A Computational Viewpoint on Classical Density Functional Theory Matthew Knepley Computation Institute University of Chicago Numerical Analysis Seminar Texas A&M University College Station, TX December 3, 2014 M. Knepley (UC) DFT TAMU 1 / 36 Collaborators BIBEE Researchers Jaydeep Bardhan Classical DFT Researchers Dirk Gillespie M. Knepley (UC) DFT Bob Eisenberg TAMU 3 / 36 Biological Ion Channels Ion channels, such as the ryanodine receptor, control the flow of ions across membranes. The competition between energetic and entropic effects determines ion selectivity. Classical DFT combined with advanced electrostatics has allowed prediction of I-V curves for 100+ solutions, including polyvalent species. The implementation is detailed in An Efficient Algorithm for Classical Density Functional Theory in Three Dimensions: Ionic Solutions, JCP, 2012. M. Knepley (UC) DFT TAMU 4 / 36 Biological Ion Channels Ion channels, such as the ryanodine receptor, control the flow of ions across membranes. The competition between energetic and entropic effects determines ion selectivity. Classical DFT combined with advanced electrostatics has allowed prediction of I-V curves for 100+ solutions, including polyvalent species. The implementation is detailed in An Efficient Algorithm for Classical Density Functional Theory in Three Dimensions: Ionic Solutions, JCP, 2012. M. Knepley (UC) DFT TAMU 4 / 36 Biological Ion Channels Ion channels, such as the ryanodine receptor, control the flow of ions across membranes. The competition between energetic and entropic effects determines ion selectivity. Classical DFT combined with advanced electrostatics has allowed prediction of I-V curves for 100+ solutions, including polyvalent species. The implementation is detailed in An Efficient Algorithm for Classical Density Functional Theory in Three Dimensions: Ionic Solutions, JCP, 2012. M. Knepley (UC) DFT TAMU 4 / 36 CDFT Intro Outline 1 CDFT Intro 2 Model 3 Verification M. Knepley (UC) DFT TAMU 5 / 36 CDFT Intro What is CDFT? A fast, accurate theoretical tool to understand the fundamental physics of inhomogeneous fluids M. Knepley (UC) DFT TAMU 6 / 36 CDFT Intro What is CDFT? For concentration ρi (~x ) of species i, solve min Ω[{ρi (~x )}] ρi (~x ) where Ω is the free energy. Thermal Properties of the Inhomogeneous Electron Gas, N. David Mermin, Phys. Rev., 1965 M. Knepley (UC) DFT TAMU 6 / 36 CDFT Intro What is CDFT? For concentration ρi (~x ) of species i, solve δΩ =0 δρi (~x ) which are the Euler-Lagrange equations. M. Knepley (UC) DFT TAMU 6 / 36 CDFT Intro What is CDFT? DFT Computes ensemble-averaged quantities directly Can have physical resolution in time (µs) and space (Å) Requires an accurate Ω Requires sophisticated solver technology Can predict experimental results! For example, D. Gillespie, L. Xu, Y. Wang, and G. Meissner, J. Phys. Chem. B 109, 15598, 2005 M. Knepley (UC) DFT TAMU 6 / 36 Model Outline 1 CDFT Intro 2 Model Hard Sphere Repulsion Bulk Fluid Electrostatics Reference Fluid Density Electrostatics 3 Verification M. Knepley (UC) DFT TAMU 7 / 36 Model Equilibrium In equilibrium, the Euler-Lagrange equations reduce to, ∇µi = 0 M. Knepley (UC) DFT TAMU 8 / 36 Model Equilibrium or equivalently, µi = µbath . i M. Knepley (UC) DFT TAMU 8 / 36 Model Equilibrium We can divide the chemical potential into parts, ideal bath µext + µex i + µi i = µi M. Knepley (UC) DFT TAMU 8 / 36 Model Equilibrium We can divide the chemical potential into parts, ex bath µext i + kT log ρi + µi = µi M. Knepley (UC) DFT TAMU 8 / 36 Model Equilibrium which, upon rearrangement, gives bath µi − µext (~x ) − µex (~x ) i i ρi (~x ) = exp kT where HS ~ ES ~ ~ µex i (x ) = µi (x ) + µi (x ) SC ~ ~ ~ = µHS i (x ) + µi (x ) + zi eφ(x ) and −∆φ(~x ) = e X ρi (~x ) i M. Knepley (UC) DFT TAMU 8 / 36 Model Details The theory and implementation are detailed in Knepley, Karpeev, Davidovits, Eisenberg, Gillespie, An Efficient Algorithm for Classical Density Functional Theory in Three Dimensions: Ionic Solutions, JCP, 2012. M. Knepley (UC) DFT TAMU 9 / 36 Model Hard Sphere Repulsion Outline 2 Model Hard Sphere Repulsion Bulk Fluid Electrostatics Reference Fluid Density Electrostatics M. Knepley (UC) DFT TAMU 10 / 36 Model Hard Sphere Repulsion Hard Spheres (Rosenfeld) ~ µHS i (x ) X Z ∂ΦHS = kT (nα (~x 0 ))ωiα (~x − ~x 0 ) d 3 x 0 ∂n α α where n1 n2 − ~nV 1 · ~nV 2 1 − n3 !3 ~nV 2 · ~nV 2 1− n22 ΦHS (nα (~x 0 )) = −n0 ln(1 − n3 ) + + M. Knepley (UC) n23 24π(1 − n3 )2 DFT TAMU 11 / 36 Model Hard Sphere Repulsion Hard Sphere Basis nα (~x ) = XZ ρi (~x 0 )ωiα (~x − ~x 0 ) d 3 x 0 i where ωi0 (~r ) = ωi2 (~r ) 4πRi2 ωi1 (~r ) = ωi2 (~r ) = δ(|~r | − Ri ) ω ~ iV 1 (~r ) = M. Knepley (UC) ωi2 (~r ) 4πRi ωi3 (~r ) = θ(|~r | − Ri ) ω ~ iV 2 (~r ) 4πRi ω ~ iV 2 (~r ) = DFT ~r δ(|~r | − Ri ) ~ |r | TAMU 12 / 36 Model Hard Sphere Repulsion Hard Sphere Basis All nα integrals may be cast as convolutions: XZ ~ ρi (~x 0 )ωiα (~x 0 − ~x )d 3 x 0 nα (x ) = i = X = X F −1 (F (ρi ) · F (ωiα )) i F −1 ρ̂i · ωˆiα i and similarly ~ µHS i (x ) = kT X F −1 α M. Knepley (UC) DFT ∂ΦˆHS ˆα · ωi ∂nα ! TAMU 13 / 36 Model Hard Sphere Repulsion Hard Sphere Basis Spectral Quadrature There is a fly in the ointment: standard quadrature for ω α is very inaccurate (O(1) errors), and destroys conservation properties, e.g. total mass We can use spectral quadrature for accurate evaluation, combining FFT of density, ρ̂i , with analytic FT of weight functions. M. Knepley (UC) DFT TAMU 14 / 36 Model Hard Sphere Repulsion Hard Sphere Basis Spectral Quadrature There is a fly in the ointment: standard quadrature for ω α is very inaccurate (O(1) errors), and destroys conservation properties, e.g. total mass We can use spectral quadrature for accurate evaluation, combining FFT of density, ρ̂i , with analytic FT of weight functions. M. Knepley (UC) DFT TAMU 14 / 36 Model Hard Sphere Repulsion Hard Sphere Basis Spectral Quadrature ω̂i0 (~k ) = ω̂i2 (~k ) 4πRi2 4πRi sin(Ri |~k |) ω̂i2 (~k ) = |~k | ω̂ V 2 (~k ) ω̂iV 1 (~k ) = i 4πRi M. Knepley (UC) ω̂i2 (~k ) 4πRi 4π sin(Ri |~k |) − Ri |~k | cos(Ri |~k |) ω̂i3 (~k ) = |~k |3 −4πı ω̂iV 2 (~k ) = sin(Ri |~k |) − Ri |~k | cos(Ri |~k |) |~k |2 ω̂i1 (~k ) = DFT TAMU 15 / 36 Model Hard Sphere Repulsion Hard Sphere Basis Numerical Stability Recall that n23 ΦHS (nα (~x 0 )) = . . . + 24π(1 − n3 )2 ~nV 2 · ~nV 2 1− n22 !3 and note that we have analytically V 2 2 n (x) ≤ 1. n2 (x)2 However, discretization errors in ρi near sharp geometric features can produce large