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Towards bulk thermodynamics via non-equilibrium

methods: gaseous methane as a case study†
Cite this: Phys. Chem. Chem. Phys.,
2015, 17, 1966
Mirco Zerbetto and Diego Frezzato*

Received 25th August 2014,
Accepted 25th November 2014
DOI: 10.1039/c4cp03815k
www.rsc.org/pccp
We illustrate how the Jarzynski equality (JE), which is the progenitor of non-equilibrium methods aimed at
constructing free energy landscapes for molecular-sized fluctuating systems subjected to steered
transformations, can be applied to derive equations of state for bulk systems. The key-step consists of
physically framing the computational strategy of ‘‘total energy morphing’’, recently presented by us as an
efficient implementation of the JE [M. Zerbetto, A. Piserchia, D. Frezzato, J. Comput. Chem., 2014, 35,
1865–1881], in terms of build-up of the real thermodynamic state of a bulk material from the
corresponding ideal state, in which the particles are non-interacting. In this context, the JE machinery
yields the excess free energy versus suitably chosen controlled state variables, whose thermodynamic
derivatives eventually lead to the equation of state. As an explanatory case study, we apply the
methodology to derive the equation of state of gaseous methane by constructing the Helmholtz free
energy versus the particle density (at fixed temperature) and then evaluating the thermodynamic derivative
with respect to the volume. In our intent, this ‘‘old-style’’ work on gaseous methane should open the way
for the investigation of thermodynamics of extended systems via non-equilibrium methods.

1. Introduction instantaneous transformation; the JE fits in between, with

In the last decade, the so-called ‘‘Work Fluctuations Theorems’’
have been largely applied to achieve, both experimentally and
numerically, free energy profiles of molecular systems sub-
jected to steered transformations along some coordinate(s) of
interest at thermal equilibrium.1 In particular, the Jarzynski
equality (JE) can be seen as the archetype of these tools.2 In
essence, the distribution of the amount of work required to
drive a non-equilibrium transformation by means of a freely
chosen protocol is employed to compute the free energy difference
between the initial and the final (equilibrium) states. At the
computational level, the efficiency of the JE lies in replacing a
cumbersome calculation of configurational partition functions,3,4
by the simulation of few system trajectories. We underline that
the JE may be meant as a ‘‘non-equilibrium bridge’’ between
the classical ‘‘equilibrium’’ strategy known as Thermodynamic
Integration (TI) early conceived by Kirkwood,5 and the Free
Energy Perturbation (FEP) method reported by Zwanzig.6 In a
dynamical view, the TI would correspond to an infinitely slow
transformation between two thermodynamic states (the reference
and the target ones), while the FEP would lie at the opposite side of
Dipartimento di Scienze Chimiche, Università degli Studi di Padova, via Marzolo 1,
I-35131 Padova, Italy. E-mail: diego.frezzato@unipd.it; Tel: +39 049 827-5658
† Electronic supplementary information (ESI) available. See DOI: 10.1039/
c4cp03815k
advantages of finite-time simulated transformations but
expected greater accuracy with respect to the FEP. For a detailed
comparison between non-equilibrium tools and conventional
equilibrium strategies (e.g., smart Monte Carlo routes like the
umbrella sampling) we address the interested reader to ref. 7
and 8.
To the best of our knowledge, up to now the employment of the
Work Fluctuations Theorems (and of the JE amongst them) has
been mostly confined to single-molecule studies, i.e., complex
molecular systems or supra-molecular aggregates. Typical applica-
tions are encountered in biological contexts, e.g. in probing the
internal energetics of polypeptides,9 proteins10 and nucleic acids,11
of protein–ligand complexes,12–14 and in the construction of mean-
field potentials for solutes in biomembranes.15 Going to more
extended systems, applications of the JE can be found in problems
like estimating free energies of solvation of solute molecules in
given media (e.g., hydration of methane16,17). In all these cases, the
relevant state-variables fall on the molecular scale, being referred to
the chemical moiety of interest in the given environment.
In this work, we explore the applicability of the JE tool to
bulk homogeneous systems. The final target is the determination of
an equation of state from the estimation of the free energy density.
In other words, the state variables we shall deal with are, by
themselves, those thermodynamic variables that can be fixed in
macroscopic samples: temperature (chosen), pressure and
volume. In this perspective, the free energy landscape is only

