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probability

Ludovica Cotta-Ramusino

January 7, 2008

Abstract

In this thesis we describe a path integral formalism to evaluate approximations to

the probability density function for the location and orientation of one end of a

continuum polymer chain at thermodynamic equilibrium with a heat bath. We

concentrate on those systems for which the associated energy density is at most

quadratic in its variables. Our main motivation is to exploit continuum elastic rod

models for the approximate computation of DNA looping probabilities.

We rst re-derive, for a polymer chain system, an expression for the second

order correction term due to quadratic uctuations about a unique minimal energy

conguration. The result, originally stated for a quantum mechanical system by G.

Papadopoulos (1975), relies on an elegant algebraic argument that carries over to the

real-valued path integrals of interest here. The conclusion is that the appropriate

expression can be evaluated in terms of the energy of the minimizer and the inverse

square root of the determinant of a matrix satisfying a certain non-linear system of

dierential equations.

We then construct a change of variables, which establishes a mapping between

the solutions of the aforementioned non-linear Papadopoulos equations and a matrix

satisfying an initial value problem for the classic linear system of Jacobi equations

associated with the second variation of the energy functional. This conclusion is

trivial if no cross-term is present in the second variation, but ceases to be so oth-

erwise. Cross-terms are always present in the application of rod models to DNA.

We therefore can conclude that the second order uctuation correction term to the

probability density function for a chain is always given by the inverse square root

of the determinant of a matrix of solutions to the Jacobi equations. We believe this

conclusion to be original for the real-valued case when the second-variation involves

cross-terms. Similar results are known for quantum mechanical systems, and, in

this context, a connection between the so called Van-Hove-Morette determinant,

which involves partial derivatives of the classical action with respect to the bound-

ary values of the conguration variable, and the Jacobi determinant have also been

ii

established.

We next apply the formula described above to the specic context of rods, for

which the conguration space is that of framed curves, or curves in R

3

SO(3). An

immediate application of our theory is possible if the rod model encompasses bend,

twist, stretch and shear. However the constrained case, where the rod is considered

to be inextensible and unshearable, is more standard in polymer physics. In this last

case, our results are more delicate as the Lagrangian description breaks down, and

the Hamiltonian formulation must be invoked. It is known that the unconstrained

local minimizers approach constrained minimizers as the coecients in the shear

and extension terms of the energy are sent to innity. Here we observe that the

Hamiltonian form of the unconstrained Jacobi system similarly has a limit, so that

the uctuation correction in the path integral can still be expressed as the square root

of the determinant of a matrix solution of a set of Jacobi equations appropriate to the

constrained problem. As in reality DNA or biological macromolecules are certainly

at least slightly shearable and extensible, the limit of the uctuation correction is

undoubtedly physically appropriate.

The above theory provides a computationally highly tractable approach to the

estimation of the appropriate probability density functions. For application to

sequence-dependent models of DNA the associated systems of equations has non-

constant coecients, which is of little consequence for a numerical treatment, but

precludes the possibility of nding closed form expressions. On the other hand the

theory also applies to simplied homogeneous models. Accordingly, we conclude by

applying our approach in a completely analytic and closed-form way to the compu-

tation of the approximate probability density function for a uniform, non-isotropic,

intrinsically straight and untwisted rod to form a circular loop.

Key-words: DNA looping and cyclization, path integrals.

iii

Riassunto

In questa tesi descriviamo un formalismo in termini di integrali di cammino atto

a determinare la densit`a di probabilit`a per un polimero semiessibile, in equilibrio

termodinamico con una bagno termico, di avere unestremit` a ssata nello spazio per

posizione ed orientamento. La nostra attenzione `e principalmente rivolta a sistemi

per cui lenergia associata sia quadratica nelle relative variabili. Lobiettivo e la

motivazione generale consistono nellutilizzare modelli di tipo corda elastica continua

per il calcolo approssimato della probabilit`a che un determinato frammento di DNA

formi un loop aperto o chiuso.

In prima istanza, seguendo lapprocio utilizzato da G.Papadopoulos (1975), ri-

caviamo un espressione per il contributo al secondo ordine dovuto alle uttuazioni

armoniche attorno alla congurazione di minima energia. La conclusione, origina-

riamente tratta per un sistema quantistico, `e che, al secondo ordine, la densit`a di

probabilit`a pu`o essere valutata come prodotto di due termini: il primo dipende es-

clusivamente dallenergia della congurazione di minima energia, mentre il secondo

`e dato dallinverso della radice quadrata del determinante di una matrice che sod-

disfa unequazione dierenziale non lineare. Largomentazione seguita, di natura

algebrica, si adatta con naturalit`a al caso di interesse di integrali di cammino reali.

In seguito, costruiamo un cambiamento di variabile non lineare che permetta di

associare soluzioni della sopra menzionata equazione dierenziale non lineare con

una matrice di soluzioni dellequazione di Jacobi, e appropriate condizioni iniziali,

per la variazione seconda del funzionale di energia associato al sistema. Tale as-

sociazione risulta banale nel caso in cui non vi siano termini misti nella variazione

seconda, in quanto i due sistemi di equazioni coincidono. Nel caso invece in cui

siano presenti termini misti, come per modelli di corda elastica per il DNA, alcuna

relazione appare evidente. Concludiamo dunque che nella densit`a di probabilit`a

il contributo delle uttuazioni quadratiche attorno alla congurazione di minimo `e

sempre associato ad una matrice di soluzioni dellequazione di Jacobi. Riteniamo che

questa conclusione sia originale nel caso di integrali di cammino reali per unenergia

iv

la cui variazione seconda contenga termini misti. Risultati analoghi sono noti in

contesti di meccanica quantistica dove anche una connessione tra il determinante

funzionali di Van-Hove-Morette, che coinvolge derivate parziali dellazione valutata

sul cammino classico rispetto a valori specici della congurazione iniziale o nale,

e il determinante della matrice di Jacobi.

Successivamente applichiamo la teoria ricavata al caso di una corda elastica lin-

eare in cui lo spazio delle congurazioni sia quello delle curve orientate. Unapplicazione

immediata `e possibile qualora la corda possa essere sottoposta a piegamento, tor-

sione, allungamento e deformazioni della sezione in due direzioni ortogonali. Tut-

tavia nel caso pi` u comunemente trattato in letteratura in cui la corda non possa

n`e essere allungata o compressa n`e subire deformazioni della sezione, la descrizione

Lagrangiana da noi utilizzata non `e pi` u valida e una descrizione Hamiltoniana deve

essere adottata.

`

E ben noto che minimi locali di una corda non vincolata, tendano

ai minimi di una corda vincolata al tendere allinnito delle rigidit`a associate alle

deformazioni che vengono precluse. Tuttavia, qui notiamo che anche la versione

Hamiltoniana dellequazioni di Jacobi ha un limite, cos` che il termine di correzione

dovuto alla uttuazioni quadratiche possa essere ancora espresso in funzione della

matrice di soluzioni dellequazione di Jacobi opportuna. Poich`e in realt`a il DNA o

altre macromolecole biologiche sono certamente estensibili e deformabili, per quanto

in maniera non sostanziale, lapprocio al limite seguito `e senza dubbio almeno si-

camente quello corretto.

La teoria ricavata pu`o essere applicata a dierenti situazioni. In particolare in

situazioni in cui la corda elastica venga utilizzata per descrivere frammenti di DNA

non omogenei e in cui linteresse sia di evidenziare le propriet`a meccaniche in fun-

zione della sequenza di basi. In questo caso, le equazioni di Jacobi sono a coecienti

non costanti, e una trattazione di tipo numerico, per quanto di facile implemen-

tazione, si rende necessaria. Al contrario modelli omogenei possono essere risolti

analiticamente. Congruamente, concludiamo la tesi fornendo espressioni analitiche

per il calcolo approssimato della densit`a di probabilit`a per una corda uniforme, non

isotropa, intrinsicamente dritta e senza twist di formare una congurazione circolare.

Parole chiave: formazione di loop di DNA, integrali di cammino.

v

Acknowledgments

I wish to thank my supervisor Prof. John H. Maddocks, for proposing this topic of

research to me and giving me the opportunity to pursue it within his group, oering

continuous advice and support. I am looking forward to our future collaboration.

I also particularly thank Prof. Oliver Penrose, who after early discussions of the

problem, wrote a set of notes describing one approach to the cyclization problem,

that eventually lead us to the formalism adopted here. I greatly acknowledge Prof.

George Papadopoulos for discussions on his paper from which this work also has

started o.

I thank the committee: Prof. Philippe Choquard, Prof. Bertrand Duplantier,

Prof. Charles Pster and Prof. Tudor Ratiu for carefully reading the thesis, spotting

errors and suggesting improvements.

I thank all present and former collegues at LCVMM. Particularly: Carine Tschanz

for always helping me with a smile; Philippe Caussignac, Mathias Carlen and Hen-

ryk Gerlach for their help in several computer emergencies; Angelo Rosa and Arnaud

Amzallag for scientic discussions.

I thank Prof. Douglas Arnold, Director of IMA at the University of Minneapolis,

for the hospitality in these last months.

I thank Daniela Silvano and Giovanni Costantini for their precious friendship and

for sharing the ups and downs of our PhDs until the very last day; Francesco Esposito

for his inspiring passion for mathematics and for helping me with the graphs; Chiara

Casella and Mauro Doneg`a for being so close to family for me. I thank Valentina

Troncale, Davide Sarchi and Maria-Carola Colombo for many discussions on research

and life; Marc-Olivier Boldi and Lionel Pournin for the mornings and evenings in

our beautiful apartment in Lausanne.

Last, but not least, I thank my family, Paolo, Mariola, Cecilia and Giovanni.

Flic, we are all waiting for you! And my friends back in Italy and elsewhere. Giulia,

Laura, Silvia, Francesco, Davide, Amsicora, Blue, Jos`e, Marco, Adriana, Tommaso.

Without them, simply, I would not be.

vi

Contents

Introduction 1

1 Continuum elastic rod models for DNA 7

1.1 Special Cosserat model . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.1.1 Kinematics . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.1.2 Force and balance laws . . . . . . . . . . . . . . . . . . . . . . 10

1.1.3 Constitutive relations . . . . . . . . . . . . . . . . . . . . . . . 10

1.2 The variational formulation . . . . . . . . . . . . . . . . . . . . . . . 11

1.2.1 First order variation . . . . . . . . . . . . . . . . . . . . . . . 12

1.2.2 Second order variation . . . . . . . . . . . . . . . . . . . . . . 14

1.3 Constrained systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

1.3.1 First order variation . . . . . . . . . . . . . . . . . . . . . . . 17

1.3.2 Second order variation . . . . . . . . . . . . . . . . . . . . . . 18

1.4 Conclusions and summary . . . . . . . . . . . . . . . . . . . . . . . . 19

2 General quadratic energy densities: a path integral approach for

computing conditional probabilities 21

2.1 Statement of the problem . . . . . . . . . . . . . . . . . . . . . . . . 22

2.2 Approximation about the minimal energy conguration . . . . . . . . 25

2.2.1 Recovering Papadopoulos equations . . . . . . . . . . . . . . . 27

2.3 A formula for the second order correction . . . . . . . . . . . . . . . . 35

2.3.1 Relating Papadopoulos to Jacobi . . . . . . . . . . . . . . . . 35

2.3.2 Riccati matrix equations . . . . . . . . . . . . . . . . . . . . . 39

2.3.3 The nal formula . . . . . . . . . . . . . . . . . . . . . . . . . 41

2.4 Conclusions and discussion . . . . . . . . . . . . . . . . . . . . . . . . 42

3 Conditional probability densities of elastic rods 45

3.1 Conguration space and setting of the problem . . . . . . . . . . . . 46

vii

3.2 Measure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

3.3 Unconstrained systems . . . . . . . . . . . . . . . . . . . . . . . . . . 51

3.3.1 Normalizing factor . . . . . . . . . . . . . . . . . . . . . . . . 52

3.3.2 Probability density function . . . . . . . . . . . . . . . . . . . 56

3.4 Constrained systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 60

3.5 Conclusions and discussion . . . . . . . . . . . . . . . . . . . . . . . . 64

4 Non isotropic uniform rods 69

4.1 Shearable extensible rods . . . . . . . . . . . . . . . . . . . . . . . . . 69

4.1.1 A circular loop . . . . . . . . . . . . . . . . . . . . . . . . . . 70

4.2 Unshearable inextensible rods . . . . . . . . . . . . . . . . . . . . . . 89

4.2.1 A circular loop . . . . . . . . . . . . . . . . . . . . . . . . . . 90

4.3 Conclusions and discussion . . . . . . . . . . . . . . . . . . . . . . . . 96

Conclusions 101

Bibliography 107

viii

Introduction

Starting from the 1953 article of James Watson and Francis Crick [1] on the 3D

structure of the DNA double helix, which was made possible by the available X-rays

images of DNA bers performed by Rosalind Franklin, a whole new area began of

both experiment and theoretical modeling on the macromolecule most essential to

life. The eorts, carried out by a large community of molecular biologists, physicists,

chemists and last, but not least, mathematicians and computer scientists, have gone

both in the direction of understanding how is DNA stored, how it replicates and

how it protects genetic information and also in the direction of setting a general

theoretical framework, both mathematical and biological, by which one hopes even-

tually be able to predict, to a good approximation, DNAs behavior in given in-vivo

and in-vitro circumstances.

DNA is a long, thin, semi-exible polymer and from a mathematical modeling

point of view its conguration in space can be determined by means of

Atomistic models where DNA is described at an atomistic level

Mechanical models where DNA is described at dierent levels of coarse-graining

which might vary from discrete models where DNA is a chain of rigid base-

pairs or rigid bases, to continuum models where DNA is a continuum elastic

rod (or worm-like chain) or a bi-rod.

Within these two categories of models, dierent methods might be used in order

to predict and understand the mechanics and structure of DNA: either seeking for the

mechanical minimal energy shape under given topological constraints, or computing

the Boltzmann distribution of equilibrium congurations in a nite temperature

environment, or nally obtaining deterministic trajectories by molecular dynamics

simulations within a specic assumed force eld.

The main concern and motivation here is to formulate and compute, in an e-

cient way, DNA looping probabilities. To this end we choose to describe DNA via a

continuum elastic rod model.

Figure 1: A linear DNA double-helix structure generated with with the module

nucgen of AMBER [2]. Sugar-phosphate backbones are represented in pink and

orange, and the base pairs are drawn in gray. The image was produced with VMD

[3]. Courtesy of Arnaud Amzallag.

Why looping? Motivation In vivo, DNA looping is functional in many cellular

processes, such as transcriptional regulation, recombination and replication, as it

allows for two distant sites on the DNA to come in closer contact [4] [5] [6] [7] [8] [9]

[10]. How easy it is to form a loop between two sites and how big the loop can be

depend on the balance between the mechanical properties of the intervening DNA

and the thermodynamical properties of the system. Motivated by these questions a

large amount of research in the theoretical modeling of DNA bending and exibility

properties has been pursued via DNA cyclization experiments [11] [12] [13] [14] [15],

where the probability of naked DNA to form closed loops solely due to its thermal

uctuations is measured. DNA cyclization experiments have been used as a tool to

understand sequence eects in DNA mechanical properties and to identify and test

sequences with specic properties, such as nucleosome positioning sequences.

Why continuum elastic rods? Models of DNA DNA can be modeled as a

chain of discrete monomers, where typically each base-pair is considered as a rigid

body, or as a continuum elastic rod. The theoretical computation of the probability

of either discrete chains or continuum elastic rods to form loops becomes crucial

2

to analyze and understand the available experimental data. A great variety of

literature is available on the topic, including analytical and numerical approaches

in both discrete and continuum models, for instance [13] [16] [17] [18] [19] [20] [21]

[22] [23] [24] [25] [26] [27]. Moreover, to capture a quantitative discrepancy between

theoretical predictions for the cyclization probabilities of short DNA constructs and

recent experimental data [14], several possible physical mechanisms, such as DNA

kinking and bubble formation along the DNA fragment, have been suggested and

analyzed within a generalization of worm like chain models [20] [23]. A less dramatic

breakdown of linear elasticity have also been proposed in [28], where a model, called

the sub-elastic chain, in which the bending energy density is an arbitrary function of

the curvature is considered and have been proven to give rise to greater cyclization

eciency.

All these mechanisms should enhance the cyclization probability at small scales,

i.e. for short DNA fragments, and yet leave the probability distribution unchanged

at large scales, that is for long DNA fragments. Kinking in small DNA closed loops

has also been detected in molecular dynamic simulations [29]. On the other hand

the experimental data we are referring to is still under debate [15].

Within continuum elastic rod models DNA is pictured as a framed curve de-

scribed by the special Cosserat rod theory [19] [30] [31] [32] [33] [34]. In space, the

rod is an oriented curve dened by a conguration variable q(s) = (r(s), R(s)),

where r(s) (s [0, L]) is the centerline to the rod and R SO(3) is the proper

rotation relating a xed, right-handed, orthonormal frame {e

i

} in IR

3

to the co-

moving orthonormal frame {d

i

(s)}, which changes as the rod is bent and twisted

under the action of an external load. For a linear elastic rod, the associated strain

energy density W(w, s) is quadratic in w, which is dened in terms of the shifted

strains (u u) and (v v), where u is the Darboux vector and v is the tangent to

the rod and u, v are their values in the minimum energy shape. Elastic rod models

have proven to be extremely well-suited [19] [32] [33] [34] to the determination of the

mechanical minimal energy conguration. The extension of this approach to include

the correction factor due to the uctuations around the minimal energy congura-

tion, when a quadratic energy is associated to the system, is the main objective of

this thesis.

Why path integrals? This thesis At room temperature, DNA molecules in

solution are subjected to thermal motion and the polymer is randomly bending and

moving as water molecules and ions collide with it. Once thermal equilibrium is

3

reached with the surrounding medium, the ensemble of admissible congurations to

DNA will most presumably follow a Boltzmann distribution. Looping probability

can thus be expressed as a path integral restricted to a given subset of the admissible

congurations (for instance closed ones) each weighted with its Boltzmann weight

conveniently normalized by the path integral of all admissible congurations.

There are several methods by which computation at the lowest order of ap-

proximation of a path integral can be performed. Usually an expansion of the

action around a minimal energy conguration is considered, as is for instance done

within discrete models of DNA in [13]. However in [13] the equilibrium congura-

tion around which harmonic uctuations are considered is found with an iterative

algorithm which can be computationally more expensive and manifest convergence

problems when compared to the method based on symmetry breaking and parameter

continuation exploited in [19] for a continuum rod model.

It is worth noting that the crucial assumption used when approximating a path

integral via consideration of only quadratic uctuations around a minimal energy

conguration is that the energy required to deform the system is large with respect

to K

B

T. This in turn physically means that we should either consider short enough

fragments of DNA, or the temperature should be low enough. DNA has a char-

acteristic persistence length which is a length scale related to the rate of decay in

space of the correlation between the tangents to the DNA. It has been measured to

be approximately 150 base-pairs or 50 nm, corresponding to 15 helical turns of the

molecule. The approximation of quadratic uctuations is presumably a reasonable

one if we intend to describe the mechanics of DNA at the length scale of a few per-

sistence lengths or less. This in turn is a length scale of great relevance in biology

as DNA is known frequently to be tightly bent at length scales shorter than the

persistence length [9] [10]. For instance, in a nucleosome particle a total of about

150 base-pairs of DNA is wrapped twice around the protein-complex histones, and

in the Lac-Operon the distance between the two operators may range between 60

and 100 base-pairs [7].

Starting from the assumed Boltzmann distribution for the congurations, our

objective is to incorporate in continuum elastic rod models the computation up to

second-order corrections of the conditioned probability density function for an end

point to be at a xed point and orientation in space, subject to the other end being

held xed at the origin of the coordinate framing (which choice involves no loss

of generality assuming invariance of the energy under rigid body motions). This

objective is achieved via analysis of a path-integral formulation of the problem.

4

The nal formula for the conditional probability is given by two factors: the rst

depends on the energy of a minimal energy conguration satisfying the prescribed

end conditions, while the second accounts for uctuations around the minimal energy

conguration and is expressed in terms of a determinant of certain Jacobi elds

associated with the second variation of the energy. The formula is robust in that

it remains valid for all of the standard cases arising in DNA modelling, including

sequence-dependence etc. The formula is also highly amenable to a straightforward

numerical evaluation even in rather general cases.

To consider some completely analytically treatable examples we explicitly com-

puted the probability density function for cyclization up to second order corrections,

for the following cases:

a uniform, not isotropic, extensible and shearable rod.

The stiness matrix was assumed to be diagonal. The homogeneity assumption

guarantees that the linear dierential equations to be solved are constant coef-

cient ones: in contrast any non uniform model requires numerical treatment.

The formula so obtained has a nice limit for inextensible and unshearable rods,

with no remnant of the shear and extension degrees of freedom.

a uniform, not isotropic, inextensible and unshearable rod.

Same conditions as in the extensible and shearable case where considered. A

natural transition to a Hamiltonian formulation was exploited as the coecient

matrices in the Lagrangian formulation diverge as the constrained system is

reached. The formula obtained from the limiting equations is in agreement

with the limit of the previous formula.

5

The thesis is structured as follows.

In Chapter 1 we introduce the special Cosserat theory for rods and we discuss

the basic properties of elastic rods. We introduce the strain energy density for a

most general shearable, extensible elastic rod. We then discuss the optimization

problem in the variational formulation and we re-derive, following [36], the expres-

sions for the rst and second variation of the strain energy functional for a shearable

and extensible rod. We also describe the constrained case of an inextensible and

unshearable rod, writing the rst and second variation of the constrained energy

functional.

In Chapter 2 we present a path integral method for computing the conditional

probability density of a chain at thermal equilibrium with a heat bath whose en-

ergy density is at most quadratic in its variables. We assume the set of admissible

congurations for the chain to follow a Boltzmann distribution and the existence of

a unique minimal energy conguration. We further assume the temperature scale

to be conveniently small with respect to the mechanical energy stored in the chain.

Using [43], we show that up to quadratic uctuations about the minimal energy

conguration, the probability density function can be computed by means of the

energy of the minimizer and of a basis of solutions to the Jacobi equations with

appropriate initial conditions.

