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Statistical Mechanics: Theory and Molecular
Simulation
Statistical Mechanics:
Theory and Molecular
Simulation
SECOND EDITION
M A R K E . T U C K ER M A N
Department of Chemistry and Courant Institute of Mathematical Sciences
New York University
Great Clarendon Street, Oxford, OX2 6DP,
United Kingdom
Oxford University Press is a department of the University of Oxford.
It furthers the University’s objective of excellence in research, scholarship,
and education by publishing worldwide. Oxford is a registered trade mark of
Oxford University Press in the UK and in certain other countries
© Mark E. Tuckerman 2023
The moral rights of the author have been asserted
First Edition published in 2010
Second Edition published in 2023
All rights reserved. No part of this publication may be reproduced, stored in
a retrieval system, or transmitted, in any form or by any means, without the
prior permission in writing of Oxford University Press, or as expressly permitted
by law, by licence or under terms agreed with the appropriate reprographics
rights organization. Enquiries concerning reproduction outside the scope of the
above should be sent to the Rights Department, Oxford University Press, at the
address above
You must not circulate this work in any other form
and you must impose this same condition on any acquirer
Published in the United States of America by Oxford University Press
198 Madison Avenue, New York, NY 10016, United States of America
British Library Cataloguing in Publication Data
Data available
Library of Congress Control Number: 2023930434
ISBN 978–0–19–882556–2
DOI: 10.1093/oso/9780198825562.001.0001
Printed and bound by
CPI Group (UK) Ltd, Croydon, CR0 4YY
Links to third party websites are provided by Oxford in good faith and
for information only. Oxford disclaims any responsibility for the materials
contained in any third party website referenced in this work.
To Jocelyn and all my group members, past, present, and yet to join
Preface
The field of statistical mechanics is evolving with stunning rapidity. Practitioners are
actively developing theoretical and computational tools for solving complex problems
and those tools are being deployed in increasingly novel applications to real systems
of physical, chemical, biological, and engineering import. The first edition of this book
provided a solid foundation in the theoretical underpinnings and computational tech-
nologies that allow the classical and quantum statistical mechanics of particles to be
formally understood and practically implemented. These core concepts will forever
remain central to the field and indispensable learning for anyone wishing to enter it.
However, the intervening ten-plus years have witnessed advances of such significance
that I felt a new edition of the book was needed to incorporate these developments into
the book’s framework. These incorporations and revisions caused the book’s length to
swell by over 150 additional pages.
In the last decade, the application of models and methods from the subarea of
artificial intelligence known as machine learning has transformed the landscape of
computational statistical mechanics. Large-scale computer simulations in statistical
mechanics often generate output data sets of such enormity and heterogeneity that
they could be regarded as “big data” within a “chemical” scope (broadly speaking).
These data sets often represent multiple systems containing heterogeneous environ-
ments evolving under a variety of external conditions. The techniques of machine
learning allow these data sets to be mined for hidden patterns, patterns that can be
further leveraged to construct simplified models of the data. Owing to their low com-
putational overhead, these models can be employed in subsequent simulations that
reach longer length and time scales, reveal meaningful reaction coordinates for spe-
cific processes, and even drive rare-event simulations leading to highly featured free-
energy hypersurfaces. Because machine learning has become such an impactful tool
in statistical mechanics, a substantial new chapter (Chapter 17) has been added that
introduces basic machine learning concepts and model types, including kernel-ridge
methods, support-vector machines, neural networks, weighted-neighbor models, and
data-clustering algorithms, and demonstrates the application of these models, in both
regression and classification modes, in statistical mechanical simulation problems.