values for this term, which prevent convergence of the nonlinear solver. Thus we explicitly enforce this bound. M. Knepley (UC) DFT TAMU 16 / 36 Model Bulk Fluid Electrostatics Outline 2 Model Hard Sphere Repulsion Bulk Fluid Electrostatics Reference Fluid Density Electrostatics M. Knepley (UC) DFT TAMU 17 / 36 Model Bulk Fluid Electrostatics Bulk Fluid (BF) Electrostatics µSC i = µiES,bath − XZ j |~x −~x 0 |≤Rij (2) cij (~x , ~x 0 ) + ψij (~x , ~x 0 ) ∆ρj (~x 0 ) d 3 x 0 1 Using λk = Rk + 2Γ , where Γ is the MSA screening parameter, we have (2) cij z z e2 ~x , ~x 0 + ψij ~x , ~x 0 = i j 8π M. Knepley (UC) DFT |~x − ~x 0 | λi + λj − + 2λi λj λi λj !! 2 λi − λj 1 +2 2λi λj |~x − ~x 0 | TAMU 18 / 36 Model Bulk Fluid Electrostatics Bulk Fluid (BF) Electrostatics µSC i = µiES,bath − XZ j |~x −~x 0 |≤Rij (2) cij (~x , ~x 0 ) + ψij (~x , ~x 0 ) ∆ρj (~x 0 ) d 3 x 0 It’s a convolution too! M. Knepley (UC) DFT TAMU 18 / 36 Model Bulk Fluid Electrostatics Bulk Fluid (BF) Electrostatics µSC i = µiES,bath − XZ j |~x −~x 0 |≤Rij (2) cij (~x , ~x 0 ) + ψij (~x , ~x 0 ) ∆ρj (~x 0 ) d 3 x 0 F ∆ρj = F ρj − ρbath = F ρj − F (ρbath ) F ρj was already calculated F (ρbath ) is constant (2) F cij ~x , ~x 0 + ψij ~x , ~x 0 is constant so we only calculate the inverse transform on each iteration. M. Knepley (UC) DFT TAMU 18 / 36 Model Bulk Fluid Electrostatics Bulk Fluid (BF) Electrostatics µSC i = µiES,bath − XZ j |~x −~x 0 |≤Rij (2) cij (~x , ~x 0 ) + ψij (~x , ~x 0 ) ∆ρj (~x 0 ) d 3 x 0 FFT is also inaccurate! M. Knepley (UC) DFT TAMU 18 / 36 Model Bulk Fluid Electrostatics Bulk Fluid (BF) Electrostatics µSC i = µiES,bath − XZ j (2) ĉij zi zj e2 + ψ̂ij = |~k | |~x −~x 0 |≤Rij (2) cij (~x , ~x 0 ) + ψij (~x , ~x 0 ) ∆ρj (~x 0 ) d 3 x 0 λi + λj 1 I1 − I0 + 2λi λj λi λj λi − λj 2λi λj 2 ! ! + 2 I−1 where I−1 = 1 1 − cos(|~k |R) |~k | R 1 cos(|~k |R) + sin(|~k |R) ~ ~ |k | |k |2 R2 R 2 I1 = − cos(|~k |R) + 2 sin(|~k |R) − 1 − cos(|~k |R) |~k | |~k |2 |~k |3 I0 = − M. Knepley (UC) DFT TAMU 18 / 36 Model Reference Fluid Density Electrostatics Outline 2 Model Hard Sphere Repulsion Bulk Fluid Electrostatics Reference Fluid Density Electrostatics M. Knepley (UC) DFT TAMU 19 / 36 Model Reference Fluid Density Electrostatics Reference Fluid Density (RFD) Electrostatics ~x , an inhomogeneous reference density profile: Expand around ρref i µSC i ref ≈ µSC ρk ~y ρk ~y i X Z (1) ~y ; ~x ∆ρi ~x d 3 x − kT ci ρref k i ZZ kT X (2) ref − cij ρk ~y ; ~x , ~x 0 ∆ρi ~x ∆ρj ~x 0 d 3 x d 3 x 0 2 i,j with ~x ∆ρi ~x = ρi ~x − ρref i M. Knepley (UC) DFT TAMU 20 / 36 Model Reference Fluid Density Electrostatics Reference Fluid Density (RFD) Electrostatics ρref i ρk ~x 0 ; ~x = Z 3 3 ~x 4πRSC |~x 0 −~x |≤RSC (~x ) αi ~x 0 ρi ~x 0 d 3 x 0 Choose αi so that the reference density is charge neutral, and has the same ionic strength as ρi This can model gradient flow M. Knepley (UC) DFT TAMU 21 / 36 Model Reference Fluid Density Electrostatics Reference Fluid Density (RFD) Electrostatics ρref i ρk ~x 0 ; ~x = Z 3 3 ~x 4πRSC |~x 0 −~x |≤RSC (~x ) αi ~x 0 ρi ~x 0 d 3 x 0 Choose αi so that the reference density is charge neutral, and has the same ionic strength as ρi This can model gradient flow M. Knepley (UC) DFT TAMU 21 / 36 Model Reference Fluid Density