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the ‘‘raw information’’ to be further elaborated to get, via thermo-
dynamic derivatives, the connection among state variables.
To recover the free energy landscape versus the relevant state
variables, we adopt here a strategy recently developed by us to
improve the computational efficiency of the JE machinery for
complex molecular systems, and implemented in our C++
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library JEFREE (Jarzynski’s Equality FREe Energy) for wide-
spread applications.18,19 The strategy, termed by us as ‘‘total energy
morphing’’, consists of making a sort of drastic ‘‘alchemical
transformation’’ where the whole energetics of the chemical system
grows from a flat state in which all the interactions are absent,
while possible constraints (e.g., chemical bonds) amongst the
constituting moieties are set and kept from the beginning. Such
an energy build-up (the morphing) is performed according to a
prescribed deterministic schedule while all the configurational
variables of the system are let free to fluctuate. The JE is then
readily applied to achieve the free energy profile versus the
morphing parameter and, much more importantly, versus some
system parameter that is being controlled in a subsequent
steering stage once the morphing is completed. The advantage
of performing such an energy morphing before the steering
consists of having the possibility to trivially and perfectly sample
the initial configurations (since the distribution is flat); hence,
no systematic error is introduced a priori. The price to pay is that
the whole transformation (morphing plus steering) is ‘‘longer’’,
hence the dissipation can result sensibly higher if compared to
that from standard applications of the JE where only the steering
is performed. The approach/software has been tested on simple
benchmark problems like the evaluation of the torsional free
energy about the bonds of a long free alkyl chain made of
connected and interacting beads. The route has already proved
to be highly performing also in probing the conformational
free energy of single chains belonging to clusters of alkyl-thiols
(up to 15 ten-carbons chains) attached to planar gold surfaces
(manuscript submitted) and to gold nanoparticles (manuscript
in preparation). In these cases, the controlled degree of freedom
is again a single dihedral angle of a selected probe chain of the
cluster, and the torsional steering begins just at the end of the
morphing (conducted preserving the system connectivity) of
the full system energetics, accounting for the set of inter- and
intra-chains, and chain-surface interactions.
In the context of bulk systems, we recognize that performing
the total energy morphing corresponds, physically, nothing but to
pass from the ‘‘ideal’’ system, with connected but non-interacting
moieties, to the real system, at fixed temperature and by keeping
fixed suitably chosen state variables. The subsequent steering on
these state variables (the temperature is still fixed) yields, through
application of the JE, the Helmholtz free energy landscape over
them; thermodynamic partial derivatives with respect to the state
variables then provide the connection with other state variables,
that is, ultimately, one ends up with an equation of state of the bulk
material. The important feature to exploit is that a macroscopic
bulk system, although it may be anisotropic (like a liquid crystalline
phase, for example), owns spatial invariance (homogeneity), which
allows to model it as union of replicas of constituting ‘‘cells’’ under
proper periodic boundary conditions. If this requisite is met,
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calculations of free energy can be performed via non-equilibrium
work theorems if the cell size is sufficiently small to be able to treat
its chemical content (at molecular level) in simulating the trans-
formations; the intensive bulk properties derived by elaborating the
free energy density in a finite-cell case are thus approximations
which can be improved by means of operative extrapolation
procedures if calculations with an increasing cell size (at fixed
density) are performed. This is the conceptual framework in all
generality, which must be tailored case-by-case.
As an explanatory case study, we shall consider the gaseous
methane modeled as an ensemble of Lennard-Jones interacting
beads. The objective is to construct the profile of the compres-
sibility factor versus pressure at fixed temperature. This goes
through the evaluation of the pressure itself from the thermo-
dynamic derivative of the Helmholtz free energy with respect to
the system volume. The required free energy profile versus the
volume (which is the controlled state variable in the steering
stage) is achieved by applying the JE with a morphing/steering
scheme. During the morphing stage, the ideal gas is trans-
formed into the real gas by means of a prescribed protocol, which
gradually ‘‘turns on’’ the intermolecular pairwise potential. In the
steering stage the density is driven to change in a given range. The
molecules are let free to explore the 3D-space via Markovian moves
during the whole transformation. We anticipate that calculations
give a quite good agreement both with the simplest conventional
route to compute volumetric properties from simulations (use of
the virial theorem) and with available experimental data. It is worth
mentioning that the formulation and the tests of applicability of
non-equilibrium work theorems to steered transformations where
thermodynamic variables are controlled were already considered in
the past (see for example ref. 20). We thank an unknown Referee
for addressing us to recent studies of Davie et al.21,22 where
volumetric changes are considered. In particular, in ref. 21 the
authors also treat the compression/expansion of a thermostatted
real gas made of periodic replicas of a reference cell. Such a work
shares several analogies with our present framework, although it
differs from the methodological point of view and, mostly, for the
principal aim. In ref. 21 the authors aim at re-deriving the Jarzynski
and Crooks relations for volumetric transformations by starting
from the equations of motions under steering, and illustrative
calculations of the Helmholtz free energy profiles versus an
expansion factor are made by applying molecular dynamics for
the particle moves. Here we take the JE for granted and use it as a
‘‘calculation machinery’’ to achieve the equation of state of the
material: we give up any realistic description of the particle
dynamics (Monte Carlo Markov chains will be adopted, as
described in the following) and the free energy is treated only
as an intermediate quantity in the elaboration.
Although a large part of the paper is devoted to the simplest
gaseous bulk system merely taken to illustrate the general
key-steps, we stress that our main target is to let aware about
how the JE machinery may be applied to investigate bulk
materials (in perspective, also condensed phases and mixtures),
that is, ultimately, to end up with equations of state once
suitable state-variables are adopted. This is the principal scope
of this communication, which is mainly addressed to the
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Community of scientists interested in thermodynamic properties of
materials.
We point out that our perspective is different from others in
the permanently lively context of bulk materials investigated on
statistical grounds. For example, we mention the very recent
publication ref. 23 where the free energy of solid hard-spheres
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lattices has been computed by means of smart implementa-
tions of the equilibrium tools Thermodynamic Integration and
Free Energy Perturbation mentioned above. Such a work shares
several analogies with our morphing approach. In particular,
the authors try several reference states and several paths to let
grow the system energetics. Differently, first here we employ a
non-equilibrium tool and, second, our target is not to investigate
the thermodynamic stability of different system configurations,
rather to use the free energy profile to achieve an equation of
state of practical use in engineering contexts.
After these premises, in the next section we outline the
theoretical basis: we illustrate the extrapolation procedure to
achieve bulk properties, we outline the essential features of
Jarzynski’s equality, and present the transformation protocol
adopted to employ the JE in the study of gaseous systems. In
Section 3 some computational aspects are discussed. In Section
4 we present the outcome of model calculations on methane,
also making a comparison with the ‘‘virial theorem method’’
which is routinely applied to compute thermodynamic averages.
The final section is devoted to remarks and perspectives for
future applications/extensions of the methodology.
2. Theory
2.1 Achieving the equation of state for real gases
To reproduce bulk conditions, here for a substance in the gaseous
state, one should perform simulations with a huge number of
particles (of the order of Avogadro’s number) such that, at a given
density, the volume is so large that surface (boundaries) contribu-
tions are negligible. On the other hand, calculations can be actually
done only with a finite number of particles; this imposes us to define
a treatable bulk system which approaches the real one as a limit.
Here we choose/define a 3D lattice made of cubic cells, each
of volume V and containing N particles; periodic boundary
conditions (PBC) with the ‘‘minimum image convention’’ are
applied.4 This fixes unequivocally an N-dependent macroscopic
system of replicas. We shall term it the ‘‘virtual gaseous lattice’’.
The approach to the homogeneous bulk system is then monitored
by increasing N (at fixed density, this enlarges the box and reduces
the effect of the PBC) up to an acceptable degree of convergence.
On these grounds, let us refer to the Helmholtz free energy
per single cubic cell of the lattice at temperature T, here
denoted as A(N,V,T). We express it as
A(N,V,T) = Aid(N,Vi,T) + DAmorph(N,Vi,T) + DAsteer(N,Vi,V,T)
(1)
where Vi is the volume corresponding to some reference
particle-density N/Vi, Aid(N,Vi,T) is the free energy (per single cell)
of the ideal gas made of non-interacting point-like particles at
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that density, DAmorph(N,Vi,T ) is the free energy difference related to
the change (i.e., to the ‘‘morphing’’) of the ideal gas into real gas at
that density. Finally, DAsteer(N,Vi,V,T ) is the free energy difference
due to the possible change in volume Vi - V. Globally, the latter
two terms are merged into a unique ‘‘transformation’’ term:
DAtransf (N,Vi,V,T) := DAmorph(N,Vi,T) + DAsteer(N,Vi,V,T) (2)
Now consider the following thermodynamic derivative which
gives the pressure:
p = (qA/qV)T (3)
This is the link between the state-function free energy and the
state-variables. By using eqn (1) as A(N,V,T ) = Aid(N,V,T ) +
DAmorph(N,V,T) (only morphing of the ideal gas into real gas
at a given volume), and inserting into eqn (3), yields
  
pN ðV; TÞ ¼  ð@Aid ðN; V; TÞ=@V ÞT  @DAmorph ðN; V; TÞ @V T
 
NkB T @DAmorph ðN; V; TÞ
¼ þ V 2 (4)
V @ð1=VÞ T
where the subscript ‘‘N’’ serves to recall that we deal with the
pressure of the constrained virtual gaseous lattice with N
molecules per cell. The equation of state of the ideal gas has
been used to get the first addend in the second line of eqn (4),
that is the pressure of the ideal gas; kB is the Boltzmann
constant and, from now on, b = (kBT)1. Since the cubic cell
is a fictitious construction, the physical intensive state-variable
to be considered is the volume-per-molecule, v = V/N, or its
inverse (the particle-density), both adopted in the following. In
terms of volume-per-molecule, eqn (4) turns into
   