Other important developments have shaped the second edition significantly. The
discussions of collective variables and free-energy based rare-event sampling techniques
in Chapter 8 have been overhauled to capture the impressive innovations in these meth-
ods and to highlight how novel techniques such as well-tempered metadynamics and
driven adiabatic free-energy dynamics are connected and can be synergistically com-
bined, both with each other and with simpler methods like umbrella sampling. The
treatment of Feynman path integrals in Chapter 12 has been enhanced to clarify the
meaning of imaginary time, to include methods for simulating systems of N identical
viii Preface
bosons and fermions via path integrals and to incorporate an elegant technique for
reducing the computational overhead of path integral simulations. The discussion of
approaches for approximating quantum time correlation functions in Chapter 14 has
been augmented to include a formally exact open-chain formulation. Functionals also
make a more prominent appearance in the second edition, being used to construct a
classical entropy maximization principle in Chapters 4 through 6 to derive ensemble
distributions, and an additional appendix on the calculus of functions has also been
provided. Proofs of the Henderson Theorem on radial distribution functions and the
Potential Distribution Theorem on excess chemical potentials can be found in these
chapters as well. Resonances in multiple time-scale integration are dealt with in much
greater depth in Chapters 4 and 15 and algorithms for circumventing these numer-
ical artifacts and allowing very large time steps in molecular dynamics simulations
are presented. Other added material includes an expanded discussion of numerical
integrators for deterministic and stochastic thermostats in molecular dynamics, more
exactly solvable models and numerical applications, resonance-free multiple time-scale
algorithms, and more end-of-chapter exercises. The overall structure of the book has
not been changed from the first edition: equilibrium classical statistical mechanics
precedes equilibrium quantum statistical mechanics, and both precede discussions of
classical and quantum time-dependent statistical mechanics. Stochastic dynamics, dis-
crete models, and machine learning make up the final three chapters of the book. As in
the original edition, computational methods are presented side-by-side with the theo-
retical developments, and, to the extent possible, mathematical complexity gradually
increases within each chapter.
As I did in the first edition, I wish to close this preface with a list of acknowl-
edgments. I am, as ever, truly grateful to all of the teachers, mentors, colleagues, and
coworkers acknowledged in the first edition’s preface, which will immediately follow. In
addition, content for the second edition would not have been possible without highly
fruitful collaborations with Benedict Leimkuhler, Charlles Abreu, Jutta Rogal, Ondrej
Marsalek, Serdal Kirmizialtin, and Joseph Cendagorta. I must also express my contin-
ued thanks to the National Science Foundation, the U.S. Department of Energy, and
the Army Research Office for the ongoing support I have received from these agencies.
Finally, I owe, once again, a tremendous debt of gratitude to my wife Jocelyn Leka
who lent me her considerable talents as a substantive editor. As with the first edition,
her skills were employed only for the textual parts of the book; any mathematical
errors remain mine and mine alone.
M.E.T.
New York
December, 2022
Preface ix
the topics selected are rarely found together in individual textbooks on the subject;
these topics include isobaric ensembles, path integrals, classical and quantum time-
dependent statistical mechanics, the generalized Langevin equation, the Ising model,
and critical phenomena. (The closest such book I have found is also one of my favorites,
David Chandler’s Introduction to Modern Statistical Mechanics.)
The computational part of the book joins synergistically with the theoretical part
and is designed to give the reader a solid grounding in the methodology employed to
solve problems in statistical mechanics. It is intended neither as a simulation recipe
book nor a scientific programmer’s guide. Rather, it aims to show how the develop-
ment of computational algorithms derives from the underlying theory with the hope
of enabling readers to understand the methodology-oriented literature and develop
new techniques of their own. The focus is on the molecular dynamics and Monte
Carlo techniques and the many novel extensions of these methods that have enhanced
their applicability to, for example, large biomolecular systems, complex materials,
and quantum phenomena. Most of the techniques described are widely available in
molecular simulation software packages and are routinely employed in computational
investigations. As with the theoretical component, it was necessary to select among the
numerous important methodological developments that have appeared since molecu-
lar simulation was first introduced. Unfortunately, several important topics had to be
omitted due to space constraints, including configuration-bias Monte Carlo, the ref-
erence potential spatial warping algorithm, and semi-classical methods for quantum
time correlation functions. This omission was not made because I view these methods
as less important than those I included. Rather, I consider these to be very powerful
but highly advanced methods that, individually, might have a narrower target audi-
ence. In fact, these topics were slated to appear in a chapter of their own. However,
as the book evolved, I found that nearly 700 pages were needed to lay the foundation
I sought.
In organizing the book, I have made several strategic decisions. First, the book is
structured such that concepts are first introduced within the framework of classical
mechanics followed by their quantum mechanical counterparts. This lies closer perhaps
to a physicist’s perspective than, for example, that of a chemist, but I find it to be a
particularly natural one. Moreover, given how widespread computational studies based
on classical mechanics have become compared to analogous quantum investigations
(which have considerably higher computational overhead), this progression seems to
be both logical and practical. Second, the technical development within each chapter
is graduated, with the level of mathematical detail generally increasing from chapter
start to chapter end. Thus, the mathematically most complex topics are reserved
for the final sections of each chapter. I assume that readers have an understanding of
calculus (through calculus of several variables), linear algebra, and ordinary differential
equations. This structure hopefully allows readers to maximize what they take away
from each chapter while rendering it easier to find a stopping point within each chapter.
