OrnsteinZernike Equation
A. T. Peplow
Marcus Wallenberg Laboratory, Department of Aeronautics and
Vehicle Engineering, KTH, Stockholm, Sweden.; atpeplow@kth.se
R. E. Beardmore
Department of Mathematics, Imperial College, 180 Queens Gate,
South Kensington, London, SW7 2AZ; r.beardmore@ic.ac.uk
F. Bresme
Department of Chemistry, Imperial College, South Kensington, London, SW7 2AZ; f.bresme@ic.ac.uk
(Dated: February 8, 2006)
We perform computations to obtain the correlation functions of simple liquids by solving the the
Ornstein-Zernike (OZ) equation with the hyper-netted chain (HNC) closure. We are able to identify
precisely the values of temperature and density along the envelope of a so-called no-solution region
in parameter space that has been reported to exist in the literature.
This is done by first applying the pseudo arc-length continuation method to locate fold bifurcations
on vapour and liquid solution branches, we then solve the fold bifurcation equation as a system in
its own right in order to compute the aforementioned envelope.
Our analysis shows a rather complicated solution structure, with the existence of real-valued
solutions inside the no-solution region and the existence of hysteresis or multiple fold bifurcations
near the region of zero inverse isothermal compressibility.
As a final remark, our algorithms are always able to find solutions of zero inverse isothermal
compressibility on both liquid and vapour branches.
I. INTRODUCTION
FIG. 1: Illustration of the PAL algorithm applied to the one-
parameter problem f (u, ) = 0: a Newton correction step is
There is a rich history of computational studies of the conducted in a plane normal to the tangential direction of
OrnsteinZernike integral equation with its various clo- the curve C after an initial predictor step has been taken.
sures and it has been conjectured many times that the
system (defined below as equations (2-3)) fails to have
physically relevant solutions in certain parameter regions
of temperature and density. Several analyses appear to
have established that for the hypernetted chain equation
(HNC) closure, a so-called no-solution region exists that
is associated with the existence of multiple non-physical
solutions [15].
The purpose of this paper is to argue that the solu-
tion structure and bifurcation structure of the Ornstein-
Zernike integral equations, and hence the possible oc-
currence of phase transitions, can only be investigated
using pseudo arc-length continuation (PAL) methods [6],
as advocated in [7, 8]. As a result, we have undertaken
the following tasks:
One study [4] argues that the no-solution region is where x is a measure of the total correlation function,
connected to the onset of complex solutions. Although 1 and 2 are physical parameters that play the role
the direct physical relevance of this is not apparent, we of inverse compressibility and density respectively. This
shall show that the no solution region occurs because of model contains a transcritical bifurcation, or X-shaped
a transcritical bifurcation that arises when two solution solution structure, when 1 = 0 and 2 is viewed as the
2
bifurcation parameter. This geometry breaks-up under to the development of the error analysis that is needed
variations in 1 to give two separate solution branches when projecting (2-3) onto a set of finitely many basis
with fold bifurcations. functions; see [9, 11].
We conjecture that there is an isormorphism be- In seeking approximate solutions of (2-3), the only el-
tween the solutions of (1) and the discretisation of the ement of the problem that requires discretisation is the
Ornstein-Zernike equations (2-3) below. Proving this convolution operator. Moreover, since convolution can
will certainly require the application of deep results from be written using the Hankel transform as
bifurcation theory, but we are led to this conjecture by
our numerical computations. This connection has been a b = H1 (Ha Hb), (5)
made before [5], but we should like to point out that where a, b : [0, ) R and H denotes the spherical
while we believe (1) to describe the fold bifurcations in Hankel transform, it is standard practise to truncate the
the discretisation of (2-3), describing the possible spin- interval of integration when solving (2-3) in the defini-
odals in the system (2-3) itself is an altogether different tion of the Hankel transform to a finite interval [0, R].
matter. As explained in [7], this means that the Newton itera-
Previous numerical studies that employed Picard or tion problem associated with the PAL algorithm for the
Newton iteration methods to find solutions for fixed den- truncated version of (2-3) (equation (6) below) can be
sity and temperature would not have been able to locate solved using the generalised minimum residual algorithm
many of the solutions described in this paper. The rea- (GMRES). However, this truncation procedure does not
son for this is that we provide a series of algorithms de- necessarily lead to good error estimates.