pN v @ bDAmorph ðN; V; TÞ N
¼ 1 þ v1 (5)
kB T @ð1=vÞ T
where DAmorph(N,V,T)/N is the morphing free energy difference
per molecule at volume V = Nv. Eqn (5) yields the equation of
state of the real gas once the derivative is elaborated.
The morphing free energy difference is here computed by
exploiting the thermodynamic cycle at constant temperature
displayed in Fig. 1, where the steps (2) and (3) constitute the
global transformation whose free energy difference is given in
eqn (2). Hence, DAmorph(N,V,T) to be inserted in eqn (5) is given,
in our computational practice, by
Vi
DAmorph ðN; V; TÞ  NkB T ln þ DAtransf ðN; Vi ; V; T Þ (6)
V
where the first addend is the contribution of the isothermal
volumetric change of the ideal gas from V to Vi. In short, the
key-quantity to be computed is DAtransf (N,Vi,V,T) for the trans-
formation which starts from the ideal gas at some chosen
volume Vi. The strategy to evaluate DAtransf (N,Vi,V,T) is the core
of our work, and it will be detailed in the next sections.
Turning back to eqn (5), the left side corresponds to the
N-dependent compressibility factor
 
pv
ZN ðT; vÞ :¼ (7)
kB T virtual cubic lattice
N molecules per cell
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Fig. 1 The isothermal thermodynamic cycle adopted to link the free
energy of morphing at any actual volume V, to the free energy difference
from the ideal gas at a starting volume Vi to the real gas at volume V;
such a free energy difference is that computed with the non-equilibrium
methodology presented here.
Any other equation of state, for a general intensive property of
the system, can be then obtained as a function of two of the
state-variables, the third being extracted from eqn (5). For
example, we may choose v, T as variables, hence p = pN(v,T) as
above; then, a certain property of temperature, density, and
pressure, can be expressed by a function f N(v,T)  f [v,T, p =
pN(v,T)]. The real homogeneous (unconstrained) bulk limit is
finally formally achieved as
f ðv; TÞ ¼ lim fN ðv; TÞ (8)
N!1
To achieve such a limit, a sequence of calculations should be
performed for an increasing number of particles (at fixed
volume-per-molecule) until an acceptable convergence of the
specific property under consideration is obtained. Physically this
corresponds to the enlargement of the cubic cells by moving
the boundaries to infinity, so that the spurious correlations
introduced by the PBC vanish.
We draw the attention to the fact that different properties,
for the same gas, may reach the desired convergence with
different values of N. On the other way round, convergence to
the bulk situation may be only ‘‘apparent’’ when looking at
certain properties, while deviations from it would be highlighted
when looking at others. In this study on methane, to check
convergence and make the comparison with experimental data
we shall focus on the compressibility factor, since the details of
its profile versus pressure (or density) are very sensitive both to
model parameters and accuracy of the numerical tool; we shall
show, in fact, that the frequently adopted density-pressure plots
do not display such a sensitivity.
The strategy above sketched is clearly useless unless one
disposes of an efficient route to evaluate DAtransf (N,Vi,V,T).
Below we present our novel strategy based on the application
of Jarzynski’s equality.
2.2 The Jarzynski equality (outlines)
Let us consider, in all generality, a system whose instantaneous
state is specified by a set of variables x and by a set of parameters
K (one or more) over which an external mean/apparatus (real or
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virtual) can exert a deterministic control. Suppose that the
control parameters can be held fixed at some values, while all
variables x undergo stochastic fluctuations at thermal equilibrium.
At equilibrium one can define the Helmholtz free energy of such a
constrained system, say A(K), which, on statistical grounds, is
linked to the ‘‘configurational’’ canonical partition function (apart
Ð
of an additive constant) via A(K) = b1 ln dx exp{bVK(x)};3,4
here, VK(x) is an effective potential energy (generally, a mean-field
potential on the relevant variables). The purpose is to evaluate A(K)
by avoiding the direct integration over x, which is generally
cumbersome when many variables are involved.
Let us consider the control parameters initially set to K = K0;
suppose to ‘‘pick up’’ the system in a configuration randomly
drawn from the canonical distribution and drive the transfor-
mation K(t) from K0 to K1 according to an arbitrarily chosen
deterministic time-protocol, while the components of x(t) freely
evolve. Along the system trajectory, one can measure/calculate
the work amount which is performed by the external mean
to guarantee the prescribed protocol. This is evaluated by
accumulating all the infinitesimal energy exchanges between
the system and the external mean, which occur only upon
modulation of the controlled coordinates. For the n-th trajectory,
one formally has1,24
ð tp 
@VKðtÞ ðxÞ
wn :¼ dt  (9)
0 @t x¼xðtÞn
where tp is the duration of the transformation. The crucial point
is that the Jarzynski equality yields the free energy difference
A(K1)  A(K0), between two equilibrium states, through the
following work-exponential-average performed on the statistical
ensemble of trajectories x(t) all generated by applying the same
schedule K(t):
JE
eb½AðK1 ÞAðK0 Þ ¼ ebw fixed protocol (10)
K0 !K1
The workable expression, when a finite number Ntr of transfor-
mations is performed, is
1 XNtr
AðK1 Þ  AðK0 Þ ’ b1 ln ebwn (11)
Ntr n¼1
which becomes exact as Ntr - N; uncertainties on such an
outcome (statistical plus bias) are well characterized.25
The JE holds under mild conditions. It suffices that (1) the
starting configurations are drawn from the initial equilibrium
distribution at K0, as stated above; (2) the uncontrolled
dynamics x(t) is a Markovian (memory-less) process;26 (3) these
dynamics be such that the underlying canonical distribution p
exp{bVK*(x)} would be attained in the long-time limit once the
protocol was stopped at a general K*.
We stress the fundamental point that eqn (10) and (11) hold
regardless of the chosen protocol, and regardless of the specific
kind of dynamics under the mild conditions expressed above.
The latter issue is very useful in simulations, since it allows one
to replace the real dynamics with surrogates which are easier to
implement in algorithms and/or which yield a more accurate
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estimation of the free energy difference in a fixed protocol and
number of transformations.12 In the essence, the JE is nothing
but a computational machinery to calculate the free energy
A(K1) with respect to a value A(K0) corresponding to some
reference state specified by K0 (also an ‘‘ideal’’ one, that is a
state unattainable in practice), once any transformation route
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K0 - K1 (even fictitious) is devised.
xj  xi
The general strategy above sketched is here adopted to
evaluate the free energy difference DAtransf defined in eqn (2)
and required in eqn (6): K0 corresponds to the reference ideal-
gas-state (non interacting particles) at a given density, while
K1 corresponds to the real-gas state at the same or at a
different density. The uncontrolled stochastic variables x are
here related to the collection of positional coordinates of the
molecules (properly scaled, see the next section for details) in
a cell of the virtual gaseous lattice previously defined. Since
the final state K1 is arbitrary, one achieves the profile of the
Helmholtz free energy versus the density, which eventually leads
to the equation of state. The peculiar transformation K0 - K1
performs a total morphing of the internal energetics (intermo-
lecular forces), followed by an effective transformation where the
gas is compressed or expanded. Insights are given in what
follows.
2.3 Morphing/steering of the gaseous state
Let us introduce the particle-density
1 to lf. Thus, the array K contains two parameters:
l¼ (12)
v
which will be employed as the controlled parameter in the non-
equilibrium transformations. By considering a lattice of cubic
cells containing N particles, l sets the volume of each cell to
N/l; thus the length of the cell side is
Lcell(l) = (N/l)1/3 (13)
For simplicity we approximate each methane molecule to a
spherical bead. Let us focus on a single cell, and ri be the
Cartesian components of the i-th molecular centre with respect
to the origin of the cell frame. The real positional coordinates
cannot be adopted as proper stochastic variables in the JE
framework, since the change in l affects directly (to some extent)
their evolution through the contraction/expansion of the physi-
cal boundaries of the cell. Our need is to construct a
configuration-dependent potential energy on suitable stochastic
variables x which only specify the mutual configuration of the
molecules, while the size effect entirely bears upon a separate
term dependent on l. For this purpose it suffices to adopt the
scaled coordinates
xi = ri/Lcell(l) (14)
With reference to the cell centre, 1/2 r xi,a r +1/2 for all i = 1,
2,. . ., N and a = x, y, z. With this choice,
config
VCH4 ðgÞ;l ðxÞ ¼ VCH ðxÞ  3Nb1 ln Lcell ðlÞ (15)
4 ðgÞ;l
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config
where VCH 4 ðgÞ;l
ðxÞ is the effective intermolecular interaction
energy at a given configuration, that here we model as sum of
two-bodies 12–6 Lennard-Jones (LJ) interactions, that is
config
X
N 1 X
N  
VCH ðxÞ ¼ uLJ rij ðx; lÞ ;
4 ðgÞ;l
i¼1 j¼iþ1 (16)
rij ðx; lÞ ¼ Lcell ðlÞ
where |||| is the Euclidean norm of the vector, and
uLJ(r) = 4e[(s/r)12  (s/r)6] (17)
(specific values of the LJ parameters for methane will be given
in the following). The last term in eqn (15) is a geometrical
contribution arising from the Jacobian of the coordinate
change in eqn (14).
The configuration-dependent potential energy VCH4(g),l(x)
corresponds to the actual state of methane, i.e., the real gas
at the chosen density in the virtual lattice. In the context of the
non-equilibrium transformations above sketched, such an end-
state is labelled by a set of parameters K1. Hereafter we detail
these parameters, and specify the initial reference state K0 from
which the transformation begins.
As anticipated, K0 - K1 is made of two parts. In the first
part, the morphing stage, the intermolecular forces at a fixed
density li (also the cell volume is hence fixed) are let to grow in
a controlled way. In the subsequent part, the steering, the
density is changed with compression or expansion routes up
K = (lM, l) (18)
where 0 r lM r 1 specifies the progression of morphing, and
l A [li,lf]. The global transformation is then
ð0;li Þ !   ! ðlM ;li Þ !   ! ð1; li Þ !   ! ð1;lÞ !    ! ð1; lf Þ
|fflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl
ffl{zfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl} |fflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl}
morphing steering
(19)
Per each trajectory, the very first configuration x is produced
by randomly placing N particles inside the cubic cell (the
simulation box, actually). Since the energy landscape is initially
‘‘flat’’, this operation is nothing but a trivial unbiased drawing
of 3N values 1/2 r xi,a r +1/2. This is the point of strength of
our route, since such a perfect sampling of the initial equili-
brium distribution avoids systematic errors a priori. In routine
applications of the JE, in fact, the initial configuration is drawn
from the effective equilibrium distribution at fixed controlled
parameters. Such a drawing is usually performed by randomly
picking a configuration amongst those visited in a long impor-
tance sampling Monte Carlo (IS-MC) chain,4,27,28 or in long
Brownian or molecular dynamics preliminary runs. However, if
the energy landscape displays roughness, wells, saddles and
high-energy barriers, the equilibrium sampling is poor and
bears an a priori bias on the final outcome. In contrast, the
morphing from the flat state does not suffer from such a
problem.18 However, there are surely a variety of situations,
depending on the number of degrees of freedom, internal
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connectivity, and features of the energy landscape, in which the
morphing may not improve the quality of the final outcome, or
even it may introduce severe penalties. In fact, on the one side
the initial ideal state is perfectly sampled, but on the other side
the morphing route could produce a very large spread of
configurations, most of which deviate from the typical micro-
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states of the real system at equilibrium. By proceeding with
the steering stage from these configurations, it is expected
that broad work-distribution-functions will develop, hence
producing large uncertainties on the free energy estimates
(see discussion in Section 3). Case-by-case, the efficiency of
this strategy must be assessed with caution. As stated in the
Introduction, up to now the efficiency of the morphing route
has been proved by us on archetype systems like alkyl chains,18
but also on more complex systems like aliphatic coatings of
gold surfaces (up to about 150 internal degrees of freedom with
a coarse-grained representation). The strength of the approach
has been proved even outside the chemical-physical context,
namely in the machinery to perform stochastic multidimen-
sional integration by performing morphing of the integrand
functions; tests on functions locally ‘‘rough’’, and with very
many sparse ‘‘peaks’’, gave positive outcomes.29
In the present implementation, for the morphing stage we
opt to build the energetics by means of a homogeneous growth
plus a sub-morphing of the LJ interactions, that is
morphing stage: VK(x) = lMṼCH4(g),lM,li(x) (20)
where ṼCH4(g),lM,li(x) is like in eqn (15) but the configurational term
is computed with the following modified form, lM-dependent,
of the LJ potential:30
1 1
u~LJ ðr; lM Þ ¼ pffiffiffi 2  að1  l Þ þ r6 ;
½að1  lM Þ þ r6 =a M =b
(21)
a ¼ 4es12 ; b ¼ 4es6
Such a form tends to the real LJ potential in eqn (17) at the end
of morphing, i.e., ũLJ(r,1)  uLJ(r) and ṼCH4(g),1,li(x)  VCH4(g),li(x),
so that no artefacts are introduced; the growth is determined by
the parameter a, here set to 0.5. The motivation of doing such a
sub-morphing is discussed below.
Once the energetics is formed, the protocol may prosecute
with the steering stage to change the density up to the target
value lf:
steering stage: VK(x) = VCH4(g),1,li(x) (22)
While the deterministic protocol is developed, the N particles
must be let free to move within the box (under PBC conditions)
by means of any kind of Markovian dynamics, which guaran-
tees the relaxation to the underlying canonical distribution
once the morphing protocol was stopped. Here we adopt the
basic Importance Sampling Monte Carlo route (IS-MC)4,27,28
to perform such an exploration of the configurational space
(see Section 3).
Along the n-th trajectory, from eqn (9) it follows that
the amount of work wn(l 0 ) done up to reach the state of real
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gas at some density l 0 between the initial li and the final lf is
given by
ð t^M  
@VK xðt^Þn 
wn ðl0 Þ ¼ dt^l_ M ðt^Þ 
0 @lM lM ¼lM ðt^Þ
  (23)
ð ^tðl0 Þ
@V CH ðgÞ;l xð ^
tÞ 
n 
þ dt^l_ ðt^Þ 4