In Chapter 3 we apply the method derived in Chapter 2 to the specic example

of a shearable and extensible continuum elastic rod. We discuss issues related to the

choice of a measure in the conguration space of oriented curves. We further extend

the method to consider constrained rods, where neither deformations in length nor in

the cross section of the rod are allowed. For this purpose, we exploit the Hamiltonian

version of the second variation of a slightly shearable and extensible rod and show

that, in the limit of negligible shears and extension, the Hamiltonian equations for

the second variation do indeed coincide with Jacobi equations derived in [33] for an

isoperimetrically constrained rod.

In Chapter 4 we consider the example of a uniform, non-isotropic, intrinsically

straight and untwisted linear elastic rod. We compute analytically our approximate

probability density function for the formation of a circular loop. The non-isotropicity

restriction is essential for the application of the method derived in Chapter 2 and 3,

as for this specic boundary conditions, only non-isotropic rod have isolated minima.

All the other assumptions are merely to render the problem solvable by hand.

Conclusions and future directions are discussed in Chapter 5.

6

Chapter 1

Continuum elastic rod models for

DNA

In this chapter we introduce the continuum elastic rod model for DNA, describing

the special Cosserat rod theory [35] by which means a complete treatment of the

rods static mechanical behavior is given.

In the special Cosserat rod theory not only deformations such as exure and

torsion of the the rod are considered, but also deformations along the length of

the rod and in two orthogonal directions on the plane of the rods cross section

are allowed. After reviewing the kinematic equations, the balance laws and the

constitutive relations for the rod, we discuss the associated variational formulation.

We give the expressions for the rst and second variation of the energy associated

to the rod, which rely on the approach exploited in [36] and will be used in the

following chapters. Finally, we discuss the inextensible and unshearable limit of the

Cosserat rod, which represents the currently preferred model for DNA.

All the material presented in this chapter is known in literature, although the

notation chosen here might dier with others elsewhere. A systematic and compre-

hensive overview on elastic rods can be found in [37], whereas more details on the

variational formulation can be found, in addition to the references already cited in,

for instance [38] [39].

1.1 Special Cosserat model

In space, the rod is an oriented curve dened by a conguration variable q(s) =

(r(s), R(s)), where r(s) (s [0, L]) is the centerline to the rod (or axis of the rod)

7

Figure 1.1: The Cosserat rod: a framed curve in space which may be bent, twisted,

stretched or sheared. The directors frame, which species the orientation of the

cross section of the rod at each s, is in general independent of the centerline of the

rod and of its tangent r

on the three

orthonormal directors determines the amount of shear and extension suered by the

rod.

and R SO(3) is the proper rotation relating a xed, right-handed, orthonormal

frame {e

i

} in IR

3

to the co-moving orthonormal frame, or director frame, {d

i

(s)},

which changes smoothly along the rod.

The rotation matrix R, which brings the xed frame {e

1

, e

2

, e

3

} into the moving

frame {d

1

, d

2

, d

3

}, is dened via

_

_

d

1

d

2

d

3

_

_

= R

_

_

e

1

e

2

e

3

_

_

(1.1)

8

or

[d

1

d

2

d

3

] = [e

1

e

2

e

3

]R

T

. (1.2)

where [d

1

d

2

d

3

] is a matrix whose columns are the vectors d

1

, d

2

, d

3

expressed in

the xed frame. Thus, in our notation,

R =

_

_

d

1

e

1

d

1

e

2

d

1

e

3

d

2

e

1

d

2

e

2

d

2

e

3

d

3

e

1

d

3

e

2

d

3

e

3

_

_

. (1.3)

Note that the role of R

T

and R can be inverted.

1.1.1 Kinematics

The kinematic equations are the equations dening the strains v(s) and u(s) through

derivatives with respect the parameter s of the directors and of the centerline. The

rst equation denes v:

v(s) = r

(s), (1.4)

where r

denotes the derivative with respect

to s. The rst two components of v(s) with respect to the moving frame, v

1

(s) =

v(s) d

1

(s) and v

2

(s) = v(s) d

2

(s), are associated with transverse shearing, whereas

the third component, again with respect to the moving frame, v

3

(s) = v(s) d

3

(s),

is associated with stretching or compression of the rod.

The second equation denes u(s). The orthonormality of the directors d

i

(s)

implies the existence of a strain vector u(s), dened through

d

i

(s) = u(s) d

i

(s), i = 1, 2, 3. (1.5)

The components of the strain vector u(s), often referred to as the Darboux vector,

with respect to the director, co-moving, frame read

u

i

=

1

2

ijk

d

j

(s) d

k

(s) (1.6)

if

ijk

is the totally antisymmetric tensor, and summation over equal indices is

understood. In (1.6) the rst two components u

1

(s), u

2

(s) are the bending strains,

whereas the third component u

3

(s) is the twist strain. The physical meaning of the

Darboux vector is to indicate the rate at which the co-moving frame is rotating with

respect to the xed frame. From (1.5) and (1.1) or (1.2) we may also derive

u

= RR

T

, (1.7)

9

where u

ik

=

ijk

u

j

reads

_

_

_

0 u

3

u

2

u

3

0 u

1

u

2

u

1

0

_

_

_

, (1.8)

the components u

i

being with respect to the co-moving frame.

The initial conguration of the rod, typically a conguration in which there is no

external load, is either described through an intrinsic framing {

d

i

(s)} or character-

ized by certain intrinsic strains v

i

(s) and u

i

(s). Then, v

1,2

are the intrinsic shears

whereas v

3

is the intrinsic stretch. And u

1,2

are the intrinsic curvatures and u

3

is

the intrinsic twist. Up to an arbitrary choice of some initial conditions, for instance

the values of the intrinsic framing {

d

i

(0)} at s = 0, equations equivalent to (1.4),

(1.5) and (1.6) hold for the intrinsic framing and strains.

1.1.2 Force and balance laws

Assuming that the only external loads are momenta and forces applied at the ends

of the rod, the force and moment balance laws in the xed frame read

n

= 0, (1.9)

m

+r

n = 0, (1.10)

where n(s) and m(s) denote respectively the resultant force and the resultant mo-

ment of the material on the side s+ acting on the material on the side s at each

cross section labeled by s.

1.1.3 Constitutive relations

Constitutive relations are relations connecting the strain vectors u and v the forces

n and the moments m. Under the assumption of hyper-elasticity, there exists a

convex and coercive strain energy density function W(V, U, s) such that

W

V

(0, 0, s) =

W

U

(0, 0, s) = 0 (1.11)

and

n

i

=

W

V

i

m

i

=

W

U

i

(1.12)

10

where

V = v v U = u u (1.13)

and n

i

, V

i

and m

i

, U

i

are respectively the components of the force and strain V and

moment and strain U with respect to the director frame. For linear elastic rods,

which can be extended in length and sheared in the cross section, the strain energy

density depends at most quadratically on the shifted strains V and U, that is

W W(V(s), U(s)) =

1

2

[V

T

(s) U

T

(s)] P(s)

_

V(s)

U(s)

_

(1.14)

where V and U are dened in (1.13) and P is the stiness matrix, a positive denite

and symmetric (6 6) matrix.

Finally, the energy associated to the continuum linear elastic rod is given by

E[q(s)] =

_

L

0

W(V, U, s)ds (1.15)

where q(s) is a conguration of the rod (so a certain centerline and a rotation

matrix expressed in some parametrization of SO(3), for example Euler angles or

quaternions as we will see later), L is the length of the rod, while W(V, U, s) is the

strain energy density (1.14).

1.2 The variational formulation

In this section we review the variational formulation of optimization problems for an

elastic rod subject to boundary conditions forcing both ends to be in a prescribed

point of the conguration space. In the context of continuum elastic rods, this in

turn means that position and orientation of the rod are xed at both ends

q(0) = (r(0), R(0)) = q

0

= (r

0

, R

0

)

q(L) = (r(L), R(L)) = q

L

= (r

L

, R

L

) . (1.16)

The rst order variation of the strain energy (1.15) yields necessary conditions

for equilibrium congurations of (1.15) satisfying (1.16), in the form of the Euler-

Lagrange equations. The second variation of the strain energy (1.15) leads to further

necessary conditions for equilibrium congurations to minimize (1.15). These topics

have been largely addressed in [38] [39] [40] [36].

As is standard, given a conguration q(s) we dene [42]

q(s) (1.17)

11

to be the variation eld and, given a parameter , we dene

E [q(s), q(s)] =

d

d

=0

E [q(s) + q(s)] ,

2

E [q(s), q(s)] =

d

2

d

2

=0

E [q(s) + q(s)] .

Our aim here is mainly to write an expression for the rst and second variation

in order to refer to these expressions later on, rather than discussing extensively

the vast literature on the stability analysis for equilibrium congurations. We are

here concerned with shearable and extensible rods and we will treat the case of

constrained systems separately.

1.2.1 First order variation

In computing the rst and second variations to (1.15), we have to introduce the

variation eld or perturbation eld (1.17). We will use the choice introduced in [36],

where a variation of the rotation matrix R is given through a vector dened via

the 3 3 skew-symmetric matrix

= R

T

R. (1.18)

Using equation (1.18), there is no need for the moment to worry about choosing a

parametrization of SO(3). The variation eld q(s) = h(s) R

6

then reads

h =

_

r

_

, (1.19)

where the s dependence has been dropped for simplicity of notation but should

always be considered present.

The dependence on the rotation matrix in (1.14) can be read out directly from

(1.4) and (1.7).

Dierentiating (1.4) and (1.7) we get

v = R(r

+r

), (1.20)

u = R

, (1.21)

where

12

The rst variation then reads

E =

_

L

0

__

W

v

_

v +

_

W

u

_

u

_

ds

=

_

L

0

_

(R

T

W

v

) (r

+r

) + (R

T

W

u

)

ds

=

_

L

0

_

(R

T

W

v

)

r + (R

T

W

v

) (r

) (R

T

W

u

)

ds

=

_

L

0

_

(R

T

W

v

)

r +

_

(R

T

W

u

)

+r

R

T

W

v

_

ds

=

_

L

0

[n

r + (m

+r

n) ] ds, (1.22)

where the linearization of (1.16), which for (1.19) reads

(r(0), (0)) = 0,

(r(L), (L)) = 0, (1.23)

and the following denitions

n = R

T

W

v

(1.24)

m = R

T

W

u

(1.25)

are assumed.

At critical congurations

n

= 0 (1.26)

m

+r

n = 0. (1.27)

Note that as equations (1.26), (1.27) are written they have to be considered in the

xed frame, as n(s) in (1.24) and m(s) in (1.25) are the resultant force and moment

in the xed frame. As expected, equations (1.9) and (1.10) are recovered.

Moreover, if we vary RR

T

instead of R

T

R, so as to introduce a eld

= RR

T

. (1.28)

from the rst variation of the energy, we would get the equations

n

+u n = 0 (1.29)

m

+u m+v n = 0 (1.30)

13

where

n = R

T

n (1.31)

m = R

T

m, (1.32)

and v, u are given in (1.4), (1.7) and are to be considered as components in the mov-

ing frame. In (1.31) and (1.32), n(s), m(s) are respectively the resultant force and

moment expressed in the moving frame. Equations (1.29), (1.30), are the balance

laws for the rod expressed in the moving frame.

1.2.2 Second order variation

The second variation reads

2

E =

1

2

_

L

0

__

2

W

v

2

v

_

v +

_

2

W

u

2

u

_

u

_

ds

+

1

2

_

L

0

_

2

_

2

W

uv

u

_

v +

_

W

v

_

2

v +

_

W

u

_

2

u

_

ds (1.33)

where v, u are given in (1.21) and

2

v = R

_

2r

+ (r

(1.34)

2

u = R

. (1.35)

Using expressions in (1.21) and (1.35), the second variation (1.33) becomes

2

E =

1

2

_

L

0

__

R

T

W

vv

Rr

_

r

+

_

R

T

W

uu

R

+ 2

_

R

T

W

uv

R

_

r

ds

+

1

2

_

L

0

_

2r

_

R

T

W

vv

Rr

_

r

R

T

W

vv

Rr

ds

+

1

2

_

L

0

_

2

_

r

R

T

W

uv

R

_

+R

T

W

u

(

ds

+

1

2

_

L

0

_

R

T

W

v

[(r

) ] + 2R

T

W

v

(r

ds. (1.36)

Rearranging (1.36), one obtains an expression such as (see 2.22)

2

E

stat

=

1

2

_

L

0

_

h

T

P(s)h

+ h

T

Q(s)h + 2h

T

C(s)h

_

ds (1.37)

where h is given as in (1.19) and the 6 6 matrices P(s), Q(s), C(s) read

P =

_

R

T

W

vv

R R

T

W

uv

R

R

T

W

vu

R R

T

W

uu

R

_

(1.38)

14

Q =

_

0 0

0 r

R

T

W

vv

Rr

+

1

2

(n

+r

)

_

(1.39)

C =

_

0 R

T

W

vv

Rr

0 R

T

W

vu

Rr

1

2

m

_

(1.40)

Note however that as they are written in (1.38), (1.39) and (1.40) the matrices

P(s), Q(s), C(s) are expressed in the xed frame. Performing a proper orthogonal

rotation on the variable h

h

h =

Rh (1.41)

where

R is given by

R =

_

R 0

0 R

_

, (1.42)

the second variation becomes

2

E =

1

2

_

L

0

_

T

P

m

(s)

+ 2

T

_

P

m

(s) u

(s) +C

m

(s)

h

_

ds

+

1

2

_

L

0

_

h

T

_

Q

m

(s) u

C

m

(s) +C

T

m

(s) u

P

m

(s) u

h

_

ds(1.43)

where, u

u

=

_

u

0

0 u

_

(1.44)

and P

m

(s), Q

m

(s) and C

m

(s) are respectively the matrices P(s), Q(s), C(s) ex-

pressed in the moving frame. In particular this means that for each matrix,

A

xed

=

R

T

A

moving

R (1.45)

where

R is given in (1.42). More specically the matrices P

m

(s), Q

m

(s) and C

m

(s)

read

P

m

(s) =

_

W

vv

W

uv

W

vu

W

uu

_

(1.46)

Q

m

(s) =

_

0 0

0 v

W

vv

v

+

1

2

( n

+ v

n)

_

(1.47)

C

m

(s) =

_

0 W

vv

v

0 W

vu

v

1

2

m

_

(1.48)

15

where n and mare respectively the resultant force and moment in the moving frame,

as in equations (1.31) and (1.32). Finally, dening

P(s) = P

m

(s)

Q(s) =

_

Q

m

(s) u

C

m

(s) +C

T

m

(s) u

P

m

(s) u

C(s) =

_

P

m

(s) u

+C

m

(s)

. (1.49)

the second variation (1.43) can be written in a more compact way,

2

E =

1

2

_

L

0

_

P(s)

+ 2

C(s)

h +

h

T

Q(s)

h

_

ds. (1.50)

1.3 Constrained systems

In the following we consider inextensible and unshearable elastic rods as constrained

systems and we briey review the constrained variational formulation.

For inextensible and unshearable rods, three degrees of freedom are suppressed

and the following constraints hold

|r

(s)| = 1 s

v

1

(s) = 0 = v

2

(s), (1.51)

from which, combined with (1.4), we infer

r

(s)

dr

ds

= d

3

(s). (1.52)

The strain energy density (1.14) is now purely a function of the strains u and

the intrinsic strains u so that the energy associated reads

E

_

L

0

W(U(s), s) ds, (1.53)

where U is dened in (1.13).

The constitutive relations (1.12) only dene the moment m, and the force n

becomes a basic unknown to be determined by the equilibrium equations for the

system (1.53).

For inextensible and unshearable rods satisfying the boundary conditions (1.16),

the isoperimetric constraint

_

L

0

r

(s) ds = r

L

r

0

(1.54)

16

Figure 1.2: The inextensible and unshearable limit: the director frame, which speci-

es the orientation of the cross section of the rod at each s, is related to the centerline

via the constraint d

3

(s) = r

arises. Then, as usually done for constrained systems, critical congurations q(s) of

(1.53) satisfying the integral constraint (1.54) correspond to critical congurations

_

q(s),

_

of the unconstrained energy

E

uc

=

_

L

0

[W(U(s), s) d

3

] ds (1.55)

where the Lagrange multiplier

is determined via the isoperimetric constraint

(1.54).

1.3.1 First order variation

As far as the rst variation is concerned, we have

E

uc

=

_

L

0

__

W

u

_

u d

3

_

ds (1.56)

where u is given in (1.21) and, taking into account (1.3), d

3

is given by

d

3

=

d

3

(1.57)

17

as, in our notation (1.3), the column vector d

3

= R

T

e

3

. With (1.21) and (1.57),

after performing an integration by parts, the rst variation (1.56) becomes

E

uc

=

_

L

0

___

R

T

W

u

_

d

3

_

_

ds (1.58)

so that the necessary condition for a conguration to be an equilibrium of (1.53)

reads

m

+d

3

= 0 (1.59)

which again is exactly the balance equation (1.10) for the constrained system (1.55)

where plays the role of the unknown force n in the xed frame.

1.3.2 Second order variation

The second variation for the system (1.55) has the same form of (1.37), where the

coecient matrices are (3 3) and where the matrix Q has now changed to include

an extra-term associated with the Lagrange multiplier . The variation eld h has

to satisfy the linearized version of (1.54)

_

L

0

d

3

ds = 0 (1.60)

so that the ensemble of allowed variation elds A

const

is characterized by

A

const

_

h R

3

: h(0) = 0, h(L) = 0 and

_

L

0

d

3

ds = 0

_

(1.61)

where the integral equation is a vector representation for a system of three scalar

equations, corresponding to the equation (1.60) for each component of d

3

. The

second variation thus reads

2

E

uc

=

1

2

_

L

0

__

2

W

u

2

u

_

u

_

W

u

_

2

u

2

d

3

_

ds (1.62)

where

2

u is dened in (1.35) and

2

d

3

is given by

2

d

3

=

d

3

. (1.63)

As a function of the second variation (1.62) has the following form

2

E

uc

=

1

2

_

L

0

_

T

P

c

(s)

+

T

Q

c

(s)+ 2

T

C

c

(s)

_

ds (1.64)

18

where

P

c

= R

T

W

uu

R

Q

c

=

1

2

_

3

+d

_

=

1

2

R

T

_

n

3

+e

3

n

_

R

C

c

=

1

2

m

=

1

2

R

T

m

R. (1.65)

and the identity

_

R

T

n

_

3

= R

T

n

Rd

3

= R

T

n

3

R (1.66)

has been used. In (1.65), as in (1.58), the triple is intended as the triple of

components of the unknown force in the xed frame (note that in the moving frame

the components of d

3

are of course (0, 0, 1)).

As done for the shearable extensible case, one could then write the second vari-

ation (1.64) in the moving frame. Instead, let us consider the Jacobi system of

equations, which will be of relevance in the rest of the thesis, associated with the

second variation (1.64). The second order system would read

_

P

c

()

1

2

m

1

2

m

()

1

2

_

3

+d

_

= 0 (1.67)

or in the Hamiltonian version (rst order system)

()

=

P

1

c

2

m

+P

1

c

m

(m

=

1

2

m

P

1

c

m

1

2

_

3

+d

+

1

2

m

P

1

c

m

(1.68)

where

m

= P

c

()

1

2

m

(1.69)

and P

c

is given in (1.65). In either case, (1.67) or(1.68), the linearized constraints

(1.60) should also be satised.

1.4 Conclusions and summary

In this chapter we have introduced the special Cosserat theory for elastic rods and set

notation for the rest of the thesis. More specically we have introduced the general

model of an hyper-elastic shearable extensible rod, and re-derived the variational

19

formulation for the rst and second variation of the energy functional associated to

the rod following the notation adopted in [36].

The expressions for the rst variation can be found in equation (1.22). As far

as the second variation is concerned, the expression in the xed frame is given in

equation (1.37) and the coecient matrices in (1.38), (1.39) and (1.40). In the

moving frame the second variation reads as in equation (1.50) where the coecient

matrices are this time dened in (1.49).

We have then considered an inextensible and unshearable rod, thereafter referred

to as the constrained system, where no stretch nor shear is allowed and the integral

constraint (1.54) must be satised. We have then derived the rst and second

variation respectively in (1.58) and (1.64), where the coecient matrices for the

second variation were given in (1.65) and the linearized constraints (1.60) must be

satised.

Finally, we have written the Jacobi system of equation for the unshearable and

inextensible case, associated with the second variation(1.64).

20

Chapter 2

General quadratic energy

densities: a path integral approach

for computing conditional

probabilities

In this chapter we focus on computing conditional probabilities for a statistical me-

chanical system at thermodynamical equilibrium. In particular we consider systems

in which the internal potential energy density is at most quadratic in the variables

associated with deviations from an unperturbed or intrinsic state.

We express the conditional probability in terms of a path integral, or functional

integral, and we reproduce the result of [43] for a statistical mechanical system

at equilibrium. In [43] a quantum mechanical system with a general quadratic

Lagrangian is investigated, and the propagator is explicitly computed in terms of

a pre-factor term depending solely on the energy of the classical solution and a

second factor due to quadratic uctuations around the classical solution, which is

then proven to be equivalent to the inverse square root of the determinant of a

matrix satisfying a second-order non linear dierential equation and specic initial

conditions. The proof is carried out via an elegant and concise algebraic argument.

For polymer chains or elastic rods we are interested in real-values path integrals but

the algebraic argument in [43] still applies.

Furthermore we show that the non-linear dierential equation derived in [43]

may be transformed into a matrix Riccati equation, which is then known to be

locally equivalent to a second-order linear dierential equation [44] [45]: the Jacobi

21

equations, or Euler Lagrange equations for the second order variation of the internal

potential energy. We show that the initial conditions to be satised by such Jacobi

elds can be chosen, up to a constant matrix, to be equivalent to those arising in

[43]. We then claim that for our statistical mechanical system the second factor

due to uctuations around the minimal energy conguration, is given by the inverse

square root of the determinant of a matrix which columns are solutions to the Jacobi

equations for the system at hand.

We believe that the reduction to the Jacobi system is new for the level of general-

ity assumed here. And we remark that it is this level of generality that is necessary

for the application described in Chapter 4 or for any other application aimed at

modeling DNA.

2.1 Statement of the problem

The main objective is to derive the conditional probability density for the ends of a

statistical mechanical continuum chain at thermodynamical equilibrium to be in a

given state, specied by a point in conguration space.