In short, the book is structured such that even a partial reading of a chapter allows
the reader to gain a basic understanding of the subject. It should be noted that I
attempted to adhere to this graduated structure only as a general protocol. Where I
felt that breaking this progression made logical sense, I have forewarned the reader
Preface xi
about the mathematical arguments to follow, and the final result is generally given at
the outset. Readers wishing to skip the mathematical details can do so without loss
of continuity.
The third decision I have made is to integrate theory and computational methods
within each chapter. Thus, for example, the theory of the classical microcanonical
ensemble is presented together with a detailed introduction to the molecular dynamics
method and how the latter is used to generate a classical microcanonical distribution.
The other classical ensembles are presented in a similar fashion as is the Feynman
path integral formulation of quantum statistical mechanics. The integration of theory
and methodology serves to emphasize the viewpoint that understanding one helps in
understanding the other.
Throughout the book, many of the computational methods presented are accom-
panied by simple numerical examples that demonstrate their performance. These ex-
amples range from low-dimensional “toy” problems that can be easily coded up by the
reader (some of the exercises in each chapter ask precisely this) to atomic and molecu-
lar liquids, aqueous solutions, model polymers, biomolecules, and materials. Not every
method presented is accompanied by a numerical example, and in general I have tried
not to overwhelm the reader with a plethora of applications requiring detailed expla-
nations of the underlying physics, as this is not the primary aim of the book. Once
the basics of the methodology are understood, readers wishing to explore applications
particular to their interests in more depth can subsequently refer to the literature.
A word or two should be said about the problem sets at the end of each chapter.
Math and science are not spectator sports, and the only way to learn the material is
to solve problems. Some of the problems in the book require the reader to think con-
ceptually while others are more mathematical, challenging the reader to work through
various derivations. There are also problems that ask the reader to analyze proposed
computational algorithms by investigating their capabilities. For readers with some
programming background, there are exercises that involve coding up a method for a
simple example in order to explore the method’s performance on that example, and
in some cases, reproduce a figure from the text. These coding exercises are included
because one can only truly understand a method by programming it up and trying
it out on a simple problem for which long runs can be performed and many different
parameter choices can be studied. However, I must emphasize that even if a method
works well on a simple problem, it is not guaranteed to work well for realistic systems.
Readers should not, therefore, naı̈vely extrapolate the performance of any method they
try on a toy system to high-dimensional complex problems. Finally, in each problem
set, some problems are preceded by an asterisk (∗ ). These are problems of a more chal-
lenging nature that require deeper thinking or a more in-depth mathematical analysis.
All of the problems are designed to strengthen understanding of the basic ideas.
Let me close this preface by acknowledging my teachers, mentors, colleagues, and
coworkers without whom this book would not have been possible. I took my first
statistical mechanics courses with Y. R. Shen at the University of California Berkeley
and A. M. M. Pruisken at Columbia University. Later, I audited the course team-
taught by James L. Skinner and Bruce J. Berne, also at Columbia. I was also privileged
to have been mentored by Bruce Berne as a graduate student, by Michele Parrinello
xii Preface
M.E.T.
New York
July, 2010
Contents
1 Classical mechanics 1
1.1 Introduction 1
1.2 Newton’s laws of motion 1
1.3 Phase space: visualizing classical motion 5
1.4 Lagrangian formulation of classical mechanics: A general
framework for Newton’s laws 10
1.5 Legendre transforms 17
1.6 Generalized momenta and the Hamiltonian formulation of
classical mechanics 18
1.7 A simple classical polymer model 25
1.8 The action integral 29
1.9 Lagrangian mechanics and systems with constraints 32
1.10 Gauss’s principle of least constraint 35
1.11 Rigid body motion: Euler angles and quaternions 37
1.12 Non-Hamiltonian systems 47
1.13 Problems 50
2 Theoretical foundations of classical statistical mechanics 55
2.1 Overview 55
2.2 The laws of thermodynamics 57