tM ^ @l l¼lðt^Þ
where t̂ is a ‘‘virtual time’’ progression variable along which the
actual schedules lM(t̂) and l(t̂) develop (overdots stand for
‘‘time’’ derivatives). In the next section we give the operative
form of eqn (23). According to such a notation, once an
ensemble of Ntr work values has been produced, the JE gives
1 XNtr
DAtransf ðN; Vi ; V; T Þ ’ b1 ln ebwn ðlÞ ;
Ntr n¼1 (24)
l ¼ N=V
Thus, the simulation of transformations up to the final particle-
density lf actually yields the whole set of values DAtransf (N,Vi,V =
N/l,T) for all l within the explored range.
Let us turn back to motivate the sub-morphing of the LJ
interactions. We recommend this kind of strategy for dense
systems, any time there are inter-particle interactions that
diverge at a vanishing distance (this is indeed the LJ case). In
fact, since the initial configuration x is drawn at random, it may
likely happen, in dense systems, that two or more beads fall
largely ‘‘superimposed’’ (small center-to-center distance com-
pared to s in the LJ case). This implies that, in the first step of
morphing, some ‘‘spikes’’ of very high energy appear suddenly;
accordingly, the work amount related to such a sudden energy
growth in the n-th trajectory is positive and very high and, even
admitting subsequent compensation effects, the accumulated
work will remain high (in kBT units) along the transformation.
This implies that a trajectory that starts with two or more
overlapping beads is, as a matter of facts, a ‘‘wasted one’’ since
it does not contribute significantly to the exponential average of
the JE. These situations are not ‘‘pathological’’ by themselves,
meaning that these trajectories cannot be excluded a priori,
rather they correctly reflect that the basic homogeneous morphing
route can be a highly dissipative transformation (see the subsec-
tion ‘‘uncertainties on the outcome’’) and the bias error may be
very large when the initial particle-density, li, is high. In contrast,
with the LJ sub-morphing these troubling initial energy spikes are
avoided.
3. Computational details (essentials)
To perform the evaluation of DAtransf entering eqn (6), we have
used the C++ library JEFREE developed by us and recently
presented.18 For technicalities, the interested reader is referred to
such a publication and to the documentation that accompanies the
software.19 In what follows we shall discuss only the essential
features and some aspects which are pertinent to the present
application. JEFREE itself is an evolution of our previous C++ library
JEMDI,29 where the Jarzynski equality and the morphing route were
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applied to build a versatile tool to perform stochastic integra-
tion of multidimensional functions over hyper-rectangles.
3.1 Operative discretization of the transformation
In the computational practice, the deterministic protocol and
the stochastic exploration of the configurational space are
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carried on as a sequence of (1) parameter transformation at
frozen configuration (‘‘guide’’ here below), and (2) random
move at fixed parameters (‘‘move’’). By labeling with s = 1,
2,. . ., Nsteps the steps, the s-th one starting at some ‘‘time’’ t̂s1
and ending at t̂s is made of two parts
guide move
! xðs  1Þ
xðs  1Þ
! xðsÞ (25) be not, so that calculations need to be repeated by ‘‘slowing
The random move which updates the particle configurations is
here performed by means of the IS-MC Metropolis algorithm27,28
under application of PBC. As stated, work is performed only in
the ‘‘guide’’ part of each step.
In our case, the morphing stage is realized with Nsteps,M
steps (index 1 r m r Nsteps,M) and the steering compression/
expansion stage with Nsteps,S steps (index 1 r s r Nsteps,S).
Moreover, we opted to perform transformations at constant
velocity. Thus, eqn (23) turns into
 