In mathematical terms, our aim translates into computing

[q

0

, q

L

; 0 , L] :=

Z (q(s) )

Z

(2.1)

where q(s) R

m

is the conguration variable, s [0, L] a continuum parameter

dening the position along the length of the chain,

:= {q(s) s.t. q(L) = q

L

} (2.2)

and

Z (q(s) ) =

_

e

E[q(s)]

D[q(s)]

(2.3)

is the conditional partition function, conditional on the end-point of the chain to be

at a xed point in conguration space, whereas Z is the congurational partition

function

Z =

_

e

E[q(s)]

D[q(s)]. (2.4)

In both (2.3) and (2.4), =

1

K

B

T

, K

B

being the Boltzmann constant and T the

temperature of the system, and E is the internal energy associated to congurations

of the system.

22

We note here that, in order to derive a probability from (2.1), one must integrate

(2.1) over an appropriate volume element in the conguration space of the end of

the chain.

The relation between the conditional (2.3) and the unconditional (2.4) partition

function is given by

Z =

_

R

m

dq

L

Z (q(s) ) (2.5)

so that the partition function corresponds to integrating the conditional partition

function in (2.3) over all possible values of the end point of the chain.

Note that in (2.1) we assume the other or initial end of the chain to be held xed

in conguration space, and we further assume this point to coincide with the origin

in conguration space. This last assumption is of no restriction as in general the

energy E is invariant under rigid body motions. So without loss of generality we

may re-dene to be

0

:= {q(s) s.t. q(0) = 0 and q(L) = q

L

} (2.6)

The integrals appearing in (2.3) and (2.4) are path integrals or functional inte-

grals, in that the integration must be carried out on a given (innite dimensional)

space of functions, which describe the conguration state of the system. Mathemat-

ically path integrals can be viewed as an extension or generalization of the concept

of integral in innite-dimensional spaces [46] [47] [48] [49].

It is always a delicate matter to dene the appropriate path dierential, that is

the measure by which the dierent paths are summed up. In fact one could say that

writing

_

(q

0

, q

L

)

e

E[q(s)]

D[q(s)], (2.7)

should corresponds to the action summing over all admissible congurations each

weighted with its statistical weight but a precise or mathematically rigorous mean-

ing of this action is not yet contained in (2.7).

Dierent procedures may be followed when performing a path integration as in

(2.7): a typical way is to replace the innite-dimensional space integral with the

limit for N of N copies of nite-dimensional integrals. In this case the path

integral is dened via a limiting procedure, as was done originally by Feynman [46],

and the path integral is in fact truly dened as the appropriate continuous limit of

a nite-dimensional approximation of it.

Otherwise one might, if dealing with Wiener integrals, dene the Wiener measure

as a Gaussian-type proper measure on the ensemble of trajectories of the Brownian

23

.

.

.

.

.

.

0

2

L

q

L

q q q

0 1 2

q q

1 2

Figure 2.1: Partitioning the interval [0, L].

particle or, if dealing with Feynmans integrals, dene appropriate pseudo-measures

or cylindrical measures on the space of paths [50] [51] [52].

We have chosen to follow the perhaps more naive limiting procedure, and to

dene the path integral as an appropriate continuous limit of the discrete approxi-

mation of it. In fact, our aim being ultimately to model DNA looping probabilities,

and DNA consisting of a sequence of a discrete number of base-pairs, it might not

even be completely inappropriate to consider the path integrals in (2.1) as limits of

a discrete version of them. In other words we content ourselves to consider (2.1) as

a formal and symbolic writing, whose meaning comes from its discrete roots.

We carry out the limiting procedure by slicing the arc-length interval [0, L], that

is by partitioning [0, L] in n sub-intervals, each of size = L/n and subsequently

replacing the conguration q(t) with a discrete conguration, built up from a se-

quence of linear segments the coordinates of which are given by the values of the

congurations at each sub-interval of the partition.

A sketch is shown above (g.2.1) in a one-dimensional case, that is q R. In

this case, the energy is replaced by a discrete energy E

disc

E

disc

=

n

j=0

W

j

=

n

j=0

W[q(s

j

)] (2.8)

and the path dierential is dened as

_

D[q(s)] = lim

n

C

_

L

n

__

...

_

...

_

n

j=0

dq

j

(2.9)

where the number of the integrals on the right hand side is n and where, at each j,

dq

j

is an appropriate measure in conguration space. The constant C depends on

24

= L/n and in fact will be dened in such a way that the limit (2.9) makes sense

(in fact each of the integrals on the right hand side of (2.9) brings in a constant

factor depending on , for simplicity all these constant factors have been compacted

in C).

2.2 Approximation about the minimal energy con-

guration

From the point of view of the limiting procedure, the conditional probability density

(2.1) is a ratio of two innite products of nite-dimensional integrals: the denom-

inator (or normalizing factor) may be explicitly computed if the energy associated

with the system is quadratic in its variables, as then it would correspond to a (in-

nite) product of Gaussian integrals. For the numerator, the boundary conditions

enforcing the second end to be xed in space complicate the matter, as the domain

of integration of each nite-dimensional integral is no longer R

m

, and the Gaussian

integrals cannot be computed directly.

In the literature it is well known that, under specic hypotheses, it is possible

to approximate (2.1) by means of an expansion around the minimal energy cong-

uration [43] [47] [48] [49] [52]. This approximation, essentially allows for replacing,

in specic circumstances, a given arbitrary energy with a quadratic energy, as, in

a Taylor expansion of the energy, all orders higher than the second are neglected.

Thus, it gives a rst approximation to (2.1) for an arbitrary, and not necessarily

quadratic, energy functional.

In the following we will proceed in computing (2.1), assuming that the main con-

tributions to (2.1) come from the minimizer and the quadratic uctuations around

it. This assumption is reasonable if is large compared to the energy functional. In

other words the thermal energy should be small enough compared to the mechan-

ical energy stored in the system, although a precise statement about the range in

which the approximation is valid would require much more care. Practically, this

means that the chain should be sti enough to resist large deviations due to thermal

motion, so that either the temperature is low enough, or the chain is short enough.

For nite and real integrals, such an approximation relies on the technique of

asymptotic approximation, usually referred as Laplaces method, to evaluate inte-

grals of the form

_

A

e

N f(t)

dt (2.10)

25

where N is a large positive number, f(t) is a continuous and twice dierentiable

function which has a minimum at

t A. When performing a Taylor expansion,

the rst derivative being zero, one is left with only the second derivative, and the

integral is thus reduced to

e

Nf(

t)

_

A

e

N

2

f

t)(t

t)

2

dt. (2.11)

The limits of the integral (2.11) are then heuristically extended to innity, in order to

recover a Gaussian integral, the justication for doing so coming from the argument

that if N is large enough any contribution to the integral from the region other than

[

t ,

We will assume that the conguration which minimizes the energy

E[q(s)] =

_

L

0

W(q(s), q

m

(2.12)

associated to the system, under the specic boundary conditions in (2.6), is unique.

Of course the set

0

(2.6) is not restricted to the unique minimizer: on the contrary

it contains all other congurations which are not minimizers and yet satisfy (2.6).

We will refer to W in (2.12) as the energy density of the system.

If an expansion around the unique minimal energy conguration is performed,

q(s) q(s) +h(s) (2.13)

where q(s) is the minimal energy conguration and h(s) is the variation eld de-

scribing uctuations about it, we may approximate the energy (2.12) by

E E|

q

+

1

2

h

T

2

E|

q

h (2.14)

as, by denition, on the minimal energy conguration

E|

q

= 0. (2.15)

After the expansion (2.14) is performed, the probability density in (2.1) reads

[q

0

, q

L

; 0 , L]

e

E|

q

_

e

2

E|

q

D[h(s)]

_

e

E

D[q(s)]

(2.16)

where now h(s) satisfy the linearized version of the original boundary conditions

(2.6)

h(0) = 0 = h(L). (2.17)

26

Consistent with the nite-dimensional approximation of (2.16), we consider the

following partition of the interval [0, L]

0 = s

0

< s

1

.... < s

j

.... < s

n

= L (2.18)

and we dene to be the step of the discretization

=

L

n

(2.19)

so that

s

j

= j j = 0, 1, 2.....n . (2.20)

Finally, the conditional probability density for the chain to have its end-point

xed in space can be written as

[q

0

, q

L

; 0 , L]

e

E|

q

_

e

2

E|

q

D[h(s)]

_

e

E

D[q(s)]

lim

n

e

E|

q

_

...

_

...

_

e

P

n

j=0

2

E[h

j

]

n1

j=1

dh

j

_

...

_

...

_

e

P

n

j=0

E[q

j

]

n

j=1

dq

j

, (2.21)

where we have used the boundary conditions on the congurations contributing to

the conditional probability density function (2.6), so that no integration in either

q

0

nor h

0

is needed, and moreover no integration on h

n

is needed (as after the

linearization about the minimal energy conguration, the condition (2.17) must be

satised). Here dq

j

is an appropriate measure in the discretized approximation to

the conguration space of the system, and dh

j

is an appropriate measure in the

discretized approximation of the tangent space to the conguration space of the

system.

The objective is now to compute explicitly the limit on the right hand side of

(2.21).

2.2.1 Recovering Papadopoulos equations

In this section we re-derive the result originally stated in [43] for a quantum me-

chanical system. For a general quadratic energy density, the second variation reads

2

E =

1

2

_

L

0

_

h

T

P(s)h

+h

T

Q(s)h + 2h

T

C(s)h

_

ds (2.22)

where h satises (2.17) and matrices P, Q and C are matrices related to W as

follows

P(s) =

2

W

q

, Q(s) =

2

W

qq

, C(s) =

2

W

qq

(2.23)

27

Recall that whereas P(s) and Q(s) are symmetric matrices, the matrix C(s) is

neither symmetric nor antisymmetric.

The discretized version of (2.22) then reads

2

E

disc

=

1

2

n1

j=0

_

h

T

j

P

j

h

j

+

2

h

T

j

Q

j

h

j

+ h

T

j

(C

j

h

j

+C

j+1

h

j+1

)

(2.24)

where

h

j

= h

j+1

h

j

(2.25)

and the mid-point prescription has been used.

Here and afterwards the notation is:

h

j

= h(s

j

); P

j

= P(s

j

); Q

j

= Q(s

j

); C

j

= C(s

j

) (2.26)

Given the boundary conditions in (2.17),

h

0

= h(0) = 0 = h(L) = h

n

(2.27)

individual terms

h

T

j

C

j

h

j

+ h

T

j+1

C

j+1

h

j+1

(2.28)

cancel in the sum, and (2.24) takes the form

1

2

n1

j=1

_

h

T

j

_

P

j

+P

j1

+

2

Q

j

h

j

h

T

j+1

[P

j

C

j

] h

j

h

T

j

[P

j

+ C

j+1

] h

j+1

_

(2.29)

Finally, using

h

T

j+1

C

j

h

j

= h

T

j

C

T

j

h

j+1

(2.30)

equality (2.24) becomes

2

E

disc

=

1

2

n1

j=1

_

h

T

j

_

P

j

+P

j1

+

2

Q

j

h

j

h

T

j+1

L

j

h

j

h

T

j

L

T

j

h

j+1

_

(2.31)

where, recalling that P

j

is a symmetric matrix,

L

j

=

_

P

j

+

2

_

C

T

j+1

C

j

_

_

. (2.32)

The best would be to be able to transform (2.31) into a pure quadratic form, i.e. to

write

2

E

disc

=

1

2

n1

j=1

T

j

A

j

j

(2.33)

28

for some vector in R

m

and some (m m) symmetric matrix A. Note however

that the quadratic form cannot be as simple as

(h

j

h

j+1

)

T

A

j

(h

j

h

j+1

) (2.34)

for then comparing with (2.31) we would get

A

j

= L

j

(2.35)

from the mixed terms, whereas

A

j

=

_

P

j

+P

j1

+

2

Q

j

_

(2.36)

from the quadratic terms.

Papadopoulos cleverly proposes [43]

j

= h

j

B

j

h

j+1

(2.37)

where

B

T

j

A

j

= L

j

A

j

B

j

= L

T

j

(2.38)

and

A

1

= P

0

+P

1

+

2

Q

1

A

j+1

= P

j

+P

j+1

+

2

Q

j+1

B

T

j

A

j

B

j

. (2.39)

Note that the denition (2.39) takes into account that at each successive step (j +1)

the unwanted term

h

T

j+1

B

T

j

A

j

B

j

h

j+1

cancels.

Hopefully now that we have reduced (2.31) to (2.33) through denitions (2.38)

and (2.39), we can compute the limit on the right hand side of (2.21), which reads

lim

n

(n1)

[0, L] (2.40)

where, taking into account (2.33),

(n1)

[0, L]

_

det

2

P

0

_

R

m(n1)

n1

k=1

det

_

2

P

k

_

e

2

n1

P

j=1

T

j

A

j

j

n1

k=1

d

k

(2.41)

29

where the integral is m(n 1)-fold, so that (2.41) is in fact a product of (n 1)

integrals each of which has to be computed in R

m

and the factors involving the

determinant of the matrices P

k

are due to the integration of the normalizing factor,

as we will explicitly show in Chapter 3 for elastic rods (3.61).

We remark that the change of variables (2.37) has the important feature that the

Jacobian of the transformation is one. In fact, as

j

only depends on h

j

and h

j+1

,

the Jacobian matrix is an m(n 1) m(n 1) upper triangular matrix. Moreover,

the (mm) block matrices on the diagonal all have ones on their diagonal, so that

the determinant of the Jacobian matrix for the transformation (2.37) is exactly one.

We will see later that the only useful changes of variables in path integrals are those

for which the Jacobian matrix of the discrete change of variables is a triangular

matrix.

Evaluating the Gaussian integrals as in equation (3.60), equation (2.41) becomes

(n1)

=

_

det

2

P

0

_

2

_

m(n1)/2

_

2

_

m(n1)/2

_

det

n1

k=1

P

k

A

1

k

_

1/2

=

m/2

_

det

2

P

0

_

det

n1

k=1

A

k

P

1

k

_

1/2

=

_

det

2

P

0

_

det

n1

k=1

A

k

P

1

k

_

1/2

=

_det

2

_

_

_

P

1

0

n1

k=1

A

k

P

1

k

_

1

_

_

(2.42)

where we have used the properties of determinants and in particular that the deter-

minant of a product of matrices is invariant under permutations of the matrices.

So, what is the message of (2.42)? The message is that

(n1)

can be computed

as the inverse square root of the determinant of some matrix which in fact is the

product of (n 1), (m m) matrices. One can therefore visualize

(n1)

as the

inverse square root of the determinant of huge block diagonal matrix,

_

_

_

_

A

1

(P

1

)

1

. . . 0

.

.

.

.

.

.

.

.

.

0 A

(n1)

P

1

(n1)

_

_

_

_

(2.43)

where each block is itself a (mm) matrix (so that the total dimension of the matrix

is (m(n 1) m(n 1)). As n goes to innity, the matrix (2.43) becomes innite,

30

so the idea is to use the fact that in (2.42) there is a factor in front of the innite

product

n1

k=1

A

k

P

1

k

(2.44)

which somehow will help, and then to compute as the limit of

(n1)

when n goes

to innity through (2.40).

Dening the (mm) matrix D

n

to be

D

n

P(0)

1

n

k=1

A

k

P

1

k

, (2.45)

it is clear that

D

n+1

= D

n

A

n+1

P

1

n+1

(2.46)

and this is the recurrence relation we are seeking. From (2.46), one immediately

gets

A

n+1

= D

1

n

D

n+1

P

n+1

A

1

n

= P

1

n

D

1

n

D

n1

. (2.47)

Furthermore equations (2.39), (2.38) and (2.32) yield

A

n+1

= P

n

+P

n+1

+

2

Q

n+1

B

T

n

A

n

B

n

= P

n

+P

n+1

P

n

A

1

n

P

n

+

2

Q

n+1

_

C

T

n+1

C

n

2

_

A

1

n

P

n

P

n

A

1

n

_

C

n+1

C

T

n

2

_

2

_

C

T

n+1

C

n

2

_

A

1

n

_

C

n+1

C

T

n

2

_

. (2.48)

Using the recurrence relation (2.47) and multiplying on the left by D

n

, transforms

expression (2.48) into

D

n+1

P

n+1

= D

n

P

n

+D

n

P

n+1

D

n1

P

n

+

2

D

n

Q

n+1

D

n

_

C

T

n+1

C

n

2

_

P

1

n

D

1

n

D

n1

P

n

D

n1

_

C

n+1

C

T

n

2

_

2

D

n

_

C

T

n+1

C

n

2

_

P

1

n

D

1

n

D

n1

_

C

n+1

C

T

n

2

_

(2.49)

For convenience, we rewrite (2.49) in the following way

AB = C D (2.50)

31

where

A =

(D

n+1

D

n

)

2

P

n+1

(D

n

D

n1

)

2

P

n

(2.51)

B = D

n

Q

n+1

(2.52)

C = D

n

_

C

T

n+1

C

n

2

_

P

1

n

D

1

n

D

n1

P

n

+D

n1

_

C

n+1

C

T

n

2

_

(2.53)

D = D

n

_

C

T

n+1

C

n

2

_

P

1

n

D

1

n

D

n1

_

C

n+1

C

T

n

2

_

. (2.54)

Adding and subtracting the term

(D

n

D

n1

)P

n+1

to (2.51) implies

A =

_

D

n+1

2D

n

+D

n1

2

_

P

n+1

+

_

D

n

D

n1

_ _

P

n+1

P

n

_

. (2.55)

Dening

C

s

n

=

C

n

+C

T

n

2

(2.56)

it follows that

D

n1

_

C

n+1

C

T

n

2

_

= D

n1

_

C

s

n+1

C

s

n

_

+D

n1

_

C

T

n+1

C

n

2

_

. (2.57)

Moreover taking into account

P

1

n

D

1

n

D

n

P

n

=

]

1

and adding and subtracting

D

n

_

C

T

n+1

C

n

2

_

,

expression (2.53) becomes

C = D

n

_

C

n

C

T

n+1

2

_

P

1

n

D

1

n

_

D

n

D

n1

_

P

n

+ D

n1

_

C

s

n+1

C

s

n

_

D

n

D

n1

_ _

C

n

C

T

n+1

2

_

. (2.58)

32

Finally then equation (2.50) can be written as

_

D

n+1

2D

n

+D

n1

2

_

P

n+1

+

_

D

n

D

n1

_ _

P

n+1

P

n

_

D

n

Q

n+1

+D

n1

_

C

s

n+1

C

s

n

_

=

_

D

n

D

n1

_ _

C

n

C

T

n+1

2

_

D

n

_

C

n

C

T

n+1

2

_

P

1

n

D

1

n

_

D

n

D

n1

_

P

n

+ D

n

_

C

n

C

T

n+1

2

_

P

1

n

D

1

n

D

n1

_

C

n+1

C

T

n

2

_

. (2.59)

Taking the limit as n or equivalently 0, as (2.19) is valid, equation (2.59)

becomes the Papadopoulos equation [43]

d

ds

_

dD

ds

P

_

+ D

dC

s

ds

D

_

Q+C

a

P

1

C

a

=

dD

ds

C

a

DC

a

P

1

D

1

dD

ds

P, (2.60)

where

C

s

=

C+C

T

2

C

a

=

CC

T

2

. (2.61)

The initial conditions for the (matrix) solution D(s) of the second order dier-

ential equation (2.60) are the following

D(0) = 0

_

dD(s)

ds

_

0

= P(0)

1

(2.62)

because

lim

0

D

1

= 0 (2.63)

lim

0

_

D

1

D

0

_

= P(0)

1

. (2.64)

33

From denition (2.45)

D

1

= P

1

0

A

1

P

1

1

(2.65)

and as 0, given (2.32), (2.38) and (2.39), we have

A

1

[P

0

+P

1

] (2.66)

so that

lim

0

D

1

= lim

0

P

1

0

[P

0

P

1

1

+

]

1 ] = lim

0

2 P

1

0

= 0, (2.67)

because

lim

0

P

0

P

1

1

=

]

1 . (2.68)

For (2.64) a similar argument holds. Again from equation (2.45)

D

2

D

1

= P

1

0

A

1

P

1

1

[A

2

P

1

2

]

1 ] (2.69)

and this time, as 0,

A

2

[P

1

+P

2

] P

1

A

1

1

P

1

(2.70)

so that

[A

2

P

1

2

]

1 ] [

]

1 P

1

A

1

1

]P

1

P

1

2

. (2.71)

Finally taking into account that (see (2.67))

lim

0

P

1

P

1

2

=

]

1

lim

0

A

1

P

1

1

= 2

]

1 (2.72)

we obtain

lim

0

_

D

1

D

0

_

= lim

0

P

1

0

A

1

P

1

1

[A

2

P

1

2

]

1 ]

= 2 P

1

0

1

2

]

1 = P

1

0

, (2.73)

and this completes the proof.

Following the approach of [43], the expression for (2.21) is thus given by

[q

0

, q

L

; 0, L] e

E| q

_

e

2

E| q

D[h(s)]

= e

E| q

det

_

2

D

1

(L)

_

(2.74)

where D(s) satises (2.60) with the initial conditions (2.62).

34

2.3 A formula for the second order correction

In this section we show that even in the presence of real cross terms, the Papadopou-

los matrix is intimately related to the Jacobi matrix, or matrix of Jacobi solutions,

so that the nal formula for the second order correction to the probability density

function (2.1) can be expressed in terms of the inverse square root of Jacobi matrix

evaluated at the nal end of the arc-length interval.

2.3.1 Relating Papadopoulos to Jacobi

We recall here, for sake of simplicity, the Papadopoulos equation

_

D

P+DC

T

CDQ

=

DC

a

P

1

C

a

[DC

a

]

DC

a

P

1

D

1

D

P. (2.75)

Furthermore we recall that the Jacobi equations for the second variation (2.22) read

[Ph

+Ch]

C

T

h

Qh = 0 (2.76)

or

[Ph

= (C

s

)

h [C

a

h]

C

a

h

+Qh, (2.77)

where the matrices P, Q and C are dened in (2.23) and h R

m

. Here and in the

following:

=

d

ds

.