veloped in Matlab that is available from the authors[15] So, if
that use a PAL continuation method, moreover it is im- Z
plemented in such a way as to be independent of the (Ha)(s) = 4 sinc(rs)r2 a(r)dr
precise closure relation. 0
Moreover, despite the fact that [9] demonstrates that
and
fold bifurcations in any discretisation of equations (2-3) Z
may well represent spurious behaviour, we shall show 1
(H1 a)(s) = sinc(rs)r2 a(r)dr,
that discretisations of (2-3) possess many fold and tran- 2 2 0
scritical bifurcations using our algorithms.
We remark that the continuation method described in and we then define HR a = H(R a) and HR a =
1
[10] is termed natural parameter continuation in the nu- H (R a) where R is the characteristic function of the
merical analysis literature and what is proposed here is interval [0, R], we arrive at the equation
quite different.
= HR [HR (f +eu(r) exp1 ())HR (f +eu(r) exp1 ())].
(6)
II. GOVERNING EQUATIONS
Equation (6) is called the finite section problem with
cut-off value R associated with (4) and we solve this
The isotropic Ornstein-Zernike (OZ) equation with system, that is (6), approximately, exploiting the Fast
hyper-netted chain (HNC) closure is an infinite-domain Fourier Transform in our numerical calculations at every
integral equation with an algebraic constraint, namely opportunity. Again, the details of how to implement this
Z transform are given in [7].
h(r) c(r) = h(kx yk)c(kyk)dy, (2) One significant difference with our discretisation and
R3 the one used in [7] is the fact that we use one step of the
h(r) = 1 + eu(r) eh(r)c(r) . (3) Richardson extrapolation procedure to obtain O(N 4 )
error estimates for solutions of (6), where N is the nu-
Here and throughout, x, y R3 , r = kxk is the spatial merical mesh size, rather than the O(N 2 ) estimates
coordinate and k k is the Euclidean distance function, that are given in [7]. The penalty for this is that while
is the mean particle density, = 1/(kB T ) is the Boltz- second-order accuracy can be obtain by performing con-
mann factor, T being the temperature and u(r) is the volution with 3 FFT operations, our method requires 5
pair potential to be defined below. The total (h) and such operations, but this can be achieved without com-
direct (c) correlation functions yield the indirect corre- promising the O(N log(N )) complexity of the convolu-
lation function = hc and, using this definition, equa- tion algorithm.
tions (2-3) can be re-written as a single integral in the
form
III. PROBLEM STRUCTURE AND
= (f +eu(r) exp1 ())(f +eu(r) exp1 ()), (4) ALGORITHM IMPLEMENTATION
where f (r) = 1 + eu(r) is the Mayer f-function,
denotes the convolution operator and the function exp1 Under discretisation, equation (6) takes the very gen-
is defined by exp1 (z) = ez 1. eral fixed-point form
When seeking solutions of (2-3), due to the presence = N (). (7)
of a convolution operator, one generally requires h and c
to be absolutely integrable over (0, ) but it is shown in In the following discussion we will write N (; ) when
[9] that this need not hold in the critical region and that we wish to emphasize the dependence of N on , but
h may only be square integrable. This remark is crucial shall suppress it otherwise.
3
Any smooth system of equations of the general form The full algorithm thus has the following steps, where
(7), such as (4) and (6), is amenable to a Picard iteration ds assumes a fixed, small value:
method for sufficiently sufficiently small values of > (PAL1) Find (0 , 0 ) C using Picard iteration and
0. Let us denote the derivative N () as a linear map set s0 = 0.
acting on v as given by the limit (PAL2) Given (k , k ) C at arclength parameter
sk , let sk+1 = sk + ds and find the unit tangent vector
N ()v = lim (N ( + v) N ())/. to C by solving the linear system
0
(A1) all eigenvalues of N () lie inside the open unit sk = (kk2 + 2 )1/2 , k = (kk2 + 2 )1/2 .