@ V~CH4 ðgÞ;lM ;li xðmÞn 
NXsteps;M
1 The calculations here performed for the gaseous methane
wn ðsÞ ¼ 
Nsteps;M m¼1 @lM  passed these checks. As discussed in ref. 18, we assess the
lM ¼lM ðmÞ
(26)
 0 
lf  li X @VCH4 ðgÞ;l xðs Þn 
s
þ 
N steps;S s0 ¼1 @l l¼lðs Þ0
where lM(m) = m/Nsteps,M and l(s 0 ) = li + s 0 (lf  li)/Nsteps,S. In the
present calculations, analytical expressions of the derivatives
with respect to lM and l are supplied to JEFREE (but a user of
the library might opt for the default option, that is to let
compute numerically the derivatives via finite-differences).
Finally, eqn (24) becomes
1 XNtr
DAtransf ðN; Vi ; V ¼ N=lðt^s Þ; T Þ ’ b1 ln ebwn ðsÞ
Ntr n¼1
(27)
3.2 Uncertainties on the outcome
Intrinsic and unavoidable uncertainties on the outcome DAtransf
are of two kinds, namely the bias term and the statistical
uncertainty subtly connected, and both due to the finiteness
of the ensemble of repetitions. In short, an amount of energy
dissipation (‘‘wasted work’’) bears upon any finite-time, hence
irreversible, transformation. At the molecular scale, this is
translated into a broadening of the distribution of work values,
p(w), which is characteristic of the system under inspection, of
the transformation protocol, and of the stochastic dynamics
over the uncontrolled degrees of freedom.1 By looking at
eqn (27), it is intuitive that the lower values of the work amount
dominate the outcome of the calculation, because of the
exponential character of the average. This implies that an
excellent sampling of the low-work wing of p(w) is required to
get a very accurate result; on the other hand, the tail of any
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distribution is hardly sampled unless an extremely large num-
ber of measures (calculations, here) is performed. This means
that for any finite number of repetitions, Ntr, an unavoidable
bias (systematic error), (dDAtransf)bias, due to poor sampling of
the low-work wing, will affect to some extent the outcome from
eqn (27). At the same time, the bias is expected to be larger as
such a wing is more extended, that is, roughly speaking, when
p(w) is broader; this implies that the outcomes themselves, if
the calculation is repeated, fluctuate about the average so that a
statistical uncertainty, (dDAtransf)stat, arises.
Three checks are currently employed in JEFREE to indicate
that the bias is likely negligible, or to warn the user that it may
down’’ the protocol to reduce the dissipation and hence the
broadening of p(w). Namely: (1) the relative statistical uncer-
tainty (see below) should be much smaller than 1 (an inference
from the statistical theory of Zuckerman and Woolf presented
in ref. 25; see also our rephrasing in ref. 18 and 29); (2) the
standard deviation of the work values should be smaller than 1
(in kBT units) according to the recommendation in ref. 2 (see
note 23 therein), ref. 8, 31 and 32; (3) the average acceptance
ratio of IS-MC moves, over the whole transformation, should be
close to 50% (empiric criterion tested in ref. 18).
statistical uncertainty by splitting the ensemble of Ntr outcomes
into M blocks formed by Ntr/M results from consecutive trajec-
tories (taken as they are generated); for each block we evaluate
the argument of the logarithm in eqn (27) and get the statistical
uncertainty dF on such a ‘‘morphing factor’’ F simply by taking
one standard deviation of these partial outcomes from the
average (computed from all trajectories). Finally, by applying
the basic linear formula of error propagation we get (DAtransf)stat C
dF/F. Values DAtransf and related (DAtransf)stat are taken as primal
‘‘raw’’ data. The subsequent elaboration of DAtransf yields quantities
(for example the gas pressure from eqn (5) in the present
application) whose uncertainty can be estimated by further error
propagation.
4. Calculations and results
Calculations have been performed with the LJ optimized para-
meters taken from the recent work of Hu:33 e/kB = 148.6 K and
s = 3.758 Å. All the intermolecular interactions were evaluated
under PBC conditions; no spatial cut-off was applied. The gas
temperature was set to 323.15 K, the same of the experimental
data to which we shall refer.34 Calculations were run with our
JEFREE software.35 For this presentation, we have opted to use
our library as any user would do: write the specific C++ ‘‘object’’
to implement the LJ interaction energy, and let JEFREE to use
default parameters and optimize those crucial ones needed for
the run (e.g., the maximum length of IS-MC moves); see the
JEFREE documentary file for technicalities.19 The number of
methane molecules per cell in the virtual gaseous lattice ranged
from 20 to 120 with increments of 20.
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above. The morphing and the steering stages were realized,

respectively, with Nsteps,M = 105 and Nsteps,S = 4  105 steps;
transformations were performed at constant velocity. For the
post-processing, bDAtransf and related uncertainty were recorded
for 104 equally spaced l values in the steering stage.
In Fig. 3 we show the density dependence of the morphing
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free energy difference per particle in kBT units, that is bDAmorph/