We claim that the non-linear change of variables, for s = 0,

V

1

V

= D

1

D

+C

a

P

1

(2.78)

relates (2.75) to (2.76) in the sense that D satises (2.75) if and only if each column

of a matrix H = V

T

, where V is dened via (2.78), satises (2.76). Moreover if the

initial conditions for D are

D(0) = 0, D

(0) = P

1

(0) (2.79)

then the initial conditions for V can be chosen, up to a left factor consisting in a

constant invertible matrix, the same

V(0) = 0, V

(0) = P

1

(0). (2.80)

35

Before we continue, we make two quick remarks: rst, the change of variable

(2.78) is well dened as long as V(s) and D(s) are invertible, which in particular,

given (2.79), immediately implies s = 0 and the requirement that s should not be a

conjugate point, where the matrix V(s) would become singular.

Second, due to the symmetry of the matrix P, the initial conditions (2.80) imply

the following initial conditions for the m independent solutions h

j=1...m

of the Jacobi

equations (2.76), constituting the columns of the matrix H,

h

j

(0) = 0

h

j

(0) = P

1

j

(0) (2.81)

where P

1

j

(0) is the jth column of matrix P

1

(0).

We rst prove our claim directly and then discuss the origin of transformation

(2.78). Assume D to be a matrix satisfying (2.75) and V to be a matrix dened

through (2.78), then dierentiating both sides of (2.78), gives

_

V

1

V

2

P+V

1

V

P+

_

V

1

V

_

D

1

D

2

P+D

1

D

P+

_

D

1

D

+ (C

a

)

, (2.82)

where we made use of the equality

dA

1

ds

= A

1

dA

ds

A

1

(2.83)

valid for a non singular square matrix A. Recalling (2.78) and the hypothesis that

D satises (2.75), gives on the right hand side of equation (2.82)

_

V

1

V

2

P+ 2

_

V

1

V

C

a

(C

s

)

+Q+ (C

a

)

(2.84)

so that, comparing the left and the right hand sides of (2.82), we derive the following

equation for V

[V

P]

= V(C

s

)

+ [VC

a

]

+V

C

a

+VQ, (2.85)

which exactly states that each column (or row) of a matrix H = V

T

must satisfy

(2.77).

Conversely, suppose now V satises (2.85) and dene a matrix D via equation

(2.78). Then, analogously dierentiating both sides of (2.78), on the left hand side

of (2.82) we obtain

_

D

1

D

2

PC

a

P

1

D

1

D

P(C

s

)

+(C

a

)

+D

1

D

C

a

+Q+C

a

P

1

C

a

. (2.86)

36

Finally, equating (2.86) with the right hand side of (2.78), forces D to satisfy (2.75).

Thus, we conclude that the non-linear transformation (2.78) allows for a map-

ping between solutions to the Papadopoulos equation (2.75) and solutions to the

Jacobi equation for the second variation of the energy functional for which the Pa-

padopoulos equation was derived.

As far as the initial conditions are concerned, the behavior for small values of s

of V

1

V

1

D

+ C

a

P

1

which in turn, given the singular

initial conditions on D, is dominated by the behavior of D(s) in the proximity of

s = 0. Specically, taking into account the initial conditions on D(s) given in (2.79),

we can consider the Taylor expansion of D(s) around s = 0,

D(s) P(0)

1

s +

1

2

D

(0) s

2

+

1

6

D

(0) s

3

+ O(s

3

). (2.87)

Assuming the matrices V(s), C

a

(s) and P(s) also to have a Taylor expansion in

s = 0, that is:

V(s) V(0) +V

(0) s +

1

2

V

(0) s

2

+

1

6

V

(0) s

3

+ O(s

3

)

C

a

(s) C

a

(0) + (C

a

)

(0) s +

1

2

(C

a

)

(0) s

2

+

1

6

(C

a

)

(0) s

3

+ O(s

3

)

P(s) P(0) +P

(0) s +

1

2

P

(0) s

2

+

1

6

P

(0) s

3

+ O(s

3

), (2.88)

we should then equate, on each side of (2.78), the coecient matrices of the dierent

powers of s. In particular on the right hand side of (2.78), we have

1

s

:

]

1

s

0

:

P(0)D

(0)

2

+C

a

(0)P

1

(0)

s

1

:

P(0)D

(0)

3

(P(0)D

(0))

2

4

+ (C

a

)

(0)P

1

(0) C

a

(0)P

1

(0)P

(0)P

1

(0)

: (2.89)

where we have used the fact that for all s P(s) is a positive denite matrix, and

therefore invertible. On the left hand side, assuming (2.88) with V(0) not singular,

there would be no term balancing 1/s, as

s

0

: V

1

(0)V

(0)

s

1

: V

1

(0)V

(0)

_

V

1

(0)V

(0)

_

2

: (2.90)

37

Furthermore, if V(0) = 0 is a singular matrix, then multiplying (2.78) on the left

by V(s), then, as s 0, on the left hand side we would have

s

0

: V

(0)

s

1

: V

(0)

: (2.91)

whereas, on the right hand side we would have

1

s

: V(0)

s

0

: V

(0) +V(0)

_

P(0)D

(0)

2

+C

a

(0)P

1

(0)

_

s

1

:

V

(0)

2

+V

(0)

_

P(0)D

(0)

2

+C

a

(0)P

1

(0)

_

+ V(0)

_

P(0)D

(0)

3

(P(0)D

(0))

2

4

+ (C

a

)

(0)P

1

(0) C

a

(0)P

1

(0)P

(0)P

1

(0)

_

: (2.92)

so that again there would be no correct compensation of the dierent powers of s.

We therefore conclude that necessarily V(0) = 0. Finally, from the requirement

that the matrix V(s) constructed via (2.78) should be an invertible matrix except

for s = 0, we further conclude that necessarily V

Of course the foreseen argument does not imply that there are no solutions to the

Jacobi equation (2.76) with an initial condition V(0) = 0. Instead, our conclusion is

that if the Jacobi solution is generated by a solution to the Papadopoulos equation

with initial conditions (2.79) through (2.78), then it must similarly start o from

V(0) = 0 and an invertible V

Assuming now V(0) = 0 and V

1

s

:

]

1

s

0

:

[V

(0)]

1

V

(0)

2

s

1

:

[V

(0)]

1

V

(0)

3

_

[V

(0)]

1

V

(0)

_

2

4

: (2.93)

so that as long as (2.90) and (2.93) correctly counterbalance there is an arbitrariness

in the choice of V

(0). We shall then choose the initial value problem (2.80) for V.

38

We note here that both equations (2.75) and (2.76) are invariant under a trans-

formation of variables which multiplies on the left by a constant and invertible

matrix M, so that D and V are solutions to (2.75) and (2.76) related by (2.78),

then also MD and MV are solutions of the corresponding Papadopoulos and Jacobi

equations with initial conditions

D(0) = V(0) = 0, D

(0) = V

(0) = MP

1

(0) (2.94)

2.3.2 Riccati matrix equations

We now discuss the origin of transformation (2.78). The key argument is that

equation (2.75) is in fact a matrix Riccati equation, which are known [44] [45] [53]

to be locally equivalent to second-order linear ordinary equations. This last result

is known since the late twenties and relies on the work of Radon [44] [53].

In the following we consider the case in which the coecient matrices in (2.75)

are constant matrices: a similar argument can be carried out for the more general

case of equation (2.75) with non constant coecient matrices. By a symmetric

Riccati matrix equation we mean the following equation [44] [53]

Y

+YKY = GB

T

Y YB (2.95)

where all the matrices appearing are assumed to be (n n) and in principle could

depend on some independent variable s, and the matrices K and G are assumed to

be symmetric.

The Papadopoulos equation (2.75) with constant coecient matrices reads

D

PD

_

Q+C

a

P

1

C

a

= D

C

a

DC

a

P

1

D

1

D

P (2.96)

with initial conditions

D(0) = 0, D

(0) = P

1

(0). (2.97)

We now show that equation (2.96) falls in the class of equations of the form

(2.95). Recalling that P is symmetric and positive denite, we may dene Z to be

Z = DP

1/2

(2.98)

in which case equation (2.96) becomes, after multiplying on the right by P

1/2

,

Z

Z

_

Q+

_

C

a

_

2

_

= Z

C

a

Z

C

a

Z

1

Z

(2.99)

39

where

Q = P

1/2

QP

1/2

C

a

= P

1/2

C

a

P

1/2

. (2.100)

and we are assuming s = 0. Finally, multiplying equation (2.99) on the right by Z

1

and dening

W = Z

1

Z

(2.101)

we obtain

W

+W

2

= J +

_

W,

C

a

(2.102)

where J =

_

Q+

_

C

a

_

2

_

is a symmetric matrix and

_

W,

C

a

= W

C

a

C

a

W. (2.103)

Equation (2.102) is then of the form (2.95) with K =

]

1 , G = J and B =

C

a

.

Following [45], if we write W as a function of a new non singular matrix variable X

W = F

T

X

1

dX

ds

F (2.104)

where F is an orthogonal matrix uniquely determined by the Cauchy problem

dF

ds

= F

C

a

F(0) =

]

1 , (2.105)

then, given that W satises (2.102),

X

= XFJF

T

. (2.106)

Further dening

V = XF (2.107)

implies that

V satises

C

a

Q = 0. (2.108)

Dening

V = P

1/2

VP

1/2

(2.109)

we get the transposed Jacobi equation (2.76) for constant coecient matrices

V

P2V

C

a

VQ = 0. (2.110)

Finally, using (2.98), (2.101), (2.104) and (2.105), which in turn imply

W =

V

1

V

C

a

, (2.111)

we obtain the non-linear change of variables between D and V

V

1

V

= D

1

D

+C

a

P

1

. (2.112)

40

2.3.3 The nal formula

In the previous subsections we have obtained a non-linear transformation of variables

(2.78) which relates a matrix solution of (2.75) to a matrix which columns are

solutions of (2.76): we shall now derive a relation for the determinants of the two

matrices. Taking the trace of both sides of (2.78), we obtain

tr

_

V

1

dV

ds

_

= tr

_

D

1

dD

ds

_

(2.113)

because, from the elementary properties of the trace, the symmetry of P, and the

asymmetry of C

a

tr

_

C

a

P

1

= tr

_

P

1

C

a

= tr

_

_

P

1

C

a

_

T

_

= tr

_

C

a

P

1

(2.114)

tr

_

C

a

P

1

= 0. (2.115)

Moreover for a non-singular matrix,

tr

_

A

1

A

=

1

detA

(detA)

(2.116)

where equality (2.116) is easy to prove and well known. It suces to write the

matrix A in Jordan form

A = PD

J

P

1

, (2.117)

where D

J

is an upper triangular matrix with the eigenvalues of A on the diagonal,

then

tr

_

A

1

A

= tr

_

_

D

J

_

1

_

D

J

_

_

=

k

_

d

ik

ds

k

_

l

=

1

detA

(detA)

. (2.118)

From (2.113) and (2.116), we have

1

detV

(detV)

=

1

detD

(detD)

41

where c is some constant. To prove now c 1, we consider

lim

s0

det

_

V(s)D

1

(s)

_

. (2.120)

From the Taylor expansions (2.87) and (2.88) that we have considered before, we

obtain

V(s)D

1

(s) V(s)

1

s

_

P(0)

P(0)D

(0)P(0)

2

s + O(s)

_

_

P

1

(0) +

V

(0)

2

s + O(s)

__

P(0)

P(0)D

(0)P(0)

2

s + O(s)

_

=

_

]

1 +V

(0)P(0) s

D

(0)P(0)

2

s + O(s)

_

(2.121)

which in turn implies that the limit (2.120) is 1. Finally if the limit (2.120) is 1,

then in an appropriate neighborhood of s = 0, c = 1, which proves c 1.

Finally, from (2.119) we can conclude that, although V(s) and D(s) are dierent

matrices satisfying dierent equations, their determinant is the same.

Thus, from (2.74), we can further conclude that the conditional probability den-

sity function for a chain to have its end at a xed point q(L) = q

L

in space is given,

up to quadratic corrections, by

[q

0

, q

L

; 0, L] e

E| q

_

e

2

E| q

D[h(s)]

= e

E| q

det

_

2

V

1

(L)

_

(2.122)

where each column of V

T

(s) satises the linear equations (2.76) or Jacobi equations

and the initial conditions (2.81). Formula (2.122) is our main result.

2.4 Conclusions and discussion

In this chapter we have derived an expression for the conditional probability density

of a statistical mechanical chain to have its end point xed in space, given that the

other end is held xed at the origin of the conguration space.

The derivation relies on the assumption that, at equilibrium, the collection of

the congurations available to the system follows a Boltzmann distribution and on

the assumption that, at suciently low temperatures, there exists a unique minimal

energy conguration around which quadratic uctuations are considered. We use an

42

algebraic argument rst used in [43] to show that the contribution due to quadratic

uctuations accounts for the square root of the inverse Jacobi matrix built with

solutions to the Jacobi equations with specic initial conditions.

We show that the Papadopoulos equations appearing in [43], whose non-linearity

arises from the presence of a cross term in the second order variation of the energy

functional, are connected via some Riccati equations to the Jacobi linear equations

of the system. This result is quite obvious if there are no cross terms present or if the

coecient matrix of the cross term is symmetric, as in this case the Papadopoulos

equations simply collapse to the Jacobi equations. But other than these and other

special cases the non-linearity is unavoidable [55], making the connection to the

Jacobi eld, satisfying the linear Jacobi equations, at least unclear.

For Feynman path integrals the connection between the Van-Hove-Morette de-

terminant and the Jacobi matrix is well-known: the Van-Hove-Morette determinant,

appearing in the semi-classical approximation to Feynmans progator (correspond-

ing to the transition amplitude of a position-position transition) is the negative

inverse of a (2n 2n) Jacobi matrix [48] [52] [54]. In [48] a direct proof, by using

the Gelfand-Yaglom method [56], is given for a one-dimensional system whose La-

grangian does not contain cross terms. In the handbook of Feynman path integrals

[57] one does indeed nd the semi-classical approximation to the Feynman kernel

for a general quadratic Lagrangian with cross terms expressed as a function of the

Jacobi solutions, but no reference is made to the Papadopoulos equations and the

Papadopoulos matrix.

Moreover, we note here that although the analytical continuation to negative

imaginary time or space, may be useful to compare and point out analogies between

the real valued path integrals, or Wiener integrals, and complex valued path inte-

grals, or Feynman integrals, complex cross terms are not mapped to real cross terms.

In fact

i

_

_

x

T

Ax

x

T

Bx +x

T

Cx

dt

for t

t = i

_

_

x

T

A x +x

T

Bx i x

T

Cx

_

d

t (2.123)

where :=

d

d

t

and

M = M(

of the formula provided in [57] to the problem of computing (2.1) for a general

43

quadratic energy function is not straightforward.

To the best of our knowledge, our result, without being a surprise, provides a

new proof of the connection between the second order quadratic approximation to

conditional path integrals and the Jacobi elds.

44

Chapter 3

Conditional probability densities

of elastic rods

In this chapter we focus on the problem of computing conditional probability densi-

ties for an elastic rod subject to thermal uctuations. We assume that, at thermal

equilibrium with the heat bath, the ensemble of admissible congurations of the rod

follows a Boltzmann probability distribution. We also assume the elastic rod to have

a unique minimal energy conguration between the prescribed boundary conditions

on the location and frame orientation at both end points.

The main result of the previous chapter is that, even in the presence of real cross

terms in the second variation, the second order correction to the probability density

function is given by the inverse square root of the determinant of a matrix of solutions

to the Jacobi equations for the functional energy associated to the system. Indeed

continuum elastic rods do in general exhibit a cross term in the second variation of

the strain energy.

For elastic rods the conguration space is the space of framed curves, as was seen

in Chapter 1. We discuss issues related to the choice of an appropriate invariant

measure in this conguration space, and we compute the conditional probability

density for an elastic rod to have its end xed both in position and orientation, up

to quadratic corrections.

45

3.1 Conguration space and setting of the prob-

lem

In this section we rst dene the conguration space for continuum elastic rods and

we then set the context for the subsequent computations.

For elastic rods, the functional space over which the functional integrals in (2.1)

are integrated, is the space of framed curves, so that the variable q(s) is here a

couple (r(s), R(s)) where, s, r(s) R

3

and R(s) SO(3). We recall that the

smooth vector r(s) gives the position of a material point on the rod as a function

of s, whereas R(s) indicates the orientation in space of the cross section at s of the

rod. We can therefore think of q(s) as a couple of independent trajectories: one in

R

3

and the second in SO(3).

Dierent parametrizations are possible for SO(3). In order to avoid diculty that

can arise from the non simple connectivity of SO(3), it is often convenient to con-

sider, instead of SO(3) itself, its universal covering SU(2). Furthermore any matrix

in SU(2) can be parametrized by a quadruple of real numbers = (

4

,

1

,

2

,

3

)

T

such that

=

2

4

+

2

1

+

2

2

+

2

3

= 1. (3.1)

The quadruple = (

4

,

1

,

2

,

3

)

T

satisfying (3.1) is also called a set of Euler

parameters or quaternions.

If we regard the Euler parameters as Cartesian coordinates in a 4-dimensional

Euclidean space, the group parameter space is thus the surface of the unit sphere in

R

4

. However, if is a unit quaternion corresponding to a given rotation then ,

its opposite, corresponds to the same rotation, so that the correspondence from unit

quaternions (or SU(2)) to SO(3) is 2 to 1. This occurrence can be seen directly

if, recalling that by Eulers theorem each element of the group manifold SO(3) is

equivalent to a rotation of an angle about a unit vector y, the Euler parameter

are expressed as a function of and y as follows

4

= cos

_

2

_

,

k

= y

k

sin

_

2

_

k = 1, 2, 3. (3.2)

From (3.2) it is in fact clear that if corresponds to the pair (y, ) then

corresponds to the pair (y, + 2).

Restricting ourselves to consider one hemisphere of the unit sphere in R

4

so as

to remove the double covering, we can introduce for the quaternions the following

46

global parametrization, adapted to the minimal energy conguration

(s) =

_

1

3

m=1

c

m

(s)

2

(s) +

3

m=1

c

m

(s)B

m

(s) (3.3)

where (s) is the one-parameter family of quaternions associated with a minimal

energy conguration q(s) for the energy associated with the elastic rod and the

matrices B

m

are dened as follows

B

1

=

_

_

_

_

_

0 0 0 1

0 0 1 0

0 1 0 0

1 0 0 0

_

_

_

_

_

, B

2

=

_

_

_

_

_

0 0 1 0

0 0 0 1

1 0 0 0

0 1 0 0

_

_

_

_

_

,

B

3

=

_

_

_

_

_

0 1 0 0

1 0 0 0

0 0 0 1

0 0 1 0

_

_

_

_

_

, (3.4)

and satisfy the algebra

B

i

B

k

=

ik

]

1

ikl

B

l

, (3.5)

where

ikl

is the total antisymmetric or Levi-Civita tensor and summation over equal

indices is intended.

After parametrization (3.3) and from now on, we consider the conguration

variable describing the elastic rod to be

q(s) = (r(s), c(s)) (3.6)

where r(s) R

3

and c(s) lives in the unit ball in R

3

.

We now follow the approach outlined in Chapter 2. The energy E associated to

a linear elastic rod is

E[q(s)] =

_

L

0

W(V, U, s)ds, (3.7)

where the strain energy density function reads (cf. Chapter 1)

W(V(s), U(s)) =

1

2

[V

T

(s) U

T

(s)] P(s)

_

V(s)

U(s)

_

, (3.8)

V and U are dened in (1.13), and P is the stiness matrix. The energy density

in (3.8) is quadratic in the shifted strains. We assume that there exists a unique

minimizer

q = (r(s), c(s)) (3.9)

47

for (3.7) with both position and orientation xed at both ends.

We consider uctuations around the unique minimal energy conguration (3.9)

as follows

r(s) r(s) + r

c(s) c(s) + c, (3.10)

and, consistently, we dene the variation eld h(s) to be

h(s) = (r(s), c(s)) . (3.11)

Performing an expansion of (3.7) around the minimal energy conguration, we

write

[(0, 0) , (r(L), c(L)) ; 0 , L]

e

E

_

e

2

E

D[h(s)]

_

e

E

D[q(s)]

(3.12)

where

E and

2

E are the strain energy and the second variation of the strain energy

(3.7) evaluated at the minimizer (3.9) and q(s) and h(s) are respectively dened in

(3.6) and (3.11).

In (3.12), the functional integral in the denominator is over all framed curves

satisfying the Dirichlet boundary condition at one end

q(0) = q

0

= (0, 0) , (3.13)

whereas the functional integral in the numerator is over all framed curves satisfying

the Dirichlet boundary conditions at both ends

h(0) = h

0

= (0, 0) = h(L) = h

n

= (0, 0) . (3.14)

It is worth noting that the boundary conditions (3.13) correspond physically to

setting

r(0) = 0, and R(0) =

]

1 , (3.15)

which in turn implies that the director frame coincides with the xed frame at s = 0.

In fact, since both by (s) and (s) must satisfy (3.13), requiring (3.15) implies

(0) =

0

= (0) =

0

=

_

_

_

_

_

0

0

0

1

_

_

_

_

_

(3.16)

48

which in turn, given (3.3), implies

c(0) = c

0

= 0 (c

m

)

0

= 0 m. (3.17)

According to Chapter 2, we interpret the approximate expression for the proba-

bility density function in (3.12) as the limit, for large n, of

e

E

_

...

_

...

_

e

P

n

j=0

2

E[h

j

]

n1

j=1

dh

j

_

...

_

...

_

e

P

n

j=0

E[q

j

]

n

j=1

dq

j

, (3.18)

where we assume a partition of the interval [0, L] as in (2.18) has been previously

accomplished. The step of the discretization and the nite values s

j

are respectively

given by (2.19) and (2.20).

We rst dene the appropriate measure dq

j

and then proceed to the computation

of the limit (3.18).

3.2 Measure

The measure on the whole space of framed curves can be chosen, up to a multiplica-

tive constant, to be the product of an invariant measure on E(3) and of an invariant

measure on S0(3) [58] [59]. A natural invariant measure on E(3) is the Lebesgue

measure. On S0(3), a Haar bi-invariant measure, that is right and left invariant,

may be uniquely dened up to a constant factor [59].

In both [59] and [60] a procedure is presented in order to dene an invariant

measure on S0(3) for any given parametrization of the group. In particular for

unit quaternions, or Euler parameters, which provide a four dimensional global and

two-to-one parametrization of S0(3), the innitesimal volume measure dq

j

at each

j would read [60]

dq

j

= dr

j

_

1

2

k, j

_

d

j

(3.19)

where

k, j

=

k

(s

j

), so that the volume measure on S0(3) becomes a surface

(Lebesgue) measure on the unit sphere in R

4

.

