, Utrecht, The Netherlands DARIOB RESSANINIsIt,i tuto di Scienze Matematiche Fisiche e Chimiche, Uni- versita di, Milano, sede di Como, Como, Italy DAVIDM . CEPERLEYN, ational Center for Supercomputing Applications and Department of Physics, University of Illinois at Urbana- Champaign, Urbana, Illinois BRUCEW . CHURCHB, iophysics Program, Section of Biochemistry, Molecu- lar and Cell Biology, Cornell University, Ithaca, New York JUANJ . DE PABLO,D epartment of Chemical Engineering, University of Wisconsin-Madison, Madison, Wisconsin FERNANDAO. E SCOBEDOD,e partment of Chemical Engineering, University of Wisconsin-Madison, Madison, Wisconsin DAVIDM . FERGUSOND,e partment of Medicinal Chemistry and Minnesota Supercomputer Institute, University of Minnesota, Minneapolis, Minnesota DAVIDG . GARRETTL,o ckheed Martin TDS Eagan, St. Paul, Minnesota MING-HONGH AO, Baker Laboratory of Chemistry, Cornell University, Ithaca, New York WILLIAML . HASE, Department of Chemistry, Wayne State University, Detroit, Michigan J. KARLJ OHNSOND, epartment of Chemical and Petroleum Engineering, University of Pittsburg, Pittsburg, Pennsylvania DAVIDA . KOFKED, epartment of Chemical Engineering, State University of New York at Buffalo, Buffalo, New York ANDRZEJK OLINSKID, epartment of Chemistry, University of Warsaw, Warsaw, Poland MICHAELM ASCAGNPI,r ogram in Scientific Computing and Department of Mathematics, University of Southern Mississippi, Hattiesburg, Mis- sissippi MARKE . J. NEWMANS,a nta Fe Institute, Santa Fe, New Mexico M. P. NIGHTINGALDE,e partment of Physics, University of Rhode Island, Kingston, Rhode Island V vi CONTRIBUTORS TO VOLUME 105 GILLEHS . PESLHERBDE,e partment of Chemistry and Biochemistry, Uni- versity of Colorado at Boulder, Boulder, Colorado PETERJ. REYNOLDPSh, ysical Sciences Division, Office of Naval Research, Arlington, Virginia HAROLDA . SCHERAGBAa, ker Laboratory of Chemistry, Cornell University, Ithaca, New York DAVIDS HALLOWABYi,o physics Program, Section of Biochemistry, Molecu- lar and Cell Biology, Cornell University, Ithaca, New York J. ILJAS IEPMANND,e partment of Chemistry and Department of Chemical Engineering and Materials Science, University of Minnesota, Min- neapolis, Minnesota JEFFREYS KOLNICKD, epartment of Molecular Biology, The Scripps Research Institute, La Jolla, California ASHOK SRINIVASANN,a tional Center for Supercomputing Applications, University of Illinois at Urbana-Champaign, Illinois. ROBERTQ . TOPPERD, epartment of Chemistry, School of Engineering, The Cooper Union for the Advancement of Science and Art, New York, New York ALEXU LITSKYB, iophysics Program, Section of Biochemistry, Molecular and Cell Biology, Cornell University, Ithaca, New York CYRUSJ . UMRIGARC ornell Theory Center and Laboratory of Atomic and Solid State Physics, Cornell University, Ithaca, New York JOHNP . VALLEAUC,h emical Physics Theory Group, Department of Chem- istry, University of Toronto, Toronto, Canada HAOBINW ANG,D epartment of Chemistry, University of California, Berke- ley, Berkeley, California PREFACE The Monte Carlo method is pervasive in computational approaches to many-dimensional problems in chemical physics, but there have been few if any attempts to bring all the dominant themes together in a single volume. This volume attempts to do just that-at a state-of-art level focusing on the main application areas. More detailed general introductions to the Monte Carlo method can be found in the excellent textbooks by Hammersley and Handscomb (1964) and Kalos and Whitlock (1986). The term Monte Carlo, which refers to the famous gambling city and arises from the role that random numbers play in the Monte Carlo method (see the second chapter in this volume, by Srinivasan et al.), was suggested by Metropolis, and the method itself was first used in 1949 (Metropolis and Ulam, 1949). Von Neumann and Ulam (1945) had earlier realized that it is possible to solve a deterministic mathematical problem, such as the evalu- ation of a multidimensional integral, with the help of a stochastic sampling experiment. In fact, it turns out that if the dimensionality of an integal is of order of 10 or larger, the Monte Carlo method becomes the preferred tech- nique of numerical integration. Such multidimensional integrals play an important role in many branches of physics and chemistry, especially in statistical mechanics. Several of the chapters in this volume are concerned with the calculation of thermodynamic ensemble averages for systems of many particles. An introduction to this key application area is presented in the first chapter (by Siepmann), and advanced work is discussed in the last six chapters in this volume (by de Pablo and Escobedo, Valleau, Kofke, Siepmann, Johnson, and Barkema and Newmann). There are a large number of monographs and edited volumes with a major emphasis on techniques like those described above and their application to a wide variety of molecular simu- lations. Allen and Tildesley (1987), Heerman (1990), Binder and Heerman (1992), Binder (1995), and Frenkel and Smit (1996) may be consulted as a core library in this area. Although the simulation of ensembles of particles constitutes a huge liter- ature, it is only one aspect of the use of Monte Carlo methods in chemical physics. Basically, whenever one has to calculate integrals over a high- dimensionality space, the Monte Carlo method is potentially the algorithm of choice. Thus, for example, in few-body simulations of chemical reactions, one must integrate over the initial conditions of the reactant molecules, and vii viii PREFACE this application is covered in the sixth chapter in this volume (by Peslherbe et al.). Feynman’s path-integral method also involves multidimensional inte- grals, and the dimensionality of these integrals can be much higher than the number of actual physical degrees of freedom of the system. The application of Monte Carlo methods to this problem is covered in the fifth chapter in this volume (by Topper). The Monte Carlo method arises somewhat differ- ently in applications of quantum mechanics based on the Schrodinger equa- tion. There are two basic approaches. The first is based on a variational approach in which parameters in a trial function are varied, and variational expectation values over the trial function are evaluated by Monte Carlo quadratures. The second approach is different in that one actually solves the Schrodinger equation. The method is based on an analogy of the Schrodinger equation to a diffusion equation or stochastic process, which is quite natural to solve by a random walk. These approaches are discussed in the third and fourth chapters in this volume (by Bressanini and Reynolds and Nightingale and Umrigar). In the simulation of ensembles of condensed-phase particles, one must often combine the techniques used to sample over the motions of the par- ticles as a whole (these are the same techniques used to simulate a liquid of noble-gas atoms) with the techniques for sampling the internal motions (vibrations and rotations) of the molecules themselves. The latter problem becomes particularly significant for large molecules with internal rotations and other low-frequency, wide-amplitude motions. Often there are many local minima of the molecular potential-energy function, and one must develop specialized techniques to ensure that these are all sampled appro- priately. This problem is especially covered in the seventh through eleventh chapters in this volume (by Skolnick and Kolinski, Scheraga and Hao, Church et al., Ferguson and Garrett, and de Pablo and Escobedo). An interesting development of the last 10 years that has made Monte Carlo methods even more pervasive in the field of scientific computation is the prominence of parallel computation. Often, but not always, Monte Carlo algorithms are more amenable to parallelization than are competitive approaches. The quest for parallelism has led to a new appreciation for the power and advantages of uncorrelated samples, and also to many new research questions. For example, the ever-present search for methods of generating long strings of uncorrelated random numbers to drive the algo- rithms presents new challenges; this is discussed in the second chapter in this volume (by Srinivasan et al.). The Monte Carlo method is so general, and its use is so pervasive in chemical physics, that there will surely be further development of these techniques in the future. Will the Monte Carlo approach to simulation be PREFACE ix the single most widely used paradigm in computational science in the new millennium? Only time will tell, but the probability is high. REFERENCES M. P. Allen, and D. J. Tildesley, Computer Simulation of Liquids, Clarendon Press, Oxford, 1987. K. Binder, Monte Carlo and Molecular Dynamics Simulations in Polymer Sciences, Oxford, New York. K. Binder, and D. W. Heerman, Monte Carlo Simulation in Statistical Physics: An Introduction, 2nd ed., Springer, Berlin, 1992. D. Frenkel, and B. Smit, Understanding Molecular Simulation: From Algorithms to Applica- tions, Academic Press, New York, 1996. J. M. Hammersley, and D. C. Handscomb, Monte Carlo Methods, Methuen, London, 1964. D. W. Heerman, Computer Simulation Methods in Theoretical Physics, 2nd ed., Wiley, New York, 1990. M. H. Kalos, and P. A. Whitlock, Monte Carlo Methods, Wiley, New York, 1986. N. Metropolis, and S. Ulam, J. Am. Stat. Assoc. 44, 335 (1949). J. von Neumann, and S. Ulam, Bull. Am. Math. SOC.,5 1,660 (1945). DAVIDM . FBRGUSON J. ILJAS IEPMANN DONALDG . TRUHLAR University of Minnesota

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In Monte Carlo Methods in Chemical Physics: An Introduction to the Monte Carlo Method for Particle Simulations J. Ilja Siepmann Random Number Generators for Parallel Applications Ashok Srinivasan, David M. Ceperley and Michael Mascagni Between Classical and Quantum Monte Carlo Methods: "Variational"
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