N = bDAtransf/N  ln(l/li) (from eqn (6)) versus l (we recall that
l = 1/v), where DAmorph refers to the cell of volume V = N/l and
DAtransf to the transformation from the ideal gas at volume Vi =
N/li to the real gas at V (see the scheme in Fig. 1). The profile in
Fig. 3 refers to the lattice with the largest number of particles
per cell, N = 120. First notice that the morphing free energy is
very small at the initial density chosen here, which is so low
that the real (morphed) gas is almost under ideal conditions.
Moreover, the statistical uncertainties are very small (see the
Fig. 2 Schematic of the energy morphing (empty circles stand for non- narrow ‘‘thickness’’ of the profile and the blow-up of its initial
interacting particles) and subsequent steering to change density of the part in the inset), hence the bias error is also likely negligible.18
‘‘virtual gaseous lattice’’ (a single cell is depicted; imagine the lattice
Globally it emerges that starting from very low density, and
formed by replicas under application of periodic boundary conditions).
lM is the morphing factor and l = 1/v is the particle-density being v the adopting a sufficiently low compression rate (here of about
volume-per-particle. The scheme refers to transformation protocols at 2  108 molecule per Å3 per steering step), the energy
constant velocity, which is the case actually implemented in the present dissipation is kept small and the free energy profile results to
calculations. be accurate in the whole density range.
In Fig. 4 we show the resulting compressibility factor evaluated
at 100 equally spaced pressure values for the compression (red
Being our target the compressibility factor Z versus pressure,
circles) and expansion (black squares) routes. Values are obtained
two approaches have been considered, namely:
by applying eqn (5) with (6), where the derivative with respect to the
(A) Morphing of the real gas state plus subsequent steering
particle-density is performed numerically by using a five-point
(density sweep with compression or expansion routes);
symmetric formula. Only the two limit cases N = 20 and N = 120
(B) Only morphing at a given density l plus a small incre-
are shown. What emerges is that the computational efficiency of
mental compression.
the compression route is superior to that of the expansion one, and
The compression/expansion routes are depicted in Fig. 2.
the latter degrades rapidly as the number of particles in the
With the modality (A) we perform morphing of the energetics at
a given initial density li, and prosecute either with the steering
li - lf o li (expansion) or li - lf 4 li (compression). In this
way we achieve the whole profile of free energy (and then of Z)
versus l in the given interval. The drawback is that energy
dissipation accumulates in the course of the steering stage, so
as to produce accuracy degradation. In what follows we shall
compare the compression and the expansion routes, showing
that the former is more convenient in terms of better precision/
accuracy.
In contrast, with the modality (B) one directly focuses on a
single particle-density. In this case, only few steps of compres-
sion steering are performed with the purpose to evaluate the
derivative of DAmorph/N, needed in eqn (5), as incremental ratio
(see below). Although in this way the accuracy can be kept high,
one need to make distinct calculations for any value of the
density.

4.1 Morphing plus steering (density sweep with compression

or expansion routes)
The particle density has been varied in the range between li =
2  106 and lf = 8  103 molecules per Å3. The number of
repetitions was Ntr = 5000, then divided into M = 50 blocks to
evaluate the statistical uncertainty on the outcomes as discussed
Fig. 3 Density dependence of calculated morphing free energy of the
gaseous methane. The inset shows some points in the lower-density range
and their statistical uncertainty. The system is the ‘‘virtual gaseous lattice’’
with 120 molecules per cell at T = 323.15 K. Computational parameters are
given in the text.

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Fig. 4 Pressure dependence of the compressibility factor from the cal-

culated free energy profiles by numerically computing the derivative with
respect to the particle-density (see text for details). Compression (red
circles) and expansion (black squares) routes are compared for the two
limit cases of ‘‘virtual gaseous lattice’’ with 20 and 120 methane molecules
per cell at T = 323.15 K. Computational parameters are given in the text.
Fig. 5 Pressure dependence of the compressibility factor from the calculated
free energy profiles under the compression route (red circles), and experi-
mental data from ref. 33 (solid line). Only the two limit cases of ‘‘virtual gaseous
lattice’’ with 20 and 120 methane molecules per cell at T = 323.15 K are shown.
Computational parameters are given in the text.

simulation box (i.e., the number of degrees of freedom) increases.

Such an outcome is intuitive, by considering that large energy by employing a sixth-order polynomial expansion of Z versus p
dissipation occurs in the initial part of the morphing stage: (this was found to be the lowest order to assure good fits). The
although the LJ sub-morphing mitigates the effect of repulsive sequence of interpolating profiles is shown in Fig. 6; the case
interactions, the more denser the system is (case with expansion
route in the steering stage), the higher is the dissipation when the
energy landscape is let to grow at a prescribed rate. On this basis we
recommend the use of the compression route and in what follows
we shall focus only on it.
Now we turn to the comparison between the outcome with
our model methane gas and experimental data from ref. 34. In
Fig. 5 we show the profiles of the compressibility factor
calculated for N = 20 and N = 120 molecules per cell, together
with the experimental data; the profiles end at different
abscissa values since the pressure is derived by eqn (5) (the
independent variable is the particle-density). By trusting
on the guess that the Lennard-Jones gas and adopted para-
meterization are suited, we observe the expected trend: at
fixed density (fixed pressure, here), moving away the cell
boundaries makes the virtual lattice tend to the bulk gaseous
state. The cases N = 40, 60, 80, 100, here not shown, fit Fig. 6 Profiles of the compressibility factor, yielded by the calculated free
between these profiles and lay in the expected sequence energy profiles under the compression route with a subsequent polyno-
mial fit (see text for details), for the sequence of ‘‘virtual gaseous lattices’’
displaying a convergence trend. Notably, the N = 120 profile
with 20, 40, 60, 80, 100 and 120 methane molecules per cell (black lines);
falls very close to the experimental data. extrapolated profile at N - N (blue line); experimental data from ref. 33
In order to smooth these scattered ‘‘raw’’ data directly (black circles). The system temperature is T = 323.15 K. Computational
yielded by numerical derivatives, we have interpolated them parameters are given in the text.

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N = 100 (dashed line) is anomalous at high pressures and its

features are not relevant on physical grounds.
To go further, we have applied an extrapolation procedure to
achieve the limit N - N by adopting a polynomial expression
of bDAmorph/N (obtained from the free energy ‘‘raw’’ data
DAtransf via eqn (6)) versus 1/N:
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 bðvÞ cðvÞ dðvÞ

fixed particle-density : bDAmorph N ¼ aðvÞþ þ 2 þ 3 þ...
N N N
(28)