disk in the complex plane D = {z C : |z| < 1},
(PAL3) Apply Newton iteration to F (, , s) = 0 with
It is well-known that one can apply Picard iteration initial guesses = k + ds sk and = k + ds k and
to (7) provided that (A1) holds at a solution and this denote the solution thus found (k+1 , k+1 ).
condition does hold for small densities. However, Picard Steps (PAL2) and (PAL3) require a linear solver and
iteration will not generally yield a solution of (7) if (A1) we use the restarted GMRES algorithm. As discussed in
fails because a bifurcation of solutions is about to occur. [7], this is appropriate for integral equations like (6) that
At this point we must consider the following condition. are posed on a finite domain where the right-hand side
(A2) the spectrum of N () decomposes as {}, is a compact mapping. This is because the spectrum of
where is an algebraically simple, real eigenvalue I N (), and hence the spectrum of the augmented
of N (), D and 1. derivative (,) F (, , s), will cluster around unity in
the complex plane, although the clustering may well de-
One must account for the onset of the instability in- grade as R is increased.
herent in (A2) when solving (7) and the point of the Note that in addition to being able to continue solu-
method described in [6] is that a new system is formed tions with respect to density, one can also hold density
that contains (7) as a subsystem. Moreover when apply- at a fixed value and continue solutions with respect to
ing a Newton method to this new system of equations temperature, that is . We shall also provide some illus-
it should converge, even at bifurcation points. The next trative computations for this problem later in the paper
section briefly describes how to do this. but the algorithm is almost identical in implementation.
Rather than view (7) as a single equation defining for Since (2-3) contains the parameters and , the loca-
fixed or , view it as an underdetermined equation that tion of fold bifurcations themselves may be considered to
jointly defines a solution curve or branch in (, )-space, vary as a function of either or ; this is the so-called
with fixed (one can reverse the roles of and in this codimension-two or two-parameter bifurcation problem
discussion if required). Now, suppose that (A1) ceases that provides an approximation to the phase-diagram
to hold along a solution branch that we denote C. In associated with (2-3) and provides the envelope of the
order to compute as much of C as possible, we adopt the no-solution region. By applying a Newton method to a
following well-known strategy due to Keller and others discretisation of the following augmented problem
that is now a common tool in bifurcation analysis [6, 12].
As C is a one-dimensional curve, we may parameterise = N (; ), (9)
Z R
it by arclength. We now augment (4) with a constraint
and introduce an arc-length variable s in order to obtain k = N (; )k, 1= k(r)dr, (10)
0
a well-posed system of equations and seek a solution with
solve and both as functions of s. The system we we shall be able to locate the locus of fold points param-
therefore wish to solve, again with Newtons method, is eterised by the variable .
F (, , s) = (0, 0), where Equations (9-10) ask that and satisfy (7), but also
that the linearisation of the problem I N () is not
F (, , s) ( N (), g(, , s)). (8) invertible due to the existence of a non-zero null vector
that appears in (10), so that (I N ())k = 0. The
and g is an additional arclength constraint. In principle,
integral constraint in (10) is present only to ensure that
there are many possible choices for the function g but the
k is a nonzero vector.
one used in practise is the linearised or pseudo arc-length
In order to compute the derivative matrix or operator
constraint given by
that appears in (10) we have utilised an analytic ver-
g(, , s) = s0 ( 0 ) + 0 ( 0 ) (s s0 ), sion of the derivative, however, to compute derivatives
of (10) itself, we have used numerical central difference
where a dot () denotes the usual inner product of two formulae.
vectors, (s0 , 0 ) is the unit tangent vector at a given Again, we may use GMRES as the linear solver for
point on the solution curve C and F (0 , 0 , s0 ) = 0. the Newton iteration method applied to (9-10) because
4
the part of this system that determines the null vec- According to convention [13], thermodynamic quan-
tor k, namely (10), involves a convolution operator that tities are expressed in reduced units: = 3 , T =
leads to a linear system of equations with a clustered kB T / = 1/(). However, the collision diameter was
set of eigenvalues. Moreover, because we were able to set to the value = 1 and the well-depth to = 1, so
locate for each candidate value bifurcation point for that = and T = 1/ throughout.
in practice, we had no need to implement the PAL algo-
rithm on (9-10). One may have to resort to this slightly
more expensive approach if the two-parameter diagram FIG. 3: Solution branches of (6) continued in showing fold
itself contains more complex bifurcations than the sim- bifurcations at low temperatures; density is fixed at =
0.1, 0.2, 0.3.
ple codimension-two, transcritical bifurcations [16] that
we present at the end of the paper.