Electrostatics Reference Fluid Density (RFD) Electrostatics ρref i ρk ~x 0 ; ~x = Z 3 3 ~x 4πRSC |~x 0 −~x |≤RSC (~x ) αi ~x 0 ρi ~x 0 d 3 x 0 Choose αi so that the reference density is charge neutral, and has the same ionic strength as ρi This can model gradient flow M. Knepley (UC) DFT TAMU 21 / 36 Model Reference Fluid Density Electrostatics Reference Fluid Density (RFD) Electrostatics We can rewrite this expression as an averaging operation: Z θ |~x 0 − ~x | − RSC (~x ) ref ~ 0 ρ (x ) = ρ(~x ) dx 0 4π 3 ~ R x ) ( 3 SC where P ρ̃i (~x )Ri 1 + RSC (~x ) = Pi ~ ~x ) ρ̃ ( x ) 2Γ( i i We close the system using ΓSC [ρ] (~x ) = ΓMSA ρref (ρ) (~x ). M. Knepley (UC) DFT TAMU 22 / 36 Model Reference Fluid Density Electrostatics Reference Fluid Density (RFD) Electrostatics We can rewrite this expression as an averaging operation: Z θ |~x 0 − ~x | − RSC (~x ) ref ~ 0 ρ (x ) = ρ(~x ) dx 0 4π 3 ~ R x ) ( 3 SC where P ρ̃i (~x )Ri 1 + RSC (~x ) = Pi ~ ~x ) ρ̃ ( x ) 2Γ( i i We close the system using ΓSC [ρ] (~x ) = ΓMSA ρref (ρ) (~x ). M. Knepley (UC) DFT TAMU 22 / 36 Model Reference Fluid Density Electrostatics Reference Fluid Density (RFD) Electrostatics Efficient Evaluation: Full integral O(N 2 ) with vectorization Accurate Evaluation of Local Averages on GPGPUs, Karpeev, Knepley, Brune, LNESS, 2013 FFT + Interpolation Fast Numerical Methods and Biological Problems, Brune, 2011 Complexity in O(NR N log N) using NR ≤ log Rmax − log Rmin q log 1 + Rmax ||∇ρ||82 +10||ρ||2 where we have used Young’s inequality to produce the denominator from the interpolation estimate. M. Knepley (UC) DFT TAMU 23 / 36 Model Reference Fluid Density Electrostatics Reference Fluid Density (RFD) Electrostatics Efficient Evaluation: Full integral O(N 2 ) with vectorization Accurate Evaluation of Local Averages on GPGPUs, Karpeev, Knepley, Brune, LNESS, 2013 FFT + Interpolation Fast Numerical Methods and Biological Problems, Brune, 2011 Complexity in O(NR N log N) using NR ≤ log Rmax − log Rmin q log 1 + Rmax ||∇ρ||82 +10||ρ||2 where we have used Young’s inequality to produce the denominator from the interpolation estimate. M. Knepley (UC) DFT TAMU 23 / 36 Verification Outline 1 CDFT Intro 2 Model 3 Verification M. Knepley (UC) DFT TAMU 24 / 36 Verification Consistency checks Check nα of constant density against analytics Check that n3 is the combined volume fraction Check that wall solution has only 1D variation M. Knepley (UC) DFT TAMU 25 / 36 Verification Sum Rule Verification Hard Spheres HS βPbath = X ρi (Ri ) i where HS Pbath 6kT = π ξ0 3ξ1 ξ2 3ξ23 + + 3 ∆ ∆2 ∆ ! using auxiliary variables ξn = π X bath n ρj σj 6 n ∈ {0, . . . , 3} j ∆ = 1 − ξ3 M. Knepley (UC) DFT TAMU 26 / 36 Verification Sum Rule Verification Hard Spheres Relative accuracy and Simulation time for R = 0.1nm M. Knepley (UC) DFT TAMU 27 / 36 Verification Sum Rule Verification Hard Spheres Volume fraction ranges from 10−5 to 0.4 (very difficult for MC/MD) M. Knepley (UC) DFT TAMU 27 / 36 Verification Ionic Fluid Verification Charged Hard Spheres Rcation Ranion Concentration Domain Uncharged hard wall Grid M. Knepley (UC) 0.1nm 0.2125nm 1M 2 × 2 × 6 nm3 and periodic z=0 21 × 21 × 161 DFT TAMU 28 / 36 Verification Ionic Fluid Verification Charged Hard Spheres Rcation