Such an expansion should be taken as an operative and trial

expression to fit the data. However, we have verified that eqn (28)
well matches the real trends, and that, for N sufficiently large,
truncation at the first order suffices to fit the set of data at a given Fig. 7 Some of the profiles shown in Fig. 6, displayed here in the density-
pressure representation: ‘‘virtual gaseous lattices’’ with 20, 60 molecules
density. We have seen that for N from 20 to 120 this holds true at
per cell (black lines), an extrapolated profile at N - N (blue line), and
any volume-per-molecule v in the explored range. Thus, weighted experimental data from ref. 33 (black circles).
linear fits accounting for the statistical uncertainties on DAtransf
have been performed to get a(v) and b(v). Here, a(v) corresponds to

lim bDAmorph N and it is employed in eqn (5) to extrapolate the very last stage and leave fits/smoothing to the latest step. We also
N!1
stress that virial coefficients are not really the target (they may be of
limit values of the compressibility factor. As done for the cases
use to compile tables and exchange information in numerical and
with finite N, the resulting values have been fitted versus the
concise way), rather one is interested in assessing likely values of
pressure with a sixth-order polynomial. The resulting profile is
some physical properties of the gas in a given thermodynamic state;
shown in Fig. 6 with a blue line. Notice that it falls close to the
with reference to the compressibility factor, we have shown here that
experimental data; in particular, the limit situations of low and
such a goal can be achieved in a broad range of pressures.
high pressures seem to be well captured. The first-order ‘‘virial’’
Finally, in Fig. 7 we show some of the data of Fig. 6 in the
coefficient at T = 323.15 K results to be 1.25(0.08) bar1, to be
density-pressure representation, which is often adopted when
compared with 1.280(0.001) bar1 yielded by fitting the experi-
presenting experimental data together with computed or model-
mental data with the same strategy. Such a global agreement
based outcomes. As anticipated in Section 2.1, note that the spread
suggests, indirectly, that the parameterization of the gaseous
of the profiles here appear reduced (in particular, the extrapolated
methane proposed in ref. 33 is suited for methane in the broad
profile perfectly matches the experimental data), hence to our
range of pressures considered here.
opinion such a representation is not suited to value/compare
Unfortunately, virial coefficients of higher order cannot be
several sets of data. In contrast, the profile of the compressibility
assessed with the post-processing procedure of the bDAmorph/N
factor enhances the discrepancies and proves to be suitable for
data outlined above. An alternative that we have tested consists
more stringent tests; both the convergence trend and the closeness
of the following steps: (1) at any particle-density, make the
to available data support the validity of our computational strategy
linear fits to extrapolate bDAmorph/N for N - N as discussed
and the likelihood of the adopted parameterization.
above; (2) perform a fit of these extrapolated values versus
powers of the particle-density 1/v, namely with c(1) (2)
N(T)/v  cN
2 4.2 Morphing at a given density k plus small incremental
(T)/v +. . . (the zero-th order term is absent, since the system
compression
tends to the ideal gas state for v - N); (3) by taking the
derivative in eqn (5), some algebraic steps, which are provided Let us start from a practical problem: being interested in
in the ESI† file, yield the compressibility factor as Z(p,T) = 1 + estimating the compressibility factor only at a single density
B 0 (T)p + C 0 (T)p2 +. . . with first- and second-order virial coeffi- (or pressure), can we avoid the density sweep above sketched?
cients B 0 = bc(1) 0 2 (2) (1)2
N, C = b [2cN + cN ], respectively. The
The problem to face is to compute, with good accuracy, the
resulting values are B = 1.25  10 bar1 (as above) and
0 3 required free energy derivative in eqn (5) with respect to the
C0 = 4.4  106 bar2 to be compared with 1.70(0.05)  106 bar2 particle-density. We test here the following route: if l is the
from the fit of the experimental data. We see that a reasonable density of interest, first do the energy morphing at such a
result for C 0 can be worked out with such a post-processing density and then perform the compression l - l + Dl by
procedure. On the other hand, the drawback is that the profile of covering the small increment Dl with steering steps of a
Z, not shown here, does not well match the experimental data comparable size of those in the density sweep described above.
(the pressure at the minimum is well reproduced, but the profile By setting aN(l) = bDAmorph(N,V = N/l,T)/N for the sake of
falls above the data). This is likely due to the loss of information notation, eqn (5) is well approximated by the incremental ratio
in doing the interpolation versus 1/v at the step (2) above. These  
remarks serve us to stress that several post-processing strategies pN v aN ðl þ DlÞ  aN ðlÞ
’1þl (29)
can be devised, but we suggest to handle the raw data up to the kB T Dl

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for Dl sufficiently small (the basic forward-derivative scheme is
here adopted). Eqn (29) must be translated into its computa-
tional counterpart based on the scheme in Fig. 1: the two
quantities in the numerator do not have to be separately
evaluated. Rather, a single calculation consisting in morphing
at density l plus only few steps of steering is required; thus, the
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duration of the calculation is essentially determined by the
morphing stage. In the essence, a single point (Z,p) could be
obtained in half of the time required to perform the full density
sweep with the post-processing described above. In contrast,
when two or more points (Z,p) are needed, the steering route
becomes more convenient in terms of computational cost.
The accuracy of such a route has been tested for the case of
N = 120 molecules per cell. Five particle-densities have been
considered in the explored range. In each case, the increment
Dl has been fixed to 2.5% or to 5.0% of the reference l. The
incremental compression has been performed at constant
velocity, with the same step-size previously applied in the
steering route (that is (lf  li)/Nsteps,S C 2  108 molecules
per Å3, values given above). The required number of steps
hence increases as l increases; for example, for the 5.0%
density increment, the number of steps ranges from 5 for the
lower-density point to 17 500 for the higher-density point.
The results are shown in Fig. 8 together with the profile
which interpolates the results from the density sweep (solid
line, same profile shown in Fig. 6). The error bars are evaluated by
adding in quadrature the statistical uncertainties on aN(l + Dl) and
aN(l) supplied by JEFREE. As we can see, the two routes give
comparable results and the error bars of each single outcome
roughly encompass the local spread of values from numerical
derivatives of the free energy profile in the density sweep case
(see the lower panel of Fig. 5). In conclusion, the morphing plus
Fig. 8 Comparison between steering modality (density sweep) and
single-density calculation with N = 120 particles per cell. The solid line is
the same interpolating profile shown in Fig. 6 and refers to the steering
modality. Single points refer to calculations of the free energy derivative by
means of compressions with density increments Dl of 2.5% (black squares)
and 5.0% (red circles) with respect to the considered particle-density. The
system temperature is T = 323.15 K.
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incremental compression is the recommended faster, equally reli-
able, and more easily manageable route for quick estimation of the
compressibility factor at a single density (or pressure) value.
4.3 Comparison with standard ‘‘virial theorem’’ application
In routine computations, the pressure of a fluid system at
thermal equilibrium is computed from an ensemble of trajectories,
that is general Markov chains at equilibrium, and applying the
‘‘virial theorem’’ (see for example Section 4 in Chapter 2 of ref. 4). In
our notation, the key-expression is
pN v b
¼ 1 þ hW N iv (30)
kB T N
where hWNiv is the ‘‘internal virial correction’’ to the ideal-state
case. For pair-wise interactions (here of LJ kind), it can be
computed as
* +
1 XX  
hW N iv ¼  f rij (31)
3 i j4i
trajectories
with
 