0.2
10 bifurcation structure more closely.
Our second set of computations is illustrated in Fig-
0.4
1 1.5 2 2.5 ures 4, 5 and 6, where temperature is now fixed and we
/
r/
have used as the bifurcation parameter; we have also
0.6 shown the behaviour of the total correlation function at
several illustrative density values. The three figures il-
0.8 lustrate the search for a critical temperature Tc where
solutions have infinite compressibility. One can see from
1 the three figures that as temperature is reduced, the sin-
gle vapour branch present in Figure 4 increases in com-
pressibility to that shown in Figure 5 (the plots show
1 1.2 1.4 1.6
r/ a reduction in inverse compressibility) and collides with
the region where inverse compressibility is zero. The
temperature value used in Figure 5 is very close to the
A relative error tolerance of 1011 in the maximum critical value. As temperature is reduced further, Fig-
vector-norm was used for all Newton iterations that we ure 6 illustrates the creation of two disconnected solution
performed, including the two-parameter problem. branches; vapour at low densities and liquid at high den-
sities.
Although our next computation has a small numeri-
A. Lennard-Jones potential cal mesh with only N = 1025 points and also has an
artificially low cut-off value of R = 20 with T = 1.2, in-
In this section we use the Lennard-Jones potential teresting conclusions may still be drawn. In Figure 7 the
solution measure on the y-axis is the inverse (reciprocal)
uLJ (r) = 4((/r)12 (/r)6 ), (11) of isothermal compressibility, given by
Z
with a numerical mesh size of N = 212 +1 = 4097 points,
1 (Hc)(0) or 1 4 r2 c(r)dr (12)
unless otherwise stated. We plot several bifurcation di- 0
agrams; plots with a parameter such as or on the
x-axis and a solution measure, such as inverse isother- that we denote T 1 . The correlation function r2 h(r)
mal compressibility, on the y-axis. at a point on the vapour branch before the first fold is
5
FIG. 4: Inverse isothermal compressibility plotted against FIG. 6: Inverse isothermal compressibility plotted against
density at temperature T = 1.6, (T > Tc ), for the Lennard- density at temperature T = 1.3, (T < Tc ), for the Lennard-
Jones potential, where R = 80 and N = 212 + 1. Three Jones potential, R = 80 and N = 212 + 1. Three correla-
correlation functions, r2 h(r), are presented on each curve at tion functions, r2 h(r), on each curve are presented at various
density values: (a) = 0.1, (b) = 0.270 and (c) = 0.55. density values : (a) = 0.1, (b) NO SOLUTION and (c)
= 0.55.
(a)
3
1 (a)
1 1.5
0.5
h(r) r2 1
0
h(r) r2
2.5 0.5
0.8
0.5 0
0.5
2 (b) 0.6 1 0 1
1 10 10 10
r2 c(r) dr
r2 c(r) dr
0.5
h(r) r2
0.4
1.5 0
14T
0
14T
0
0.5
0.2
1
(c)
(c)
1 0
0.5 1
h(r) r2
0.5
h(r) r2
0 0.5
0.2
0.5 0
0 0.5
0 0.2 0.4 0.6 1 0 1
10 10 10 0.4
r 0.1 0.2 0.3 0.4 0.5 0.6 1 0 1
10 10 10
r
0.5 0.8
1.5
0 1
2
h(r) r2
1 1
1.5 1 10 10
(b)
0.2
h(r) r2
0.5
r2 c(r) dr
1.5
14T
0
0 1
h(r) r2
0
1 0.5 0.5
14T
0
0
(c) 0.2 0.5
1 1
1 10 (c) 10
0.5 0.4
h(r) r2
0.5
1
0
h(r) r2
0.6 0.5
0.5
0
0
0 0.2 0.4 0.6 1 0 1
10 10 10 0.8 0.5
r
0.1 0.2 0.3 0.4 0.5 1 0 1
10 10 10
r
T*
no systematic method for locating solutions in this re- 1.1
gion.