Ranion Concentration Domain Uncharged hard wall Grid M. Knepley (UC) 0.1nm 0.2125nm 1M 2 × 2 × 6 nm3 and periodic z=0 21 × 21 × 161 DFT TAMU 28 / 36 Verification Ionic Fluid Verification Charged Hard Spheres Cation Concentrations for 1M concentration M. Knepley (UC) DFT TAMU 29 / 36 Verification Ionic Fluid Verification Charged Hard Spheres Anion Concentrations for 1M concentration M. Knepley (UC) DFT TAMU 30 / 36 Verification Ionic Fluid Verification Charged Hard Spheres Mean Electrostatic Potential for 1M concentration M. Knepley (UC) DFT TAMU 31 / 36 Verification Ionic Fluid Verification Charged Hard Spheres These results were first reported in 1D in Density functional theory of the electrical double layer: the RFD functional, J. Phys.: Condens. Matter 17, 6609, 2005. M. Knepley (UC) DFT TAMU 32 / 36 Verification Main Points Real Space vs. Fourier Space O(N 2 ) vs. O(N lg N) Accurate quadrature only available in Fourier space Electrostatics Bulk Fluid (BF) model can be qualitatively wrong Reference Fluid Density (RFD) model demands complex algorithm Solver convergence Picard was more robust Newton rarely entered the quadratic regime Still no multilevel alternative (interpolation?) M. Knepley (UC) DFT TAMU 33 / 36 Verification Main Points Real Space vs. Fourier Space O(N 2 ) vs. O(N lg N) Accurate quadrature only available in Fourier space Electrostatics Bulk Fluid (BF) model can be qualitatively wrong Reference Fluid Density (RFD) model demands complex algorithm Solver convergence Picard was more robust Newton rarely entered the quadratic regime Still no multilevel alternative (interpolation?) M. Knepley (UC) DFT TAMU 33 / 36 Verification Main Points Real Space vs. Fourier Space O(N 2 ) vs. O(N lg N) Accurate quadrature only available in Fourier space Electrostatics Bulk Fluid (BF) model can be qualitatively wrong Reference Fluid Density (RFD) model demands complex algorithm Solver convergence Picard was more robust Newton rarely entered the quadratic regime Still no multilevel alternative (interpolation?) M. Knepley (UC) DFT TAMU 33 / 36 Verification Conclusion The theory and implementation are detailed in An Efficient Algorithm for Classical Density Functional Theory in Three Dimensions: Ionic Solutions, JCP, 2012. M. Knepley (UC) DFT TAMU 34 / 36 Verification Conclusion The theory and implementation are detailed in An Efficient Algorithm for Classical Density Functional Theory in Three Dimensions: Ionic Solutions, JCP, 2012. M. Knepley (UC) DFT TAMU 34 / 36 Verification Hydrodynamics Recall that for electrostatics, we have XZ (2) ES,bath SC µi = µi − cij (~x , ~x 0 ) + ψij (~x , ~x 0 ) ∆ρj (~x 0 ) d 3 x 0 j |~x −~x 0 |≤Rij where (2) cij z z e2 ~x , ~x 0 + ψij ~x , ~x 0 = i j 8π |~x − ~x 0 | λi + λj − + 2λi λj λi λj !! 2 λi − λj 1 +2 2λi λj |~x − ~x 0 | for the interaction kernel 1 |~x − ~x 0 | M. Knepley (UC) DFT TAMU 35 / 36 Verification Hydrodynamics A similar expression for hydrodynamics would have the same form XZ (2) HD,bath HSC µi = µi − cij (~x , ~x 0 ) + ψij (~x , ~x 0 ) ∆ρj (~x 0 ) d 3 x 0 |~x −~x 0 |≤Rij j where now (2) cij 1 X Ck (~x , ~x 0 ) ~x , ~x 0 + ψij ~x , ~x 0 = 8π |~x − ~x 0 |k k for the interaction kernel 1 |~x − ~x 0 | M. Knepley (UC) 1+ DFT ~x ~x 0 |~x − ~x 0 |2 TAMU 36 / 36