Taking into account the discretized version of (3.3)

j

=

_

1

3

m=1

(c

m, j

)

2

j

+

3

m=1

c

m, j

B

m

j

(3.20)

49

we may now consider r

k, j

= r

k

(s

j

) (k = 1, 2, 3) and c

m, j

= c

m

(s

j

) (m = 1, 2, 3) to

be the variables on which integration is carried out, so that, the volume measure

dq

j

at each j becomes

dq

j

=

d r

1, j

d r

2, j

d r

3, j

d c

1, j

d c

2, j

d c

3, j

_

1

3

m=1

(c

m, j

)

2

(3.21)

where for each j = 1...n the vector c

j

lives in the unit ball in R

3

:

3

m=1

(c

m, j

)

2

< 1. (3.22)

The expression (3.21) can be obtained recalling that for any regular surface M

embedded in an Euclidean space parametrized by

: B R

n

R

m

(3.23)

where B is an open set, so that for any point p M : p = (b

1

, b

2

, ...b

n

), a metric

tensor is naturally induced on the tangent space T

p

M at any point p M on the

surface, by

g

ik

=

i

k

(3.24)

where

i

b

i

(3.25)

are the coordinate vectors in T

p

M, which provide a basis for T

p

M, and () is the

scalar product dened in the ambient space. By means of (3.24), the area element

on the surface is given by

dA =

_

det(g

ik

) d b

1

d b

2

d b

3

... d b

n

(3.26)

where is the wedge product.

In this specic case, the parametrization (3.3) (c) denes the coordinate vectors

in the tangent space to be

c

i

= B

i

c

i

_

1

3

m=1

(c

m

)

2

(3.27)

which in turn, given the orthonormality of the basis {B

1

, B

2

, B

3

, } of R

4

,

implies the metric (3.24) to be

g

ik

=

c

i

c

k

_

1

3

m=1

c

2

m

_ +

ik

, for i, k = 1, 2, 3. (3.28)

50

Finally, from (3.28) we obtain

_

det(g

ik

) =

1

_

1

3

m=1

c

2

m

(3.29)

so that on each j-slice, the expression (3.21) is recovered.

Lastly, for reasons that will become clearer in the next paragraph, we prefer to

perform the following change of variable

y(s) =

c(s)

_

1

3

m=1

(c

m,

(s))

2

(3.30)

after which the parametrization (3.3) becomes

(s) =

1

_

1 +

3

m=1

y

m

(s)

2

_

(s) +

3

m=1

y

m

(s)B

m

(s)

_

(3.31)

or

j

=

1

_

1 +

3

m=1

(y

m, j

)

2

_

j

+

3

m=1

y

m, j

B

m

j

_

. (3.32)

Our nal expression for the measure (3.21) thus reads

dq

j

=

d r

1, j

d r

2, j

d r

3, j

d y

1, j

d y

2, j

d y

3, j

_

1 +

3

m=1

(y

m, j

)

2

2

. (3.33)

Note that as the change of variable (3.30) is introduced, the domain of integration

for each of the variables y

1

, y

2

, y

3

, given (3.22), is eectively all of R.

From now on, we will assume the measure to be (3.33).

3.3 Unconstrained systems

Having dene the appropriate measure on the conguration space of framed curves,

our objective is now the computation of the approximate probability density function

as dened in (3.18) where the measure dq

j

is given in (3.21) and where, assuming

(3.10), the linearized measure dh

j

is dened as

dh

j

=

d r

1, j

d r

2, j

d r

3, j

d c

1, j

d c

2, j

d c

3, j

_

1

3

m=1

(c

m, j

)

2

. (3.34)

We will now compute the limit (3.18), rst computing the normalizing factor.

51

3.3.1 Normalizing factor

In order to compute the limit (3.18), we rst integrate explicitly the normalizing

product of integrals

_

...

_

...

_

e

P

n

j=0

W[q

j

]

n

j=1

dq

j

. (3.35)

Change of coordinates

Taking into account the form of the strain energy density (3.8), the discretized

version of (3.7) reads

E

disc

=

2

n1

j=0

[V

T

j

U

T

j

] P

j

_

V

j

U

j

_

(3.36)

where we have dened, as in Chapter 2,

V

j

= v(s

j

) v(s

j

), U

j

= u(s

j

) u(s

j

), P

j

= P(s

j

), (3.37)

and have adopted the convention that the shifted strains at the index j are those

locating q

j+1

with respect to q

j

, recalling that the strains and intrinsic strains are

associated with the relative position of two subsequent slices of the framed curve.

Recalling that the intrinsic strains v(s), u(s) are assigned functions of s, describing

the intrinsic state (curvature, twist, stretch and shear) of the rod, we regard v(s

j

)

and u(s

j

) as prescribed at each j.

Thus, in order to complete the integration of the integrals in (3.35), we need

to insert the Jacobian of the transformation from the discretized strains {(v

j

, u

j

)}

j

to the discretized variables {(r

j

, c

j

)}

j

where the index j now runs from j = 0 to

j = (n 1). Note that whereas the variable c

j

was constrained to live in a 3-

dimensional ball of unit radius, at each j the strains, as the vector y

j

, may take any

real value. This in turn is relevant for the feasibility of evaluation of the integrals

in (3.35), which will be shown to be Gaussian integrals.

From Chapter 1 we have learned that the strain v depends on both the centerline

and the rotation matrix R(s), whereas the strain u depends solely on the rotation

matrix. The (6n 6n) Jacobian matrix J will then be an upper triangular block

matrix, where each block is a (3n 3n) matrix

J =

_

J

1

(v

j

, r

j

) J

(v

j

, y

j

)

0 J

2

(u

j

, y

j

)

_

. (3.38)

52

The aim being the computation of the determinant of J, we will only need to compute

the (3n3n) Jacobian matrix J

1

of the discretized strains {v

j

}

j

with respect to the

discretized variables {r

j

}

j

and the (3n 3n) Jacobian matrix J

2

of the discretized

strains {u

j

}

j

with respect to the discretized variables {y

j

}

j

. We stress that as the

change of coordinates involved are global ones, a priori we will have to verify whether

the determinant of J (and therefore the determinants of J

1,2

) can be factorized in

the product of n determinants, one for each measure j. This indeed will be the case.

Computation of J

1

From (1.4), we have

v

j

= R

j

r

j+1

r

j

(3.39)

so that, for each j, v

j

only depends on r

j+1

and r

j

(as follows directly from the

denition of v in terms of the tangent vector r

). Therefore, J

1

is itself an upper

triangular block matrix, and the computation of the determinant only involves the

computation of the determinants of the diagonal block matrices. In fact the matrix

J

1

reads

J

1

=

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

v

0

i

r

0

k

v

0

i

r

1

k

0 0 0 ... ... 0

0

v

1

i

r

1

k

v

1

i

r

2

k

0 0 ... ... 0

.

.

.

.

.

.

0 ... ... ...

v

j

i

r

j

k

v

j

i

r

j+1

k

... 0

0 ... ... ... ...

v

j+1

i

r

j+1

k

... 0

.

.

.

.

.

.

0 ... ... ... ... ...

v

n2

i

r

n2

k

v

n2

i

r

n1

k

0 ... ... ... ... ... ...

v

n1

i

r

n1

k

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

_

. (3.40)

The diagonal blocks of J

1

are the (3 3) matrices

v

i, j

r

k, j

=

1

R

ik

(3.41)

so that the determinant of J

1

simply becomes

(n1)

j=0

v

i, j

r

k, j

=

(n1)

j=0

1

3

. (3.42)

Computation of J

2

The dependence of the strain u on the quaternions can be read from the following

identity [40] (and references therein)

u

i

= u d

i

= 2

B

i

(3.43)

53

where {d

i

} is the director frame (cf. Chapter 1) and the skew symmetric matrices

B

i

are dened in (3.4). Note that the scalar product is again the scalar product of

the ambient space R

4

which is inherited by the tangent space at each point of the

smooth manifold. Discretizing (3.43), yields

u

i, j

=

2

[(

j+1

j

) B

i

j

]

=

2

[

j+1

B

i

j

] (3.44)

where in the last equivalence we have used the properties of the matrices B

i

(3.5).

From (3.44) and (3.32) it is evident that J

2

, as J

1

, is once again an upper triangular

block matrix, so that its determinant is simply the product of the determinants of

the diagonal block (3 3) matrices. The diagonal block matrices of J

2

read

u

i, j

y

k, j

=

2

j

_

B

i

j+1

_

B

k

j

y

k, j

j

__

. (3.45)

where we have dened

j

=

_

1 +

3

m=1

(y

m, j

)

2

. (3.46)

We note that

u

i, j

c

k, j

=

2

3

_

_

_

_

_

(B

1

j+1

)

T

(B

2

j+1

)

T

(B

3

j+1

)

T

(

j

)

T

_

_

_

_

_

__

B

1

j

y

1, j

j

_ _

B

2

j

y

2, j

j

_ _

B

3

j

y

3, j

j

_

j

_

(3.47)

as, recalling (3.20) and the orthonormality of the basis {B

1

, B

2

, B

3

, } of R

4

,

for each xed k

j

_

B

k

j

y

k, j

j

_

=

y

k, j

j

+

1

j

_

3

m=1

y

m, j

B

m

j

B

k

j

_

= 0, (3.48)

where

j

was dened in (3.46).

As far as the computation of the determinant of the right matrix in (3.47) is con-

cerned, we rst notice that the linear parts in

j

do not contribute to the determi-

nant. In fact, recursively developing the determinant by the rst column containing

54

a multiple of

j

we obtain:

_

B

1

j

y

1, j

j

_ _

B

2

j

y

2, j

j

j

_ _

B

3

j

y

3, j

j

j

_

j

= |B

1

j

B

2

j

B

3

j

j

| .

(3.49)

Then, developing the determinant remaining in (3.49) by the last column and using

(3.32) as well as the orthormality of the basis {B

1

, B

2

, B

3

, } of R

4

, gives

1

j

+

B

1

j

B

2

j

B

3

j

1

j

3

m=1

y

m, j

B

m

j

=

1

j

. (3.50)

For the left matrix in (3.47), it is convenient to write

j+1

=

j

j

+

2

3

k=1

u

k, j

B

k

j

(3.51)

where

j

is xed by the normalization

j

=

_

1

2

4

3

k=1

(u

k, j

)

2

. (3.52)

Referring to (3.51) and (3.52), the determinant of the left matrix in (3.47) reads

(

j

)

3

+

2

4

j

3

k=1

(u

k, j

)

2

(3.53)

which then, again by denition (3.52), is equivalent to

j

.

In conclusion, the determinant of J

2

reads

(n1)

j=0

u

i, j

y

k, j

=

(n1)

j=0

2

3

4

j

. (3.54)

Gaussian integrals

Finally, we are able to compute the discretized version of the functional integral

corresponding the normalizing factor, as in (3.35)

_

...

_

...

_

e

P

n1

j=0

W(V

j

,U

j

)

n1

j=0

_

6

2

3

j

_

dV

j

dU

j

(3.55)

where now

dV

j

dU

j

= dv

j

du

j

= d v

1, j

d v

2, j

d v

3, j

d u

1, j

d u

2, j

d u

3, j

, (3.56)

55

and the discretized energy is dened in (3.36). We notice that for each j the

j

appearing in (3.54) cancels with the

j

appearing in (3.33). As far as the factor

1

j

is concerned, we use the hypothesis on to be small, in order to write

1

j

1 +

2

8

_

V

T

j

U

T

j

E

_

V

j

U

j

_

(3.57)

where

E =

_

0 0

0

]

1

_

. (3.58)

Recalling that, in n dimensions and if M is a real and symmetric (n n) matrix,

the integral

_

R

n

e

x

T

Mx

x

l

x

m

dx (3.59)

is nite and that the Gaussian integral reads

G

D

(M) =

_

R

n

e

x

T

Mx

dx =

n/2

_

det M

1

_

1/2

, (3.60)

(3.35) is computed to yield

(n1)

j=0

1

2

3

det

_

2

P

1

j

_

_

1 + 0

_

2

__

. (3.61)

3.3.2 Probability density function

Taking into account the result in (3.61), we are left with the computation of the

following limit

lim

0

_

...

_

...

_ (n1)

j=0

2

3

det

_

P

j

2

_

e

P

n

j=0

2

E[h

j

]

n1

j=1

dh

j

, (3.62)

where dh

j

is given in (3.34). We remark here an important point: under the hypoth-

esis made that the energy functional depends at most quadratically on its variables,

the matrices P

j

do not depend on the specic minimal energy around which an ex-

pansion of the functional energy is considered. In fact, for elastic rods, recalling both

expressions (1.38) and (1.46), it appears clear that the matrix P contains informa-

tion only on the specicity of the material under consideration (i.e. the stinesses)

and not on the specicity of the conguration assumed by the system. Similarly for

any given energy functional which is at most quadratic in its variables the matrix P

56

dened in (2.23) will not depend on the conguration variable q nor on q

, although

it might still depend on the independent variable s. It is this occurance that allows

for a simplication between the matrices P

j

coming from the integration of the par-

tition function and the matrices P

j

arising from the integration of the conditional

partition function, which is computed by means of an approximation around the

minimal energy conguration. In fact for the case of general quadratic functional

energies, although the coecient matrices of the second variation of the functional

energy are to be considered evaluated at the minimal energy conguration, the coef-

cient matrix P will be equivalent, at each s, to the coecient matrix P evaluated at

any other conguration. If the assumption of a general quadratic functional energy

is removed, the simplication is no longer possible, and dierent P

j

will arise from

the integration of the numerator and denominator in equation (2.21).

Recalling the expressions derived for the second variation of the energy functional

(3.7) in Chapter 1, given in (1.37) if with respect to the xed frame or in (1.50) if

expressed with respect to the moving frame, and the denition of the variation eld

(1.19), we realize that, in order to evaluate (3.62), we need rst to compute a nal

change of coordinates.

Change of coordinates

In the following paragraph we compute the Jacobian associated with the change of

coordinates from the linearized variables to the linearized variables y. This

computation is necessary as we have chosen to express the second variation in terms

of the variables , as exploited in [36]. We regard the rotation matrix R as a

function of the quaternion , and taking into account (3.3), we can write

R() = R( ) +

R

(3.63)

where we dene R( )

R to be the rotation matrix associated with the minimal

energy conguration and from (3.31)

=

3

s=1

y

s

B

s

(3.64)

. Recalling our notation (1.3) and (1.18), we thus have

= R

T

R = R

T

R. (3.65)

57

In the following, as before, summation over repeated indices is intended. Therefore

1

=

R

T

2k

R

k3

= 2

_

y

1

(

d

2

d

3

)

1

+ y

2

(

d

3

d

1

)

1

+ y

3

(

d

1

d

2

)

1

2

=

R

T

3k

R

k1

= 2

_

y

1

(

d

2

d

3

)

2

+ y

2

(

d

3

d

1

)

2

+ y

3

(

d

1

d

2

)

2

3

=

R

T

1k

R

k2

= 2

_

y

1

(

d

2

d

3

)

3

+ y

2

(

d

3

d

1

)

3

+ y

3

(

d

1

d

2

)

3

(3.66)

where we have used the denition of the rotation matrix (1.3)

R

ik

=

d

i

e

k

(3.67)

and [40] (and references therein)

_

d

1

_

T

= 2 [B

3

d

2

B

2

d

3

]

_

d

2

_

T

= 2 [B

1

d

3

B

3

d

1

]

_

d

3

_

T

= 2 [B

2

d

1

B

1

d

2

] (3.68)

so that, recalling (3.64), for each xed k, j,

R

kj

=

R

kj

=

(d

k

e

j

)

= 2

_

kml

B

l

_

d

m

e

j

_

= 2

kml

_

d

m

e

j

_

y

l

. (3.69)

From (3.66) it is easy to see that the (3(n1)3(n1)) matrix J of the coordinate

transformation

i, j

y

, j

is a block diagonal matrix where each block on the

diagonal is the (3 3) matrix

J

j

d

= 2

_

d

j

1

d

j

2

d

j

3

(3.70)

which has as columns the components of the intrinsic director frame {

d

k

}

k

with

respect to the xed basis. The Jacobian therefore reads

n1

j=1

2

3

= 2

3(n1)

. (3.71)

58

Final expression

We are now able to provide the nal expression for the probability density function

conditional on one end of the elastic rod being xed in location and orientation, and

up to quadratic uctuations around the minimal energy conguration. Taking into

account (3.61) and (3.71), we can write

[(0, 0) , (r(L), c(L)) ; 0 , L] e

E

_

...

_

...

_

e

P

n

j=0

2

E[h

j

]

n1

j=1

dh

j

_

...

_

...

_

e

P

n

j=0

E[q

j

]

n

j=1

dq

j

=

lim

0

2 e

det

_

(P

0

)

2

__

R

6

(n1)

(n1)

j=1

det

_

P

j

2

_

e

P

n

j=0

2

E[h

j

]

n1

j=1

dh

j

(3.72)

where h

j

and the measure dh

j

are now given by

h

j

= (r

j

,

j

)

dh

j

=

d r

1, j

d r

2, j

d r

3, j

d

1, j

d

2, j

d

3, j

_

1 +

1

4

3

m=1

(

m, j

)

2

2

(3.73)

where (3.66) and the orthonormality of the directors frame have been used. We are

now in the position to apply the algebraic machinery described in Chapter 2, and

correspondingly to compute the limit (3.72) as in section (2.2.1), where now the

coecients of the discretized second variation of the energy (3.7) are the discretized

version of the matrices (1.38), (1.39) and (1.40) if the second variation is expressed

in the xed frame (1.37) or are given by the discretized version of the matrices (1.49)

if the second variation is expressed in the moving frame (1.50). We note however

that a novelty here is represented by the correction term, or weight factor at each j

given by

1

_

1 +

1

4

_

T

j

j

_

2

(3.74)

which, in our approximation would account for a modied, with respect to the

procedure followed in section (2.2.1), dierential path

n1

j=1

dh

j

_

1

1

2

h

T

j

Eh

j

+ 0

_

h

T

j

h

j

_

2

_

(3.75)

where E is dened in (3.58). The exact physical meaning of correction term (3.74)

is not entirely clear, although, evidently it arises from the topology of SO(3), nor

59

is it clear under which conditions it can be neglected. Its presence could change

the derivation of the Papadopoulos equations, and perhaps lead to a dierent set of

Jacobi equations. Observing that (3.74) is always smaller than one (as

T

j

j

> 0),

and for the purpose of this thesis, we have set the approximation of the probability

density to correspond to the upper limit of (3.72). Accordingly to Chapter 2, we

can thus compute the upper limit approximation of the probability density function

for an elastic rod to have one end xed in location and orientation as

[(0, 0) , (r(L), c(L)) ; 0 , L] 2 e

E| q

det

_

2

V

1

(L)

_

(3.76)

where the matrix V

T

satises the standard Jacobi system associated with the second

variation (1.37) or (1.50) depending on whether the xed frame or the moving frame

are chosen (this choice is completely free as no additional Jacobian is involved, given

that the moving frame is merely a rotation of the xed one). Note that in (3.76)

the additional factor 2 is a vestige of the choice (3.19) for the measure: in fact

quaternions correspond to half angles, as is clear from (3.2). In order to get the

correct (approximate) probability function, it is necessary to integrate over a volume

with the same measure expressed in quaternions.

3.4 Constrained systems

In the previous paragraphs we have applied the result (2.122) derived for a gen-

eral statistical mechanical chain subject to thermal uctuations, to a shearable and

extensible elastic rod. Although DNA is certainly shearable and extensible, the

stinesses associated with deformations in the cross section and in extension are

higher than those associated with bending and twisting, for which reason models

of DNA are normally considered to be inextensible and unshearable discrete chains

and continuum rods. We thus wish to consider a slightly extensible and shearable

rod and to investigate the limit of the probability density function (2.122) as the

shear and extension degrees of freedom become negligible.

To this end, we rst start with a remark. If we were to scale the shears by a

factor > 0, then the stiness matrix in the moving frame would read

P =

_

A/

2

B/

B

T

/ K

_

(3.77)

60

where B is an arbitrary matrix. As the limit 0 is considered some of the entries

of the stiness matrix will diverge, whereas the inverse stiness matrix

P

1

=

_

2

A

1

_

]

1 +B

_

KB

T

A

1

B

_

1

B

T

A

1

_

A

1

B

_

KB

T

A

1

B

_

1

_

KB

T

A

1

B

_

1

B

T

A

1

_

KB

T

A

1

B

_

1

_

(3.78)

will stay nite, as

lim

0

P

1

=

_

0 0

0

_

KB

T

A

1

B

_

1

_

. (3.79)

Note that the stiness matrix P in (3.77) is positive denite if and only if the

matrices A and its Schur complement

_

KB

T

A

1

B

_

are so, and in this case, the

inverse matrix (3.78) is well-dened.

The main result of our derivation is the reduction of the computation of the ap-

proximate conditional probability density function to the computation of the Jacobi

eld associated with the second variation of the energy. We are thus interested in

looking at what happens to such Jacobi elds in the limit 0. In particular we

notice that once the scaling (3.77) is introduced, some of the entries of the coe-

cient matrices of the second variation either expressed as in (1.37) or (1.50) for a

shearable extensible rod, will explode as is sent to zero, and that the Lagrangian

form of the Jacobi system of equation is not well-dened.

Instead, according to (3.77), the Hamiltonian form of the system of Jacobi equa-

tion is well-behaved.

For sake of simplicity we now consider the example of a diagonal stiness matrix

(3.77) so that in particular B = 0. The Jacobi equations associated to the second

variation (1.37) read

[Ph

+Ch]

+C

T

h

+Qh = 0 (3.80)

where the matrices P, Q and C are given in (1.38), (1.39) and (1.40). As follows

from the derivation of the approximate probability density function, we need 6

independent solutions to (4.14) and we require the following initial value conditions

for the independent Jacobi elds j = 1...6

h

j

(0) = 0 (3.81)

h

j

(0) = P

1

j

(0). (3.82)

However with P of the form (3.77), the equation (3.80) has no limit as 0.