1
Figure 8 depicts solutions that are obtained using the R = 20
1.5
0.8
1
h(r) r2
0.6 0.5
negative value as density increases; this phenomenon is
0
0.4
examined more closely in [9].
0.5
The correlation functions r2 h(r) along the two-
r2 c(r) dr
0 2
0.2
o 10
r
10
parameter parabolic curve from Figure 9 are presented in
14T
(b)
o
0
1.5
(B) is at the critical point or apex from Figure 9 and (C)
1
represents a liquid state. It is clear in Figure 10(C) that
0.2
solutions are particulary sensitive to the cut-off value R.
h(r) r2
0.5
0.4 0
0.5
c1 z3 (r)
2 uT Y (r) = e c2 ez4 (r) (1 c2 )ez5 (r) (14)
.
FIG. 10: Distribution functions r h(r) at locations along the r
bifurcation locus, Fig. 9 for various cut-off values, R = 20, 40,
and 80 and N = 212 + 1 points, for Lennard-Jones poten-
tial. ( , T )= (0.122,1.23) (A), (0.275,1.407) (B), and (C)
(0.503,1.170). Note that (B) represents solutions at the peak As previously, we have computed the locus of fold bi-
of the locus of fold bifurcations in Fig. 9 furcations for various values of the cut-off parameter R
and the results are shown in Figure 11. It is clear from
R =20
Figure 11(i) and (ii) that the nature of the curves are
1.5
R =40
R =80
similar for small cut-offs, namely when R = 20, illus-
trating that the decay of the potential does not resolve
1
the issue of numerical degradation of solutions in the
vapour or large density region noted in Figure 10(C).
Increasing the cut-off value to R = 80 does resolve this
r2 h(r)
0.5
0.5
r2 h(r)
V. CONCLUSIONS
0.5
1
10
1
10
0 1
10 10
2 We have shown that by employing pseudo arc-length
(B) r
continuation for the one-parameter formulation, and
Newton-GMRES applied to the two-parameter bifurca-
1.5
R = 20 tion problem of the Ornstein-Zernike equation, one can
compute solutions and bifurcations that are difficult or
R = 40
R = 80
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8
bifurcation analysis of the ornstein-zernike equation with Caltech; see also http://indy.cs.concordia.ca/auto/
hypernetted chain closure, submitted to SIAM J. Sci. (2001).
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[11] J. R. Henderson, Z. A. Sabeur, Liquid-state integral Physik, Vienna (February 2002).
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infinite-range oscillatory solutions, J. Chem. Phys. 97 (9) code.
(1992) 67506758. [16] A transcritical bifurcation occurs when two solution
[12] E. J. Doedel, R. Paffenroth, A. Champneys, T. Fair- branches collide when varying a second parameter; for
grieve, Y. Kuznetsov, B. Sandstede, X. Wang, Auto example, this bifurcation occurs at the apex of Figure
2000: Continuation and bifurcation software for ordinary 9(left).
differential equations (with homcont), technical Report,
9
0
1.5
B
C
A
1.4
1.3
1.2
T*
1.1
0.9
0.8
0 0.1 0.2 0.3 0.4 0.5 0.6
(i) *
0.3
B
C
0.25 A
0.2
0.15
14 r2c(r)dr
0.1
0.05
0.05
0.1
0.1 0.2 0.3 0.4 0.5 0.6
(ii) *
1.45
A
B
1.4 C
1.35
1.3
1.25
T*
1.2
1.15
1.1
1.05
1
0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
(iii) *
A
B
0.2 C
0.15
14 r2c(r)dr
0.1
0.05
0
0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
(iv) *
10
A
B
1.5 C
1
r2 h(r)
0.5
0.5
1 0 1 2
10 10 10 10
(i) r
2
r2 c(r)
4
A
5 B
C
1 0 1
10 10 10
(ii) r
A
B
1.5 C
1
r2 h(r)
0.5
0.5
1 0 1 2
10 10 10 10
(iii) r
2
r2 c(r)
A
5 B
C
6
1 0 1
10 10 10
(iv) r