  duLJ rij
f rij ¼ rij (32)
drij
being rij = ||ri  rj||. The average in eqn (31) is performed over
all configurations visited along a trajectory and over all the
trajectories. These trajectories must be generated for the spe-
cific gaseous virtual lattice (N particles under PBC conditions in
a cubic box of volume vN, as recalled by the subscripts) at
equilibrium.
Despite of the structural similarity of eqn (30) with our
eqn (5), we stress that the two equations are based on quite
different philosophies: in the routine calculation the trajec-
tories reflect thermal fluctuations of the system at equilibrium,
while in our morphing-steering strategy the non-equilibrium
trajectories follow the driven change of energetics. Hence a
comparison between eqn (30) and (5) can be only qualitative,
and it reveals that our strategy replaces the many ‘‘on the fly’’
positional derivatives in eqn (32) (to get the pair-wise forces)
with a single derivative, made in the post-processing stage, with
respect to the particle-density.
To compare the effectiveness of the two computational
routes we have chosen an intermediate value of the density-
particle, namely 1/v = 3  103 molecules per Å3 (which
corresponds to a pressure of the order of 120 bar), and made
the computation of the compressibility factor via eqn (30) for
the system with N = 120 particles (still under PBC conditions).
We have adopted two modalities: (a) make 50 independent
calculations, each with an IS-MC run made of 107 equilibration
plus 107 acquisition steps, and then compute the average
outcome and related standard deviation; (b) perform a single
but longer IS-MC run with 108 equilibration plus 108 acquisi-
tion steps. The results were Z = 0.89224(0.0086) for modality
(a) and Z = 0.89195 for modality (b). These values coincide
within the statistical uncertainty, and they also well agree with
the outcome from the non-equilibrium density-sweep routes
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Paper
with the sixth-order polynomial interpolation versus pressure as
described above: Z = 0.89469 (uncertainty of the order of
0.01 from the spread of outcomes) for the compression route,
and Z = 0.89462 (uncertainty not likely quantifiable) for expan-
sion. We conclude that the performances of the standard
equilibrium tool and of our non-equilibrium method, at similar
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computational cost, are comparable for the gaseous system of
spherical particles. On the other hand, hereafter we point out
some issues in favour of our JE-based strategy when more
complex molecular systems are treated.
First, the virial-theorem-based approach may become cum-
bersome when non-spherical molecules have to be considered.
In these cases, an effective potential also dependent on the
mutual molecular orientation (like the Gay–Berne potential for
elongated particles36) requires that the following function has
to be applied in place of eqn (32):4
 
  @u rij ; Xi ; Xj
f rij ; Xi ; Xj ¼ rij (33)
@rij
where Xi and Xj are sets of angles that specify the orientation of
particles i and j with respect to a laboratory frame. The partial
derivative in eqn (33) is taken with respect to the inter-centre
separation at fixed orientations and in most cases it has to be
numerically evaluated, hence slowing down the calculation
and bringing instabilities for dense systems. In contrast, our
JE-bases method, as remarked above, does not require such a
calculation of inter-particle forces.37 In particular, this is
expected to largely simplify the treatment of flexible molecules
where the internal degrees of freedom would complicate the
implementation of the virial-theorem approach.
Second, the virial-theorem-based method requires a pre-
equilibration phase in the IS-MC runs, otherwise the correlation
with the starting configuration would affect in some unpredictable
way the value of h WNiv from eqn (31). In our JE-based approach,
such a problem is avoided since, by adopting the morphing
strategy, any randomly generated initial configuration belongs to
the statistical ensemble.
Finally, the main argument in favour of our JE-based
approach is that the full compressibility factor profile versus
density or pressure can be achieved in a single non-equilibrium
run thanks to the density-sweep route, while standard equili-
brium methods require independent calculations for each state
of the system.
5. Conclusions
In this paper, we have illustrated the feasibility of deriving
equations of state of bulk materials from the construction of
the free energy profile versus suitable state-parameters
(the density, in this explanatory application) with subsequent
evaluation of the characteristic thermodynamic derivative. We
have shown how Jarzynski’s equality, which is rooted at the
heart of non-equilibrium tools, can be efficiently employed by
adopting a composite transformation protocol made of the
build-up of the system energetics, followed by a steering over
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the state-parameters (the density sweep, in this application).
Calculations on a model of gaseous methane at 50 1C have
yielded the profile of the compressibility factor over a broad
range of pressures (up to about 400 bar), demonstrating how
such an approach can be a valid alternative to more traditional
routes (e.g., use of the ‘‘virial theorem’’).
Although here we have employed our software JEFREE to
perform the calculations, the reader realizes that the basic JE
scheme can be easily implemented in a computer code: anyone
dealing with standard equilibrium Monte Carlo samplings can
readily implement the JE ‘‘machinery’’ outlined here. We have
opted here for the simplest implementation of the JE, since our
main purpose was that of addressing the treatment of bulk
materials by means of non-equilibrium tools up to now con-
fined to small-size systems. However, several lines of improve-
ment have been recently proposed by specialists in this field.
Amongst them, we mention the design of ‘‘optimal’’ transfor-
mation protocols38 and the strategy of ‘‘escorted’’ steered
transformations,39 both aimed at reducing the amount of
energy dissipation and hence to lower the uncertainties on
the free energy estimates (at a given number of repetitions of
the transformation). Alternatively, in a given transformation
protocol, some methodologies have been devised to improve
the sampling of the dominating (low-work) trajectories; in this
category we mention the ‘‘single-ensemble non-equilibrium
path-sampling’’ strategy40 where the work itself is treated as a
variable in a importance sampling Monte Carlo scheme, and
the novel ‘‘path-breaking’’ strategy41 (recently adapted also to
bidirectional methods42) based on the idea of recognizing and
stopping highly dissipative trajectories so as to improve the
statistical quality of the outcomes. Finally, there is wide room
for improvements of the machinery to perform Markov moves
on the uncontrolled degrees of freedom with the purpose to
limit as much as possible the amount of energy dissipation,
and, at the same time, to allow a good sampling of the
configurational space during the development of the protocol.
In this context we cite the combination of ‘‘configurational
freezing’’ and ‘‘preferential sampling’’ Monte Carlo, presented
in ref. 43 and 44, where only the moieties closely linked to the
controlled parameter are allowed to move by preserving the
general requisites of micro-reversibility and detailed balance.
Also the novel strategy termed ‘‘nonequilibrium Candidate
Monte Carlo’’,45 into which the configurational freezing mentioned
above has been recently embedded,46 goes in the direction of
optimizing the Markov exploration of the internal degrees of free-
dom. The way in which these strategies, which bore in the context
of complex molecular/supramolecular systems subjected to
mechanical transformations, can be adapted/transferred to the
present context of changing state variables, is an open challenge.
In our opinion, however, focus on this line is demanded to deal
with dense phases (far beyond the gas system treated here).
While the gaseous methane has been taken here only as an
archetype system, we feel that our analysis could be of use as a
footprint to build-up a standard tool to compute volumetric
properties of fluids on molecular basis, even including mole-
cular asymmetry and possible internal conformational degrees
Phys. Chem. Chem. Phys., 2015, 17, 1966--1979 | 1977

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of freedom which are expected to be relevant at high densities.
However, the range of possible applications of the JE to bulk
materials is much wider. In principle, condensed phases and
mixtures could be treated as well. Also, anisotropic ‘‘soft
matter’’ (like liquid crystals, biomembranes, etc.) could be
treated once the characteristic order parameters for orienta-
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tional and spatial average ordering in the homogeneous bulk
system are included in the set of state variables. In our opinion,
the efficiency of the method for such complex systems, in terms
of computational implementation, cost and accuracy, deserves
investigation.
Acknowledgements
The authors are indebted to an unknown Referee for valuable
hints and a very careful reading of the manuscript. All the
simulations have been run on the C3P (‘‘Centro di Chimica
Computazionale di Padova’’) HPC facility of the Dipartimento
di Scienze Chimiche of the Università degli Studi di Padova.
This work is supported by Ministero dell’Istruzione, Università
e Ricerca (MIUR), grant FIRB 2012.
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