2.3 The ensemble concept 63
2.4 Phase-space volumes and Liouville’s theorem 65
2.5 The ensemble distribution function and the Liouville equation 67
2.6 Equilibrium solutions of the Liouville equation 71
2.7 Problems 72
3 The microcanonical ensemble and introduction to molecular
dynamics 77
3.1 Brief overview 77
3.2 Basic thermodynamics, Boltzmann’s relation, and the
partition function of the microcanonical ensemble 78
3.3 The classical virial theorem 83
3.4 Conditions for thermal equilibrium 86
3.5 The free particle and the ideal gas 89
3.6 The harmonic oscillator and harmonic baths 95
3.7 Introduction to molecular dynamics 98
3.8 Integrating the equations of motion: Finite difference methods 101
3.9 Systems subject to holonomic constraints 106
3.10 The classical time evolution operator and numerical integrators 110
3.11 Multiple time-scale integration 116
xiv Contents
1.1 Introduction
The first part of this book is devoted to the subject of classical statistical mechan-
ics, which is founded upon the fundamental laws of classical mechanics as originally
stated by Newton. Although the laws of classical mechanics were first postulated to
study the motion of planets, stars and other large-scale objects, they turn out to be
a surprisingly good approximation at the molecular level (where the true behavior is
correctly described by the laws of quantum mechanics). Indeed, an entire computa-
tional methodology, known as molecular dynamics, is based on the applicability of the
laws of classical mechanics to microscopic systems. Molecular dynamics has been re-
markably successful in its ability to predict macroscopic thermodynamic and dynamic
observables for a wide variety of systems using the rules of classical statistical mechan-
ics to be discussed in the next chapter. Many of these applications address important
problems in biology, such as protein and nucleic acid folding, in materials science, such
as surface catalysis and functionalization, in the structure and dynamics of glasses and
their melts, and in nanotechnology, such as the behavior of self-assembled monolayers
and the formation of molecular devices. Throughout the book, we will be discussing
both model and realistic examples of such applications.
In this chapter, we will begin with a discussion of Newton’s laws of motion and
build up to the more elegant Lagrangian and Hamiltonian formulations of classical
mechanics, both of which play fundamental roles in statistical mechanics. The origin
of these formulations from the action principle will be discussed. The chapter will
conclude with a first look at systems that do not fit into the Hamiltonian/Lagrangian
framework and the application of such systems in the description of certain physical
situations.
Oi, hän oli jo ajatellut Rassmannia, mutta olihan siihen vielä aikaa,
kun hän ensin oli kysynyt mieheltään.
"Ei, rakas herraseni Schorn, me emme sovi yhteen, tiedän sen nyt,
odottakaahan, kun ensin vapaa lemmenvaali on tullut voimaan,
silloin —"
"Ah, kuinka säikytitte minua, mutta hyvä on, että olette täällä. Olen
vihoissani miehelleni. Hän ei ole enää kiintynyt edes pukuunikaan.
Mutta te voitte minua neuvoa, kuinka minun on tänään pukeuduttava
—"
"No, luulen, että uusi, harmaa pukunne pukee teitä hyvin —"
Hanna nauroi.
Oltiin teatterissa.
Se olikin ymmärrettävää.
Rouva Schorn, jonka kauneudesta puhui koko kaupunki eikä
suinkaan vähemmin hänen hyveistään ja rakkaudestaan mieheensä,
rouva Schorn, joka muuten tuskin koskaan esiintyi julkisissa
huveissa, nähtiin tänään teatterissa, lisäksi vielä ilman miestään,
vaikkakin tosin toisen muhkean herran seurassa, herran, jonka
sanottiin olevan Schornin liiketoveri.
"No, pienoiseni, nyt kai mennään pian naimisiin, kun on minut niin
äkkiä sysätty syrjään?"
"Kuka nyt on niin jörö. Älä ole tuollainen! Tiedänhän, että minussa
on syytä, mutta sinunkin olisi pitänyt minusta pitää parempaa huolta.
Tiedätkös, tahtoisin päästä kokonaan Berliiniin. Täällä on hirveän
ikävää seuraa. Etkö voisi hankkia minulle matkarahat, rakas
Gustavini? Tule, tue minua —"
"Kiitos, mainiosti."
"Siitä ei huolta. Vilhelm sallii mitä vaan. Olisipa kaunista, jollei hän
niin tekisi. Se kuuluu kommunismiin. Eikös niin, Hanna?"
"Jos te ja mieheni olette sitä mieltä täytyy kai minun taipua."
"Se vie niin paljon aikaa — menkää vain yksin", sanoi hän
seuraavalla kerralla, tietämättä, mitä hänen ystävänsä helpotuksen
huokaus merkitsi.
Tämä kirottu hymy, joka tuntui aina siltä, kuin voisi se jonakin
päivänä muuttua hirveäksi kostonhuudoksi! Rassmann koetti tätä
kirottua ajatusta sadat kerrat karkottaa, ja kuitenkin palasi se yön
hiljaisuudessa joka kerta takaisin ja aina täytyi hänen ajatella titteliä
"porvari", jonka Pätzoldt oli Schornille keksinyt.