61

In contrast, the Hamiltonian form of (3.80) reads

z

= JSz (3.83)

where

J =

_

0

]

1

]

1 0

_

, S =

_

_

QC

T

P

1

C

_

C

T

P

1

P

1

C P

1

_

(3.84)

and

z =

_

h

_

(3.85)

where

= Ph

+Ch (3.86)

is the conjugate variable to the perturbation eld h of the conguration variable

q. Moreover, given the initial conditions on the variation eld h (3.82) we have the

following initial condition for z

j

, j = 1...6

z

j

(0) =

_

h

j

(0)

j

(0)

_

=

_

0

e

j

_

. (3.87)

The matrices in (3.84) are of the form seen in (1.38), (1.39) and (1.40) but now

with the assumption that the stiness matrix is (3.77) in the moving frame and

B = 0. Thus, they read

P =

_

R

T A

R 0

0 R

T

KR

_

(3.88)

Q =

_

0 0

0 r

R

T A

Rr

+

1

2

(n

+r

)

_

(3.89)

C =

_

0 R

T A

Rr

0

1

2

m

_

(3.90)

From (3.88), (3.89) and (3.90), we can now verify that the product of the matrices

J and S dened in (3.84) has a nite limit as 0

lim

0

JS

=

62

_

_

0 r

0 0

0

1

2

R

T

K

1

Rm

0 R

T

K

1

R

0 0 0 0

0

1

2

(r

+n

) +

1

4

m

R

T

K

1

Rm

r

1

2

m

R

T

K

1

R

_

_

(3.91)

Correspondingly the system of Jacobi equations reads

(r)

()

=

1

2

R

T

K

1

Rm

+R

T

K

1

Rm

(m

r

)

= 0

(m

=

1

4

m

R

T

K

1

Rm

1

2

_

n

+r

+

1

2

m

R

T

K

1

Rm

m

r

(3.92)

The system of equations (3.92) is completely equivalent to the system (1.68)

taken with the linearized integral constraint (1.60). The equivalence is evident if we

recall that, in the inextensible unshearable case, the Lagrange multiplier plays the

role of the unknown force (and the triplet corresponds to the components of the

force in the xed frame, here n); r

= d

3

, and that R

T

K

1

R corresponds to P

1

c

dened in (1.65).

Moreover, the rst equation in (3.92) is stating

d

3

= d

3

(3.93)

which we have already computed in (1.57), whereas the third equation is xing the

linearization of the forces to be constant in the xed frame. Thus, given the initial

conditions (3.87), of the six independent solutions of (3.92), three will correspond

to vanishing linearized forces, and the three constant linearized forces e

1

, e

2

and e

3

.

In other words for three solutions

(m

r

) (s) = 0, (3.94)

and for the other three

(m

r

)

i

(s) = e

i

i = 1, ...3. (3.95)

The system of equation (3.92) in fact coincides with the system of equations

introduced in [40] [33] to dene an isoperimetric conjugate point method for testing

the stability of the critical congurations of a constrained rod. Therein a (6

63

6) constrained stability matrix M(s) is dened, whose determinant vanishes at

isoperimetric conjugate points and whose construction requires the solutions of three

homogeneous rst order Jacobi equations, and three non-homogeneous rst Jacobi

equations. The initial value problem considered there to determine the matrix M(s)

corresponds to (3.92) with (3.87), taking into account (3.94) and (3.95). With

respect to the notation of [33], for the three non-homogeneous solutions

T

i

= r

(m

r

)

i

= d

3

e

i

. (3.96)

We thus conclude that the limiting Jacobi system in (3.92) does indeed corre-

spond to the constrained Jacobi system one could derive from (1.55) as in (1.68).

Furthermore the initial value problem (3.87) is exactly the initial value problem to

consider when constructing the constrained stability matrix M(s) for isoperimetri-

cally constrained systems.

3.5 Conclusions and discussion

In this chapter we have applied the results of Chapter 2 to linear elastic rods, which

are described as curves in R

3

SO(3), to compute the probability density function

conditioned on the end of the rod being xed in location and orientation. The main

concern in the particular case of framed curves or elastic rods, is to dene a measure

on the semi-direct product of E(3) with SO(3). This measure can be chosen to be,

up to an arbitrary constant, the product of the Lebesgue measure on E(3) with the

Haar measure on the compact Lie group SO(3). We note that the choice of the

arbitrary constant will be washed away when integrating over a volume to obtain

the conditional probability.

Once a measure is chosen, we can proceed as in Chapter 2. However, due to

the specic properties of SO(3), as shown in (3.72), (3.73) and (3.74), a correction

factor in the measure appears. We have not dealt with this issue, and instead have

chosen to dene an upper limit for the approximation (3.72), using the fact that the

correction factor (3.74) is always smaller than one. We then concluded

[(0, 0) , (r(L), c(L)) ; 0 , L] 2 e

E| q

det

_

2

V

1

(L)

_

(3.97)

where V

T

satises the ordinary system of Jacobi equations for the second variation

associated the functional energy (3.7). We expect the eects of the neglected part

64

of the correction factor (3.74) to be small. Nevertheless a clearer understanding of

the term, its consequences and its geometrical origins is undoubtedly needed.

We note that if we assume the rod to have a planar minimal energy conguration

(as we will in the next Chapter) and if we allow only perturbations to occur in this

plane, then the correction factor can be reabsorbed by an appropriate change of

variables, and has no eect.

Indeed, assuming the plane to be (y, z), we have

4

= cos

_

2

_

1

= sin

_

2

_

2

=

3

= 0 (3.98)

where is the angle of rotation about the x axis (and depends on s). In this case

the parametrization (3.3) becomes

sin

_

2

_

=

_

1 c

2

1

sin

_

2

_

+ c

1

cos

_

2

_

cos

_

2

_

=

_

1 c

2

1

cos

_

2

_

c

1

sin

_

2

_

. (3.99)

At each j, the measure is

d q

j

=

d y

j

d z

j

d c

1,

j

_

1 c

2

1

(3.100)

or, with the change of variable

tan

1

=

c

1

_

1 c

2

1

, (3.101)

d q

j

= d y

j

d z

j

d

1,

j

(3.102)

where we have simply used

_

1 + tan

2

1

_

d

1

=

d c

1

(1 c

2

1

)

3/2

. (3.103)

Note that as c

1

approaches 1,

1

varies between (/2, /2). We remark that we

could have analogously taken sin

1

= c

1

: the reason for instead introducing (3.101)

relies in the congruency with the transformation (3.30), which then would imply

tan

1

= y

1

or (3.101).

Considering now an expansion around the minimal energy conguration

y = y + y, z = z + z,

1

=

1

+

1

(3.104)

from (3.102) we have

d h

j

= d y

j

d z

j

d

1,

j

(3.105)

65

with no geometrical correction factor. The rest of the derivation would be left

unchanged because,

=

1

B

1

. (3.106)

One of the reasons for which the term (3.74) could appear is related to the as-

sumption that the ensemble of admissible congurations follows a Boltzmann distri-

bution at thermodynamic equilibrium. In fact in taking the equilibrium distribution

to be Boltzmann, we are implicitly assuming the Hamiltonian to be separable, in

which case the Gibbs distribution reduces to the Boltzmann one, after integration

over the momenta. However when the kinetic energy depends on the conguration

variable as well as the momenta, as is typically the case for SO(3), the Hamiltonian

is no longer separable, and the Gibbs distribution will not reduce to the Boltzmann

one.

Finally we conclude by remarking that although the method presented to com-

pute looping probability densities is an approximate one, valid within a range of

length scale in which the elastic rod or polymer chain is sti enough, with respect

to the available literature it represents the only alternative derivation to [13] for

computing the correction due to thermal uctuations around the minimal energy

conguration when the hypothesis of homogeneity of the rod is removed. For a

homogeneous chain, the exact statistical mechanical theory of both the worm-like

chain, where no twist is considered, [22] [61] and the helical worm-like chain [22] has

been derived. In particular in [62] a uniform, isotropic, intrinsically straight and

helical worm-like chain twisting at a constant rate is considered. The chain orienta-

tion Green function, which gives the the probability that a chain with known initial

orientation will have a given end orientation, is expressed in terms of a complete

set of eigenfunctions (Wigner functions) whereas the full Green function, giving

the probability that the end is xed in location and orientation, is computed via

an average with respect to the chain orientation Green function. In Fourier space,

the Taylor expansion of the Fourier-space Green function gives an innite sum of

moments of the end-to-end distribution function with xed end orientations. The

results of [22] for the worm-like chain, have then been generalized to include devi-

ations from linear elasticity: in [23] kinks are allowed and the DNA described by

such a kinking-worm-like chain is assumed to rapidly become very soft to bending

beyond a critical stress. In [28] a toy model, the sub-elastic-chain model, where

the eective bending energy density is a convex but otherwise arbitrary function of

curvature, is discussed. Both of the exact theories presented in [23] and [28] are

for uniform, isotropic and untwistable chains. A clear advantage of the approach

66

exploited in [22] [61] and [62] is that the theory is valid for any given chain length

and persistence length.

Conversely the method presented in [13] rstly used to provide quantitative com-

parison with cyclization experiments and later generalized to consider other looping

problems where the protein exibility has to be taken into account [63], is the rst

example of a theory considering the thermal uctuations of a helical discrete chain

which bending and torsional exibility depend on the steps of the chain. To do so,

the authors rst search iteratively for the minimum energy conguration of DNA,

and then consider harmonic uctuations around it. The model is intrinsically dis-

crete, where each base-pair is viewed as a rigid body. The approach presented in

[13] for computing the correction due to the thermal activity of the heat bath, has

then been adopted to circumstances in which sequence-dependence is considered, for

example in [26] and [64]. In [16] the ring-closure probabilities for a uniform helical

worm-like chain, at small length scales was obtained by replacing the continuous

chain by an equivalent discrete chain and then by expanding the energy about the

minimal energy conguration, whereas for large length scales its evaluation was per-

formed by means of the Daniels approximation and the weighting function method.

Thus in the current panorama, our result for a general elastic rod for DNA, which

may be extended and sheared, and in which the stinesses and shears as well as the

intrinsic shape might depend on the sequence of basis, represents a complete and

elegant continuum formalism generalizing [13], within which the correction due to

the thermal uctuation of the macromolecule can be computed in a highly ecient

manner.

67

68

Chapter 4

Non isotropic uniform rods

In this chapter we present an example of a particular application of the theory

developed in the previous chapters. We consider a uniform, non isotropic rod with

a diagonal stiness matrix and a straight, untwisted intrinsic conguration.

In the following, the only crucial assumption for applying our method is the non

isotropy. In fact, as we will later discuss, there are delicate issues related to non

isolation of the minimal energy congurations, which case can arise for isotropic rods.

Specically, the approximation for the probability density function (3.12) is valid in

the absence of conjugate points. However, for isotropic rods, a one-parameter family

of circular equilibria exists, all related by a rotation, and this forces the end-point

of the rod always to be a conjugate point.

The remaining hypotheses simply present the advantage of rendering the problem

analytically treatable in closed form. The purpose of this chapter is thus to provide

an example which can be completely worked out by hand to illustrate the theory. In

contrast more biologically relevant applications will require that both the minimizing

conguration and the solutions to the Jacobi equations be found numerically.

We compute the second-order correction to the probability density for a rod to

form a circular loop both for the unconstrained case, when the rod is allowed to be

extensible and shearable, and for the constrained case, when the rod is assumed to

be inextensible and unshearable.

4.1 Shearable extensible rods

For linearly elastic, shearable, extensible and uniform rods the strain energy density

reads as in (1.14), where the intrinsic strains u, v are constant functions and no

69

explicit dependence on s is present.

If no coupling between deformations in shear and extension and in bending and

twisting of the rod is allowed, the stiness matrix takes a diagonal form, and in the

moving frame it reads

P =

_

A 0

0 K

_

(4.1)

where

A =

_

_

_

A

1

0 0

0 A

2

0

0 0 A

3

_

_

_

(4.2)

K =

_

_

_

K

1

0 0

0 K

2

0

0 0 K

3

_

_

_

(4.3)

and A

i

, K

i

are respectively the shear stinesses and the bending stinesses.

Finally, for an intrinsically straight and untwisted rod

U = u u = (u

1

, u

2

, u

3

)

V = v v = (v

1

, v

2

, (v

3

1)). (4.4)

so that for linear elastic, extensible, shearable, uniform, instrinsically straight and

untwisted rods with a diagonal stiness matrix (4.1), the strain energy density (1.14)

becomes

W (V, U)

1

2

_

K

1

u

2

1

+ K

2

u

2

2

+ K

3

u

2

3

+ A

1

v

2

1

+ A

2

v

2

2

+ A

3

(v

3

1)

2

(4.5)

where everything in (4.5) should be considered expressed in the director frame

{d

1

, d

2

, d

3

}.

We will assume the rod not to be isotropic. Specically, we will assume K

1

= K

2

.

4.1.1 A circular loop

For a circular loop, the boundary conditions to be considered are the following

r(L) = r(0) = 0

d

i

(L) = d

i

(0) = e

i

i = 1, 2, 3.. (4.6)

For a non isotropic uniform rod, the only circular solution is an untwisted circle for

which n(s) = 0, i.e. the shear angle , dened through [38]

sin =

2(/A

1

)

1 +

_

1 + 4(1 A

1

/A

3

)(/A

1

)

2

, (4.7)

70

should also be zero. It can be shown that if the rod is non isotropic but intrinsically

straight and untwisted, there exist four such circular solutions to the Euler Lagrange

equations associated with the strain energy density in (4.5), two of which correspond

to unstable equilibria, if the rod is bending in the sti direction, and two of which

correspond to stable ones, if the rod is bending in the soft direction [36] [41]. In the

following we assume K

1

< K

2

so that the stable solution corresponding to a circular

minimal energy conguration lies in the (y, z) plane. Furthermore we x y 0.

For such a solution then

u

1

=

2

L

u

2

= 0

u

3

= 0 (4.8)

and

v

1

= 0

v

2

= 0

v

3

= 1. (4.9)

where as before u

i

= u d

i

and v

i

= v d

i

and L is the length of the rod.

The centerline and directors are expressed with respect to the xed frame in the

following equalities

r(s) =

1

c

(0, cos c s 1, sin c s)

T

(4.10)

and

d

1

=

_

_

_

1

0

0

_

_

_

, d

2

=

_

_

_

0

cos c s

sin c s

_

_

_

, d

3

=

_

_

_

0

sin c s

cos c s

_

_

_

(4.11)

where we have dened c to be

c =

2

L

. (4.12)

Thus, the rotation matrix R which brings the xed frame into the moving frame,

as in (1.2), is in this case

R =

_

_

_

1 0 0

0 cos c s sin c s

0 sin c s cos c s

_

_

_

(4.13)

and so we could then build the matrix

R given in (1.42). The equilibrium solu-

tion described by (4.10) and (4.11) satises the boundary conditions in (4.6). In

71

Figure 4.1: Non isotropic uniform rod: a circular minimum energy conguration

in the plane y 0 bent in the soft direction K

1

< K

2

. The moving frame at

both end points coincides with the xed frame. Two such circular minimal energy

conguration exists: a left-hand circle y 0 and a right-hand one y 0, both with

the same strain energy value.

order to compute the probability density up to second order corrections, we should

solve, as seen in the previous chapters, the Jacobi equations associated to the sec-

ond variation, evaluated at the specic equilibrium solution around which harmonic

uctuations are considered. The Jacobi equations for (1.37) or (1.50) read

[Ph

+Ch]

C

T

h

Qh = 0 (4.14)

where the matrices P, Q and C are given either by (1.38), (1.39) and (1.40) or

in (1.49). We need to nd 6 independent solutions to (4.14) in order to build a

matrix whose columns are the given independent Jacobi elds. In particular we

recall that we require the following initial value conditions for the desired Jacobi

elds j = 1...6

h

j

(0) = 0 (4.15)

h

j

(0) = P

1

j

(0). (4.16)

We choose to express the quadratic form in (1.43) in the moving frame so that,

the rod being uniform, the coecient matrices appearing in the second variation

P,

Q and

C dened in (1.49), which need to be evaluated at the equilibrium solution,

are constant matrices.

72

If the coecient matrices appearing in (4.14) are constant ones, as in this case,

the equation in (4.14) takes the simpler form

Ph

+ 2C

a

h

Qh = 0 (4.17)

where C

a

is the antisymmetric part of the matrix C. In both cases (4.14) and (4.17),

we can consider the rst order (Hamiltonian) system

z

= Uz (4.18)

where z is dened as in (3.85) and the conjugate variable to h, , is given in (3.86).

The matrix Uof the rst order associated system to (4.14) or (4.17) has the following

form

U =

_

P

1

C P

1

QC

T

P

1

C C

T

P

1

_

. (4.19)

Given the initial conditions on the variation eld h (4.16) we have the following

initial condition on z

j

z

j

(0) =

_

h

j

(0)

j

(0)

_

=

_

0

e

j

_

. (4.20)

We proceed now in computing the block entries of the matrix U (4.19), in order

to solve (4.17) with the initial conditions (4.16) via the rst order system (4.18).

Recall that since we are assuming the second variation to be expressed with respect

to the moving frame, the matrices appearing in (4.19) are in fact the matrices

P,

Q

and

C dened in (1.49).

In order to evaluate the matrices (1.49) on the equilibrium solution we rst

write matrices P

m

, Q

m

and C

m

dened in (1.46) (1.47) and (1.48) respectively.

The matrix P

m

in this example reads

P

m

=

_

A 0

0 K

_

(4.21)

where A and K are respectively given in (4.2) and (4.3). As for the matrix Q

m

in

this example, we have

Q

m

=

_

0 0

0 v

Av

_

(4.22)

where

v

Av

=

_

_

_

A

2

0 0

0 A

1

0

0 0 0

_

_

_

(4.23)

73

as

v

=

_

_

_

0 1 0

1 0 0

0 0 0

_

_

_

(4.24)

and A is given in (4.2). For the matrix C

m

, we have

C

m

=

_

0 Av

0

1

2

m

_

(4.25)

where

Av

=

_

_

_

0 A

1

0

A

2

0 0

0 0 0

_

_

_

(4.26)

and

1

2

m

=

_

_

_

0 0 0

0 0

c

2

K

1

0

c

2

K

1

0

_

_

_

, (4.27)

if c is dened as in (4.12). Note that, in this particular case, the resultant moment

is parallel to e

1

(see 4.8), so that m = m, given that the rotation matrix (4.13)

is a rotation around the x axis. Using (4.21), (4.23) and (4.25) we can now write

matrices

Q and

C as in (1.49) (by denition

P = P

m

). We have the following

Q =

_

u

Au

Av

Au

Av

Ku

+

1

2

( m

+u

)

_

(4.28)

so that

Q =

_

_

_

_

_

_

_

_

_

_

0 0 0 0 0 0

0 c

2

A

3

0 0 0 0

0 0 c

2

A

2

c A

2

0 0

0 0 c A

2

A

2

0 0

0 0 0 0 c

2

(K

3

K

1

) + A

1

0

0 0 0 0 0 c

2

(K

2

K

1

)

_

_

_

_

_

_

_

_

_

_

(4.29)

because

u

= c

_

_

_

0 0 0

0 0 1

0 1 0

_

_

_

, (4.30)

74

where again c is given in (4.12). For

C we have

C =

_

Au

Av

0 Ku

1

2

m

_

(4.31)

so that

C =

_

_

_

_

_

_

_

_

_

_

0 0 0 0 A

1

0

0 0 c A

2

A

2

0 0

0 c A

3

0 0 0 0

0 0 0 0 0 0

0 0 0 0 0

c

2

(K

1

2K

2

)

0 0 0 0

c

2

(2K

3

K

1

) 0

_

_

_

_

_

_

_

_

_

_

. (4.32)

Since the matrix

C is a constant matrix in this example, the only part of

C which

appears in equation (4.17) is its antisymmetric part, which reads

C

a

=

1

2

_

_

_

_

_

_

_

_

_

_

0 0 0 0 A

1

0

0 0 c

A A

2

0 0

0 c

A 0 0 0 0

0 A

2

0 0 0 0

A

1

0 0 0 0 c

K

0 0 0 0 c

K 0

_

_

_

_

_

_

_

_

_

_

(4.33)

where

A = (A

2

+ A

3

) (4.34)

K = (K

3

+ K

2

K

1

). (4.35)

As the minimal energy conguration is a circle, geometrically we can distinguish

between in-plane and out of plane uctuations around such a circular equilibrium

shape. Surprisingly enough, the form of the matrices (4.21), (4.29) and (4.33) permit

to decouple the equations governing the evolution in arc-length of the two dierent

variation elds. We note here that if the equilibrium solution is a circular loop, the

decoupling of the equations associated to the in-plane and out-of-plane uctuations

is possible if and only if the stiness matrix has the following general form

P

dcpl

=

_

_

_

_

_

_

_

_

_

_

P

11

0 0 0 P

15

P

16

0 P

22

P

23

P

24

0 0

0 P

23

P

33

P

34

0 0

0 P

24

P

34

P

44

0 0

P

15

0 0 0 P

55

P

56

P

16

0 0 0 P

56

P

66

_

_

_

_

_

_

_

_

_

_

. (4.36)

75

Furthermore assuming that the bending and twist stinesses are not coupled implies

P

15

= P

16

= P

24

= P

34

= 0, so that the allowed stiness matrix has the form

P

dcpl2

=

_

_

_

_

_

_

_

_

_

_

A

11

0 0 0 0 0

0 A

22

A

23

0 0 0

0 A

23

A

33

0 0 0

0 0 0 K

11

0 0

0 0 0 0 K

22

K

23

0 0 0 0 K

23

K

33

_

_

_

_

_

_

_

_

_

_

. (4.37)

In particular, recalling that the circular solution lies in the (y, z) plane with y 0,

we may dene the two vector elds associated with the in-plane uctuations and

the out-of-plane uctuations to be respectively

h

p

=

_

_

_

_

_

_

_

_

_

_

0

r

y

r

z

x

0

0

_

_

_

_

_

_

_

_

_

_

, h

op

=

_

_

_

_

_

_

_

_

_

_

r

x

0

0

0

z

_

_

_

_

_

_

_

_

_

_

. (4.38)

Accordingly, the second variation (1.50) can be written as the sum of two distin-

guished terms

2

S

stat

=

1

2

_

L

0

_

h

T

P

+ 2

h

T

C

h +

h

T

Q

h

_

=

1

2

_

L

0

_

h

T

p

P|

p

p

+ 2

h

T

p

C|

p

h

p

+

h

T

p

Q|

p

h

p

_

+

1

2

_

L

0

_

h

T

op

P|

op

op

+ 2

h

T

op

C|

op

h

op

+

h

T

op

Q|

op

h

op

_

. (4.39)

where we have removed the s dependency in the coecient matrices as in this case

they are constant, and

h

p

= R

_

_

_

r

y

r

z

x

_

_

_

(4.40)

h

op

= R

_

_

_

r

x

z

_

_

_

(4.41)

76

where R is given in (4.13). The coecient matrices in (4.39) read respectively

P|

p

=

_

_

_

A

2

0 0

0 A

3

0

0 0 K

1

_

_

_

, (4.42)

C|

p

=

_

_

_

0 c A

2

A

2

c A

3

0 0

0 0 0

_

_

_

, (4.43)

Q|

p

=

_

_

_

c

2

A

3

0 0

0 c

2

A

2

c A

2

0 c A

2

A

2

_

_

_

(4.44)

and

P|

op

=

_

_

_

A

1

0 0

0 K

2

0

0 0 K

3

_

_

_

, (4.45)

C|

op

=

_

_

_

0 A

1

0

0 0

c

2

(2K

2

K

1

)

0

c

2

(2K

3

K

1

) 0

_

_

_

, (4.46)

Q|

op

=

_

_

_

0 0 0

0 c

2

(K

3

K

1

) + A

1

0

0 0 c

2

(K

2

K

1

)

_

_

_

. (4.47)

where once again c is dened in (4.12). In the probability density function, the

factor due to the harmonic uctuations around the equilibrium solution can thus be

factorized in two dierent contributions: one deriving from the planar uctuations

and one from the o plane uctuations. We shall compute these contributions

separately.

In plane uctuations

For the contribution associated with the in-plane uctuations, we need to solve the

Jacobi equations in (4.17), where the variable h is now the R

3

vector (4.40) and

the coecient matrices are (3 3) matrices (4.42), (4.43) and (4.44). We look for

three independent solutions of the projected Jacobi equations, satisfying the initial

77

conditions in (3.82) but where

h

j

_

h

p

_

j

P

1

ij

_

P|

1

p

_

ij

(4.48)

and i, j = 1, 2, 3. For the sake of simplicity of notation in the following we omit all

super and sub scripts, and we assume (4.48). The rst order associated Hamiltonian

system is of the form (4.18) where now

P|

p

p

+

C|

p

h

p

(4.49)

with initial conditions (4.20), if again (4.48) and (4.49) are assumed. The solution

to (4.18) is

z(s) = z(0)e

U

p

s

(4.50)

where

U

p

=

_

_

_

_

_

_

_

_

_

_

0 c 1

1

A

2

0 0

c 0 0 0

1

A

3

0

0 0 0 0 0

1

K

1

0 0 0 0 c 0

0 0 0 c 0 0

0 0 0 1 0 0

_

_

_

_

_

_

_

_

_

_

(4.51)

and c is given in (4.12). The eigenvalues of (4.51) are 0, i c each of algebraic

multiplicity 2 and geometrical multiplicity 1, so that the solution (4.50) can be

written as

z(s) = Me

U

B

p

z(0)

F

(4.52)

where M = [f

1

f

2

f

3

f

4

f

5

f

6

] is the matrix of change of basis between the basis F

of the proper and generalized eigenvectors and the canonical one, U

B

p

is the block

diagonal Jordan form of the matrix U

p

and z(0)

F

is the initial value vector expressed

in the basis F. The basis F reads

f

1

=

_

_

_

_

_

_

_

_

_

_

0

1

c

0

0

0

_

_

_

_

_

_

_

_

_

_

, f

2

=

_

_

_

_

_

_

_

_

_

_

1

c

1

c

0

0

c K

1

_

_

_

_

_

_

_

_

_

_

78

f

3

=

_

_

_

_

_

_

_

_

_

_

1

i

0

0

0

0

_

_

_

_

_

_

_

_

_

_

, f

4

=

_

_

_

_

_

_

_

_

_

_

_

i 2

_

A

2

+c

2

K

1

A

2

c W

_

1

c

2

W

2 c

2

K

1

W

2 i c

2

K

1

W

2 i c K

1

W

_

_

_

_

_

_

_

_

_

_

_

(4.53)

where we have dened

W =

_

1 +c

2

K

1

A

2

+ A

3

A

2

A

3

_

=

_

1 +

_

2

L

_

2

K

1

_

1

A

2

+

1

A

3

_

_

(4.54)

and f

1,2

are the proper/generalized eigenvectors associated with the eigenvalue 0, f

3,4

are the proper/generalized eigenvectors associated with the eigenvalue ic (of course

f

5

=

f

3

, f

6

=

f

4

). Note that W as dened in (4.54) is dimensionless, as i = 1, 2, 3

[A

i

] =

[E]

[l]

_

A

2

+ A

3

A

2

A

3

_

= [l]/[E]

[K

i

] = [E][l] [c

2

K

1

] = [E]/[l] (4.55)

where E stands for energy and l for length. The general solution to (4.17) in this

case can thus be written as

h(s) =

_

_

_

0

1

c

_

_

_

+

_

_

_

_

_

1

c

1

c

_

_

_

+ s

_

_

_

0

1

c

_

_

_

_

_

+ e

ics

_

_

_

1

i

0

_

_

_

+ e

ics

_

_

_

_

_

_

i 2

_

A

2

+c

2

K

1

A

2

c W

_

1

c

2

W

_

_

_

_

+ s

_

_

_

1

i

0

_

_

_

_

_

+ e

ics

_

_

_

1

i

0

_

_

_

+ e

ics

_

_

_

_

_

_

i 2

_

A

2

+c

2

K

1

A

2

c W

_

1

c

2

W

_

_

_

_

+ s

_

_

_

1

i

0

_

_

_

_

_

(4.56)

where the constants , , , , , depend on the initial conditions imposed. In con-

clusion, the three independent solutions of (4.17) satisfying (4.16) with the assump-

tion (4.48) are:

h

1

(s) =

_

A

2

W (cs cos cs sin cs) + 2 c

2

K

1

sin cs

2 A

2

c

3

K

1

2 (1 cos cs) W cs sin cs

2 c

3

K

1

1 cos cs

c

2

K

1

_

T

79

h

2

(s) =

_

_

2 (cos cs 1) +W c s sin cs

2 c

3

K

1

c s (2 +W cos cs)

_

3 +c

2

K

1

A

3

A

2

A

2

A

3

_

sin cs

2 c

3

K

1

cs sin cs

c

2

K

1

_

_

T

h

3

(s) =

_

cos cs 1

c

2

K

1

cs sin cs

c

2

K

1

s

K

1

_

T

. (4.57)

We can then construct a matrix H whose columns (or rows) are given by the three

independent solutions (4.57) and accordingly the determinant of H(L)

p

reads

det

_

H

p

(L)

_

=

W

2

L

7

4 (2)

4

K

3

1

(4.58)

where W is dened in (4.54). In the following pages we plot the three solutions

(4.57) in gure (4.2), and the determinant of the matrix built with these Jacobi

eld in gure (4.3).

80

0.3

0.2

0.1

0

0.1

0.2

0.3

0.4

0.5 0.2

0.1

0

0.1

0.2

0.3

0.4

0.5

0

0.005

0.01

0.015

0.02

0.025

0.03

0.035

h1

2

(s/L)

h1 in the plane

h1

1

(s/L)

h

1

3

(

s

/

L

)

k1=1/5

a2=2

a3=3

0.35

0.3

0.25

0.2

0.15

0.1

0.05

0

0.05

0.1

0.15 0.3

0.2

0.1

0

0.1

0.2

0.3

0.4

0.5

0

0.02

0.04

0.06

0.08

0.1

0.12

h2

2

(s/L)

h2 in the plane

h2

1

(s/L)

h

2

3

(

s

/

L

)

k1=1.5

a2=2

a3=3

0.03

0.025

0.02

0.015

0.01

0.005

0 0

0.02

0.04

0.06

0.08

0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

h3

2

(s/L)

h3 in the plane

h3

1

(s/L)

h

3

3

(

s

/

L

)

k1=1.5

a2=2

a3=3

Figure 4.2: The three solutions (4.57) parametrized as a function of s/L, for K

1

=

1.5, A

2

= 2 and A

3

= 3.

81

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

1

1.1

1.2

1.3

1.4

1.5

1.6

1.7

1.8

1.9

2

0

0.01

0.02

0.03

0.04

0.05

0.06

0.07

0.08

0.09

0.1

k

1

Determinant of planar Jacobi fields

s/L

d

e

t

(

H

p

)

a

2

=2.7

a

3

=4.5

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

11

1.2

1.4

1.6

1.8

2

0

0.02

0.04

0.06

0.08

0.1

0.12

k

1

Determinant of planar Jacobi fields

s/L

d

e

t

(

H

p

)

a

2

=2.7

a

3

=4.5

Figure 4.3: The determinant of the matrix constructed by means of the planar Jacobi

eld (4.57), plotted as a function of s/L and of K

1

, for A

2

= 2.7 and A

3

= 4.5.

For these particular values of A

2

, A

3

and K

1

[1, 2], the determinant in (4.58)

corresponds to the curve s/L = 1.

82

Out-of-plane uctuations

For the contribution arising from the o-plane uctuations, we need to solve the

Jacobi equations in (4.17), where the variable h is now the R

3

vector (4.41) and

the coecient matrices are the (3 3) matrices (4.45), (4.46) and (4.47). Just as

for the contribution due to the in plane uctuations, we look for three independent

solutions of the o plane Jacobi equations, satisfying the initial conditions in (3.82)

but where now

h

j

_

h

op

_

j

P

1

ij

_

P|

1

op

_

ij

(4.59)

and i, j = 1, 2, 3. For the sake of simplicity of notation in the following we omit all

over and under scripts, and we assume (4.59). The rst order associated Hamiltonian

system is of the form (4.18) where now

P|

op

op

+

C|

op

h

op

(4.60)

with initial conditions (4.20), if again (4.59) and (4.60) are assumed. The solution

to (4.18) is again of the form (4.50) where now the matrix U

p

is replaced by

U

op

=

_

_

_

_

_

_

_

_

_

_

_

0 1 0

1

A

1

0 0

0 0

c (2 K

2

K

1

)

2 K

2

0

1

K

2

0

0

c (2 K

3

K

1

)

2 K

3

0 0 0

1

K

3

0 0 0 0 0 0

0 c

2

K

2

1

4 K

3

0 1 0

c (2 K

3

K

1

)

2 K

3

0 0 c

2

K

2

1

4 K

2

0

c (2 K

2

K

1

)

2 K

2

0

_

_

_

_

_

_

_

_

_

_

_

(4.61)

where again c is dened in (4.12). The eigenvalues of (4.61) are dierent depending

on the sign of (K

3

K

1

). Recalling that for stability we require K

2

> K

1

and that

the case K

2

= K

1

for intrinsically straight rods corresponds to isotropic rods which

we exclude. Thus, we have:

1. Case K

1

< K

3

.

The eigenvalues are: 0 (alg. multiplicity 2), i c, i .

2. Case K

1

> K

3

.

The eigenvalues are: 0 (alg. multiplicity 2), i c, .

83

3. Case K

1

= K

3

.

The eigenvalues are: 0 (alg. multiplicity 4), i c.

where

= c

(K

3

K

1

)(K

2

K

1

)

K

2

K

3

= c

(K

1

K

3

)(K

2

K

1

)

K

2

K

3

. (4.62)

Analogously as done for the in plane uctuations, we can write the solution (4.50) as

in (4.52) where now U

B

op

will be the block diagonal Jordan form of the matrix (4.61),

M the matrix of change of basis between the basis F of the proper and generalized

eigenvectors of (4.61) and the canonical one, and again z(0)

F

is the initial value

vector expressed in the basis F.

For case 1 the basis F reads

f

1

=

_

_

_

_

_

_

_

_

_

_

1

0

0

0

0

0

_

_

_

_

_

_

_

_

_

_

, f

2

=

_

_

_

_

_

_

_

_

_

_

_

1

A

1

c

2

(K

3

K

1

)+A

1

0

A

1

_

1

A

1

c

2

(K

3

K

1

)+A

1

_

0

c A

1

(2K

3

K

1

)

2(c

2

(K

3

K

1

)+A

1

)

_

_

_

_

_

_

_

_

_

_

_

f

3

=

_

_

_

_

_

_

_

_

_

_

1

c

i

1

0

c K

1

2

i

c K

1

2

_

_

_

_

_

_

_

_

_

_

f

4

=

_

_

_

_

_

_

_

_

_

_

_

_

_

K

2

K

3

c (K

3

K

1

)

i

_

(K

2

K

1

)

(K

3

K

1

)

_

K

2

K

3

0

_

K

2

K

3

c K

1

2

i c K

1

2

__

K

2

K

1

K

3

K

1

_

_

_

_

_

_

_

_

_

_

_

_

_

_

(4.63)

where f

1,2

are the proper/generalized eigenvectors associated with the eigenvalue 0,

f

3,4

are the proper eigenvectors associated with the eigenvalue ic and i respectively

(and of course f

5

=

f

3

, f

6

=

f

4

). Again, the general solution to (4.17) can be written

using the eigenvectors of the basis (4.63) and the eigenvalues of case 1 as in (4.56).

Finally then, for case 1, the three independent solutions of (4.17) satisfying (4.16)

with the assumption (4.59) are:

h

1

(s) =

_

_

A

1

+c

2

(K

3

K

1

)

A

1

c

2

(K

3

K

1

)

s +

sin c s

c

3

K

1

K

3

sin s

c

2

K

1

(K

3

K

1

)

cos c s

c

2

K

1

+

K

1

K

3

cos s

c

2

K

1

(K

3

K

1

)

sins

c K

1

sinc s

c

2

K

1

_

_

84

h

2

(s) =

_

K

1

+(K

3

K

1

) cos c sK

3

cos s

c

2

K

1

(K

3

K

1

)

sinc s

cK

1

1

c K

1

_

K

3

(K

2

K

1

)

K

2

(K

3

K

1

)

sin s

cos c scos s

cK

1

_

_

h

3

(s) =

_

sinc s

c

2

K

1

+

sin s

c K

1

cos c s+cos s

cK

1

sinc s

cK

1

1

cK

1

_

K

2

(K

3

K

1

)

K

3

(K

2

K

1

)

sin s

_

_

(4.64)

where is dened in (4.62). Finally, for case 1, we can then compute the determi-

nant at s = L of the matrix H

op

whose columns (or rows) are given by the three

independent solutions (4.64), which reads

det

_

H

op

(L)

_

= 2 L

5

(1 cos L)

_

B

(2)

4

K

2

1

(K

3

K

1

)

_

. (4.65)

where

B =

_

1 +

_

2

L

_

2

(K

3

K

1

)

A

1

_

. (4.66)

Note that also B, as W in (4.54), is dimensionless, given (4.55).

For case 2 the eigenvectors are all the same as in (4.63), except for f

4

and f

6

which

read respectively

f

4,6

=

_

_

_

_

_

_

_

_

_

_

_

_

_

K

2

K

3

c (K

1

K

3

)

_

(K

2

K

1

)

K

1

K

3

_

K

2

K

3

0

c K

1

2

_

K

2

K

3

c K

1

2

__

K

2

K

1

K

1

K

3

_

_

_

_

_

_

_

_

_

_

_

_

_

_

. (4.67)

For case 2, the three independent solutions of (4.17) satisfying (4.16) with the as-

sumption (4.59) are:

h

1

(s) =

_

_

A

1

+c

2

(K

1

K

3

)

A

1

c

2

(K

1

K

3

)

s +

sin c s

c

3

K

1

+

K

3

sinh s

c

2

K

1

(K

1

K

3

)

cos c s

c

2

K

1

+

K

3

cosh sK

1

c

2

K

1

(K

1

K

3

)

sinh s

c K

1

sin c s

c

2

K

1

_

_

h

2

(s) =

_

_

K

1

(K

1

K

3

) cos c sK

3

cosh s

c

2

K

1

(K

1

K

3

)

sinc s

c K

1

1

c K

1

_

K

3

(K

2

K

1

)

K

2

(K

1

K

3

)

sinh s

cos c scosh s

cK

1

_

_

85

h

3

(s) =

_

sin c s

c

2

K

1

+

sinh s

c K

1

cos c s+cosh s

cK

1

sinc s

cK

1

+

1

cK

1

_

K

2

(K

1

K

3

)

K

3

(K

2

K

1

)

sinh s

_

_

(4.68)

where is dened in (4.62). The determinant at s = L of the matrix H

op

in this

case then reads

det

_

H

op

(L)

_

= 2 L

5

(cosh L 1)

_

B

(2)

4

K

2

1

(K

1

K

3

)

_

. (4.69)

where B was dened in (4.66).

For case 3, the eigenvectors associated with the eigenvalue 0 are f

1

as in (4.63),

and

f

2

=

_

_

_

_

_

_

_

_

_

_

1

1

0

0

0

c K

1

2

_

_

_

_

_

_

_

_

_

_

f

3

=

_

_

_

_

_

_

_

_

_

_

_

1

1

K

2

c (K

2

K

1

)

0

K

1

K

2

2 (K

2

K

1

)

c K

1

2

_

_

_

_

_

_

_

_

_

_

_

f

4

=

_

_

_

_

_

_

_

_

_

_

_

1

1

K

1

K

2

A

1

(K

2

K

1

)

K

2

c (K

2

K

1

)

K

1

K

2

(K

2

K

1

)

K

1

K

2

2 (K

2

K

1

)

K

1

K

2

c (K

2

K

1

)

+

c K

1

2

_

1

K

1

K

2

A

1

(K

2

K

1

)

_

_

_

_

_

_

_

_

_

_

_

_

(4.70)

whereas the eigenvectors associated with the eigenvalues i c are equivalent to the

eigenvectors f

3,5

in (4.63). The general solution to (4.17) in case 3 can thus be

written as

h(s) =

_

_

_

1

0

0

_

_

_

+

_

_

_

_

_

1

1

0

_

_

_

+ s

_

_

_

1

0

0

_

_

_

_

_

+

_

_

_

_

_

1

1

K

2

c (K

2

K

1

)

_

_

_

+ s

_

_

_

1

1

0

_

_

_

+

s

2

2

_

_

_

1

0

0

_

_

_

_

_

+

_

_

_

_

_

1

1

K

1

K

2

A

1

(K

2

K

1

)

K

2

c (K

2

K

1

)

_

_

_

+ s

_

_

_

1

1

K

2

c (K

2

K

1

)

_

_

_

+

s

2

2

_

_

_

1

1

0

_

_

_

+

s

3

6

_

_

_

1

0

0

_

_

_

_

_

+ e

ics

_

_

_

1

c

i

1

_

_

_

+ e

ics

_

_

_

1

c

i

1

_

_

_

. (4.71)

86

Accordingly to (4.71) for case 3 the three independent solutions of (4.17) satis-

fying (4.16) with the assumption (4.59) are:

h

1

(s) =

_

_

_

1

A

1

1

c

2

K

1

_

s +

(K

2

K

1

)

6 K

2

K

1

s

3

+

sin c s

c

3

K

1

(K

2

K

1

)

2 K

1

K

2

s

2

+

cos c s1

c

2

K

1

c ssinc s

c

2

K

1

_

_

h

2

(s) =

_

_

1cos c s

c

2

K

1

(K

2

K

1

)

2 K

1

K

2

s

2

_

1

K

1

+

1

K

2

_

s +

sinc s

c K

1

cos c s1

cK

1

_

_

h

3

(s) =

_

_

c ssinc s

c

2

K

1

1cos c s

cK

1

sinc s

c K

1

_

_

(4.72)

Given (4.72), the determinant at s = L of the matrix H

op

in this case reads

det

_

H

op

(L)

_

=

L

5

(K

2

K

1

)

(2)

2

K

3

1

K

2

(4.73)

which corresponds exactly to the limit, as K

3

K

1

, of both determinants (4.65)

and (4.69). We note that a similar event occurs as for K

3

= K

1

there still exists

a unique, isolated, minimizer corresponding to a circle in the (y, z) plane with the

lowest bending stiness equal to the twist stiness. In other words the analysis

carried out in the previous chapters is valid, as we have not yet reached a conjugate

point, which instead would be reached if the limit K

2

K

1

was considered. In

contrast, as the limit K

2

K

1

is approached, a whole torus of solutions each

corresponding to a circle in the (y, z) plane is present. Each member of the family

of solution is related to the other ones of the family by a rotation about the tangent to

the centerline and necessarily s = L will be a conjugate point. This occurrence does

not allow for a straightforward application of the theory presented in the previous

chapters as a way to factorize the symmetry out needs to be found.

Probability density

To conclude, assuming K

1

< K

2

; K

1

< K

3

and taking into account (4.58) and

(4.65), the probability density function for a uniform shearable extensible rod of

forming a circular conguration reads

[q

0

, q

0

; 0, L] 2 e

E

min

det

2H(L)

87

= 2 e

2

2

K

1

L

_

_

2

_

3/2

_

4 (2)

4

K

3

1

L

7

W

2

_

p

_

_

2

_

3/2

(2)

4

K

2

1

(K

3

K

1

)

L

5

B(1 cos L)

_

op

= 2 e

2

2

K

1

L

4

3

L

6

W

_

K

5

1

(K

3

K

1

)

B (1 cos L)

_

(4.74)

where W was dened in (4.54), B in (4.66) and in (4.62). Recalling that W in

(4.54) and B in (4.66) are dimensionless, the whole correction term has dimensions

[correction] =

1

[E]

3

[L]

6

_

[E]

6

[L]

6

=

1

[L]

3

. (4.75)

Dening

L

p

= K

1

,

L = L/L

p

(4.76)

the formula (4.74) becomes

[q

0

, q

0

; 0, L] 2 e

2

L

4

L

6

A

_

1

B (1 cos )

_

1

L

3

p

(4.77)

where

= 2

(K

3

K

1

) (K

2

K

1

)

K

2

K

3

(4.78)

and

A =

_

1 + 4

2

_

1

Sh

2

+

1

Ex

_

1

L

2

_

B =

_

1 + 4

2

_

( 1)

Sh

1

_

1

L

2

_

(4.79)

with

Sh

1

=

2

A

1

K

1

, Sh

2

=

2

A

2

K

1

, Ex =

2

A

3

K

1

, =

K

3

K

1

. (4.80)

Furthermore, we could consider the limit as A

i

are sent to innity of the probability

density function in (4.77) to get

[q

0

, q

0

; 0, L]

Lim

2 e

2

L

4

L

6

_

(K

3

K

1

)

K

1

(1 cos )

_

1

L

3

p

(4.81)

In the limiting case where K

1

= K

3

, taking into account (4.58) and (4.73), the

probability density function is given by

[q

0

, q

0

; 0, L] 2 e

E

min

det

2H(L)

88

= 2 e

2

2

K

1

L

_

_

2

_

3/2

_

4 (2)

4

K

3

1

L

7

W

2

_

p

_

_

2

_

3/2

(2)

2

K

3

1

K

2

L

5

(K

2

K

1

)

_

op

= 2 e

2

2

K

1

L

2

3

K

3

1

L

6

W

_

K

2

(K

2

K

1

)

_

(4.82)

where again W is dened in (4.54). Making use of the denitions (4.76) yields to

[q

0

, q

0

; 0, L] 2 e

2

L

2

L

6

W

_

K

2

(K

2

K

1

)

_

1

L

3

p

(4.83)

and again taking the limit as the shears are sent to innity leads to

[q

0

, q

0

; 0, L]

lim

2 e

2

L

2

L

6

_

K

2

(K

2

K

1

)

_

1

L

3

p

(4.84)

which in fact corresponds to the limit of (4.81) as K

3

approaches K

1

.

4.2 Unshearable inextensible rods

As we have already discussed in Chapter 1 and 3, inextensible and unshearable rods

are constrained to have their length xed and not to deform along an orthogonal

plane to the rods cross section. For these rods the shear stinesses rise to innity,

indicating the prohibition for the rod to explore congurations in which deformations

associated with the shear stinesses are present and the director d

3

(s) corresponds

to the tangent vector to the centerline, as in (1.52). In any conguration of an

inextensible and unshearable rod the parameter s is arc-length, so that the vector

V dened in (1.13) is identically equal to zero. The constraint (1.52) is an integral

constraint, as is clear in (1.54), which complicates matters as far as the derivations

in Chapter 2 and 3 are concerned. Moreover, our ultimate aim being the modeling

of DNA, it is not inappropriate to consider instead of a constrained rod, a slightly

shearable and extensible one and dene the inextensible unshearable rod to coincide

with the limit of the unconstrained rod as the shear stinesses approach innity.

Accordingly, we scale the stiness matrix by an arbitrary factor > 0, so that

the stiness matrix in the moving frame reads

P =

_

A/ 0

0 K

_

(4.85)

89

where the matrices A and K are respectively dened in (4.2) and (4.3). The con-

strained system of an inextensible and unshearable rod, corresponds to the limit in

which, for nite shears, 0 and P

1

has a nite limit:

P

1

P

1

inext

=

_

0 0

0 K

1

_

. (4.86)

4.2.1 A circular loop

As in the shearable extensible case, the boundary conditions for a circular loop are

(4.6). We will again assume the circular loop to be stable and to be in the (y, z)

plane, so that the condition K

1

< K

2

is forced. In particular, we will again assume

y 0. The strains are given in (4.8) and (4.9). The centerline and the director

frame of the circular loop are dened in (4.10) and (4.11), whereas the rotation

matrix relating the xed frame to the moving frame is given in (4.13). According to

Chapter 3, we will directly proceed to considering the rst order Hamiltonian system

(3.83), where the variable z is dened in (3.85). In this specic example, the limiting

matrix (3.91) allows again for a decoupling between the evolution equations along

the rod of the in-plane and o-plane uctuations and their respective conjugate

momenta (3.86). Therefore we shall keep in mind the denitions (4.38) and imagine

an analogous denition for the in-plane and out-of-plane conjugate momenta: we

will then need to solve two dierent equations of the form

z

= [JS]

inext

z = U

inext

z (4.87)

where in each case the variable z R

6

and the matrix U

inext

= [JS]

inext

will be given

either by, for the in-plane uctuations,

U

inext

p

= lim

0

_

_

_

_

_

_

_

_

_

_

0 c 1

A

2

0 0

c 0 0 0

A

3

0

0 0 0 0 0

1

K

1

0 0 0 0 c 0

0 0 0 c 0 0

0 0 0 1 0 0

_

_

_

_

_

_

_

_

_

_

=

_

_

_

_

_

_

_

_

_

_

0 c 1 0 0 0

c 0 0 0 0 0

0 0 0 0 0

1

K

1

0 0 0 0 c 0

0 0 0 c 0 0

0 0 0 1 0 0

_

_

_

_

_

_

_

_

_

_

(4.88)

90

or by, for the out-of-plane uctuations,

U

inext

op

= lim

0

_

_

_

_

_

_

_

_

_

_

_

0 1 0

A

1

0 0

0 0

c (2 K

2

K

1

)

2 K

2

0

1

K

2

0

0

c (2 K

3

K

1

)

2 K

3

0 0 0

1

K

3

0 0 0 0 0 0

0 c

2

K

2

1

4 K

3

0 1 0

c (2 K

3

K

1

)

2 K

3

0 0 c

2

K

2

1

4 K

2

0

c (2 K

2

K

1

)

2 K

2

0

_

_

_

_

_

_

_

_

_

_

_

=

_

_

_

_

_

_

_

_

_

_

_

0 1 0 0 0 0

0 0

c (2 K

2

K

1

)

2 K

2

0

1

K

2

0

0

c (2 K

3

K

1

)

2 K

3

0 0 0

1

K

3

0 0 0 0 0 0

0 c

2

K

2

1

4 K

3

0 1 0

c (2 K

3

K

1

)

2 K

3

0 0 c

2

K

2

1

4 K

2

0

c (2 K

2

K

1

)

2 K

2

0

_

_

_

_

_

_

_

_

_

_

_

. (4.89)

In particular we can conclude that the analysis carried out in the previous sec-

tion concerning the eigenvectors and proper/generalized eigenvectors of each of the

matrices (4.51) and (4.61), is enough to complete the spectral analysis of the ma-

trices given in (4.88) and (4.89). In fact the parameter can be thought of as a

perturbation parameter, so that the unperturbed system would correspond to the

inextensible/unshearable system, whereas the perturbed system would correspond

to the extensible/shearable system. In this sense we could write

U

p

() = U

inext

p

+ U

1

p

U

op

() = U

inext

op

+ U

1

op

(4.90)

where U

p

(), U

op

() correspond to matrices (4.51) and (4.61) once the scaling

(4.85) is introduced; matrices U

inext

p

and U

inext

op

are given in (4.88) and (4.89); and

U

1

p

, U

1

op

are constant matrices. Even with the scaling (4.85), the eigenvalues of

(4.51) and (4.61) do not depend on , so that they will be identical to the eigenval-

ues of their correspondending zero order or unperturbed matrices (4.88) and (4.89).

The proper and generalized eigenvectors of (4.88) and (4.89) in turn will just co-

incide to the limit, as the perturbation parameter approaches zero, of the proper

and generalized eigenvectors of the scaled version of matrices (4.51) and (4.61). The

only substantial dierence is that the Jacobi equations (4.17) do not have an ap-

propriate limit in the unperturbed system, so that only the associated rst order

Hamiltonian equations (4.87) can be considered and solved. In the following, as for

91

the shearable extensible case, we will compute the two distinguished contributions

to the second order correction of the probability density function of an inextensible

and unshearable rod to form a circular loop, separately.

In-plane uctuations

For the in-plane uctuations, the solution to (4.87) is given by

z(s) = z(0)e

U

inext

p

s

. (4.91)

where U

inext

p

is given in (4.88). We can again write this solution in the form (4.52)

by means of the eigenvalues and the proper/generalized eigenvectors of (4.88). The

matrix (4.88) has the same eigenvalues as the matrix U

p

dened in (4.51). The

basis F of the proper and generalized eigenvectors of (4.88) reads

f

1

=

_

_

_

_

_

_

_

_

_

_

0

1

c

0

0

0

_

_

_

_

_

_

_

_

_

_

, f

2

=

_

_

_

_

_

_

_

_

_

_

1

c

1

c

0

0

c K

1

_

_

_

_

_

_

_

_

_

_

, f

3

=

_

_

_

_

_

_

_

_

_

_

1

i

0

0

0

0

_

_

_

_

_

_

_

_

_

_

, f

4

=

_

_

_

_

_

_

_

_

_

_

2 i

c

1

c

2

2 c

2

K

1

2 i c

2

K

1

2 i c K

1

_

_

_

_

_

_

_

_

_

_

(4.92)

where f

1,2

are the proper/generalized eigenvectors associated with the eigenvalue 0,

f

3,4

are the proper/generalized eigenvectors associated with the eigenvalue ic (and

f

5

=

f

3

, f

6

=

f

4

). Indeed, the basis (4.92) corresponds to the limit of the basis F in

(4.53) for 0, as, taking into account (4.85), for nite shears,

lim

0

W = lim

0

_

1 + c

2

K

1

A

2

+ A

3

A

2

A

3

_

= 1. (4.93)

Using the basis (4.92) we can write the general solution (4.91)

z(s) = f

1

+ [f

2

+ s f

1

] + e

i c s

f

3

+ e

i c s

[f

4

+ sf

3

] + e

i c s

f

5

+ e

i c s

[f

6

+ sf

5

]

(4.94)

where the constants , , , , , are xed by the initial conditions (4.20). In par-

ticular, recalling that we are considering just the in-plane uctuations and their

associate conjugate momenta, so that the vector eld z(s) R

6

, we will need the

three independent solutions of the form (4.94) satisfying the initial conditions for

j = 1...3

z

j

(0) =

_

0

e

j

_

. (4.95)

92

where {e

j

}

j=1,2,3

is the canonical basis in R

3

. The three sought independent solutions

read

z

1

(s) =

_

_

_

_

_

_

_

_

_

_

c s cos c ssinc s

2 c

3

K

1

2 (1cos c s)c s sinc s

2 c

3

K

1

1cos c s

c

2

K

1

cos c s

sin c s

sin c s

c

_

_

_

_

_

_

_

_

_

_

, z

2

(s) =

_

_

_

_

_

_

_

_

_

_

2 (cos c s1)+c s sin c s

2 c

3

K

1

c s(2+cos c s)3 sin c s

2 c

3

K

1

c ssinc s

c

2

K

1

sin c s

cos c s

1cos c s

c

_

_

_

_

_

_

_

_

_

_

, z

3

(s) =

_

_

_

_

_

_

_

_

_

_

cos c s1

c

2

K

1

c ssinc s

c

2

K

1

s

K

1

0

0

1

_

_

_

_

_

_

_

_

_

_

.

(4.96)

Finally, the determinant of the (3 3) matrix H(L)

inext

p

which columns (or rows)

are given by the rst three components of each of the three independent solutions

(4.96), is given by

det

_

H

inext

p

(L)

_

=

L

7

4 (2)

4

K

3

1

. (4.97)

The determinant in (4.97) exactly corresponds to the limit as 0 of the determi-

nant in (4.58).

Out-of-plane uctuations

For the out-of-plane uctuations, the solution to (4.87) is given by

z(s) = z(0)e

U

inext

op

s

. (4.98)

where U

inext

op

is given in (4.89). As said before, the matrix (4.89) has the same

eigenvalues as the matrix U

op

dened in (4.61): assuming K

1

< K

2

, we shall again

discuss the three possible cases K

1

< K

3

, K

1

> K

3

, K

1

= K

3

.

For case 1, the basis F of the proper and generalized eigenvectors of (4.89) reads

f

1

=

_

_

_

_

_

_

_

_

_

_

1

0

0

0

0

0

_

_

_

_

_

_

_

_

_

_

, f

2

=

_

_

_

_

_

_

_

_

_

_

1

1

0

c

2

(K

3

K

1

)

0

c (2 K

3

K

1

)

2

_

_

_

_

_

_

_

_

_

_

, f

3

=

_

_

_

_

_

_

_

_

_

_

1

c

i

1

0

c K

1

2

i

c K

1

2

_

_

_

_

_

_

_

_

_

_

, f

4

=

_

_

_

_

_

_

_

_

_

_

_

_

_

K

2

K

3

c (K

3

K

1

)

i

_

(K

2

K

1

)

(K

3

K

1

)

_

K

2

K

3

0

_

K

2

K

3

c K

1

2

i c K

1

2

__

K

2

K

1

K

3

K

1

_

_

_

_

_

_

_

_

_

_

_

_

_

_

(4.99)

where f

1,2

are the proper/generalized eigenvectors associated with the eigenvalue 0,

f

3,4

are respectively the proper eigenvectors associated with the eigenvalue ic and

93

i, dened in (4.62), and of course f

5

=

f

3

, f

6

=

f

4

. Using the basis (4.99) we can

write the general solution (4.98) which reads

z(s) = f

1

+ [f

2

+ s f

1

] + e

i c s

f

3

+ e

i s

f

4

+ e

i c s

f

5

+ e

i s

f

6

(4.100)

The three independent solutions satisfying (4.95) are given by

z

1

(s) =

_

_

_

_

_

_

_

_

_

_

_

s

c

2

(K

3

K

1

)

+

sinc s

c

3

K

1

K

3

sins

c

2

K

1

(K

3

K

1

)

cos c s

c

2

K

1

+

K

1

K

3

cos s

c

2

K

1

(K

3

K

1

)

sin s

c K

1

sinc s

c

2

K

1

1

sin s

2

sinc s

2 c

1cos c s

2 c

+

K

3

(1cos s)

2 c (K

3

K

1

)

_

_

_

_

_

_

_

_

_

_

_

, z

2

(s) =

_

_

_

_

_

_

_

_

_

_

_

_

K

1

+(K

3

K

1

) cos c sK

3

cos s

c

2

K

1

(K

3

K

1

)

sin c s

cK

1

1

c K

1

_

K

3

(K

2

K

1

)

K

2

(K

3

K

1

)

sin s

cos c scos s

cK

1

0

1

2

[cos c s + cos s]

1

2

_

sin c s +

_

K

3

(K

2

K

1

)

K

2

(K

3

K

1

)

sin s

_

_

_

_

_

_

_

_

_

_

_

_

_

,

z

3

(s) =

_

_

_

_

_

_

_

_

_

_

_

_

sin c s

c

2

K

1

+

sins

c K

1

cos c s+cos s

cK

1

sin c s

cK

1

1

cK

1

_

K

2

(K

3

K

1

)

K

3

(K

2

K

1

)

sin s

0

1

2

_

sin c s +

_

K

2

(K

3

K

1

)

K

3

(K

2

K

1

)

sin s

_

1

2

[cos c s + cos s]

_

_

_

_

_

_

_

_

_

_

_

_

(4.101)

where is dened in (4.62). The determinant of the (3 3) matrix H(L)

inext

op

which

columns (or rows) are given by the rst three components of each of the three

independent solutions (4.101), is given by

det

_

H

inext

op

(L)

_

= 2 L

5

(1 cos L)

_

1

(2)

4

K

2

1

(K

3

K

1

)

_

. (4.102)

The determinant in (4.102) exactly corresponds to the limit as 0 of the deter-

minant in (4.65), taking into account that

lim

0

B = lim

0

_

1 +

_

2

L

_

2

(K

3

K

1

)

A

1

_

= 1. (4.103)

For case 2, the basis F of the proper and generalized eigenvectors of (4.89) is equal

to the basis (4.99) where the eigenvectors f

4,6

associated to have been replaced

by (4.67). The general solution reads as in (4.100), where is replaced by dened

in (4.62) and the eigenvectors f

4,6

are replaced by (4.67). The three independent

94

solutions satisfying (4.95) are given by

z

1

(s) =

_

_

_

_

_

_

_

_

_

_

_

s

c

2

(K

1

K

3

)

+

sin c s

c

3

K

1

+

K

3

sinh s

c

2

K

1

(K

1

K

3

)

cos c s

c

2

K

1

+

K

1

+K

3

cosh s

c

2

K

1

(K

1

K

3

)

sin s

c K

1

sinc s

c

2

K

1

1

sinh s

2

sin c s

2 c

1cos c s

2 c

+

K

3

(cosh s1)

2 c (K

1

K

3

)

_

_

_

_

_

_

_

_

_

_

_

, z

2

(s) =

_

_

_

_

_

_

_

_

_

_

_

_

K

1

+(K

3

K

1

) cos c sK

3

cosh s

c

2

K

1

(K

1

K

3

)

sin c s

cK

1

1

c K

1

_

K

3

(K

2

K

1

)

K

2

(K

1

K

3

)

sinh s

cos c scosh s

cK

1

0

1

2

[cos c s + cosh s]

1

2

_

sin c s +

_

K

3

(K

2

K

1

)

K

2

(K

1

K

3

)

sinh s

_

_

_

_

_

_

_

_

_

_

_

_

_

z

3

(s) =

_

_

_

_

_

_

_

_

_

_

_

_

sin c s

c

2

K

1

+

sinh s

c K

1

cos c s+cosh s

cK

1

sin c s

c K

1

1

c K

1

_

K

2

(K

1

K

3

)

K

3

(K

2

K

1

)

sinh s

0

1

2

_

sin c s

_

K

2

(K

1

K

3

)

K

3

(K

2

K

1

)

sinh s

_

1

2

[cos c s + cosh s]

_

_

_

_

_

_

_

_

_

_

_

_

(4.104)

As expected the determinant of the (33) matrix H(L)

inext

op

whose columns (or rows)

are given by the rst three components of each of the three independent solutions

(4.104), reads

det

_

H

inext

op

(L)

_

= 2 L

5

(cosh L 1)

_

1

(2)

4

K

2

1

(K

1

K

3

)

_

, (4.105)

which again, taking into account (4.103), corresponds to the limit as 0 of (4.69).

For case 3, the eigenvectors associated with the eigenvalue 0 are f

1

, f

2

, f

3

as in (4.70),

and

f

4

=

_

_

_

_

_

_

_

_

_

_

_

1

1

K

2

c (K

2

K

1

)

K

1

K

2

(K

2

K

1

)

K

1

K

2

2 (K

2

K

1

)

K

1

K

2

c (K

2

K

1

)

+

c K

1

2

_

_

_

_

_

_

_

_

_

_

_

(4.106)

whereas the eigenvectors f

5,6

associated with the eigenvalues i c are equivalent to

the eigenvectors f

3,5

in (4.99). In this case the general solution (4.98) reads

z(s) = f

1

+ [f

2

+ s f

1

]+

_

f

3

+ s f

2

+

s

2

2

f

1

_

+

_

f

4

+ s f

3

+

s

2

2

f

2

+

s

3

6

f

1

_

+ e

ics

f

5

+ e

ics

f

6

.

(4.107)

95

The three independent solutions satisfying (4.95) are given by

z

1

(s) =

_

_

_

_

_

_

_

_

_

_

sin c sc s

c

3

K

1

+

(K

2

K

1

)

6 K

2

K

1

s

3

(K

2

K

1

)

2 K

1

K

2

s

2

+

cos c s1

c

2

K

1

c ssinc s

c

2

K

1

1

sin c sc s

2 c

1cos c s

2 c

+

c s

2

(K

2

K

1

)

4 K

2

_

_

_

_

_

_

_

_

_

_

, z

2

(s) =

_

_

_

_

_

_

_

_

_

_

_

1cos c s

c

2

K

1

(K

2

K

1

)

2 K

1

K

2

s

2

_

1

K

1

+

1

K

2

_

s +

sinc s

c K

1

cos c s1

cK

1

0

cos

_

c s

2

_

2

c (K

2

K

1

) s+K

2

sin c s

2 K

2

_

_

_

_

_

_

_

_

_

_

_

,

z

3

(s) =

_

_

_

_

_

_

_

_

_

_

c ssinc s

c

2

K

1

1cos c s

cK

1

sin c s

c K

1

0

1

2

sin c s

cos

_

c s

2

_

2

_

_

_

_

_

_

_

_

_

_

(4.108)

The determinant of the (3 3) matrix H(L)

inext

op

whose columns (or rows) are given

by the rst three components of each of the three independent solutions (4.108)

reads exactly as (4.73).

4.3 Conclusions and discussion

In this chapter we have treated the example of a non-isotropic, intrinsically straight

and untwisted rod and we have given explicit analytic expressions for the approxi-

mate probability density function for the rod to form a close loop. We have dealt

with both shearable, extensible rods and inextensible and unshearable ones.

For example, for K

1

< K

2

; K

1

< K

3

, the approximate probability density is

expressed in the following formulas (all other cases are also computed in the text)

Extensible Shearable rod

[q

0

, q

0

; 0, L] 2 e

2

2

K

1

L

4

3

L

6

W

_

K

5

1

(K

3

K

1

)

B (1 cos L)

_

(4.109)

where W was dened in (4.54), B in (4.66) and in (4.62),

Inextensible Unshearable

[q

0

, q

0

; 0, L] 2 e

2

2

K

1

L

4

3

L

6

_

K

5

1

(K

3

K

1

)

(1 cos L)

_

(4.110)

96

as W 1 and B 1 when 0 (as introduced in (4.85).

In non dimensional form, dening

L

p

= K

1

,

L = L/L

p

(4.111)

we have

Extensible Shearable rod

[q

0

, q

0

; 0, L] 2 e

2

L

4

L

6

A

_

1

B (1 cos )

_

1

L

3

p

(4.112)

where

A and

B are dened in (4.79), in (4.78),

Inextensible Unshearable

[q

0

, q

0

; 0, L] 2 e

2

L

4

L

6

_

(K

3

K

1

)

K

1

(1 cos )

_

1

L

3

p

. (4.113)

For an inextensible and unshearable rod, we plot in gures (4.4) and (4.5) re-

spectively the probability density function both in the planar case and in the full

3D case as a function of

L dened in (4.111). In both cases the probability density

function is low for short lengths, indicating mechanical resistance to bending on this

scale, then reaches a maximum, after which it decays, indicating that the polymer

has become too long and exible in order to nd its own end.

We conclude by noting that in all the examples seen, the antisymmetric part

of the coecient matrix C in the second variation is a non-zero matrix. Thus, the

Papadopoulos equations do not immediately collapse to the Jacobi equations in any

of the considered examples, although they all describe rods with rather simple phys-

ical properties. Furthermore we remark that if we were to consider the even simpler

example of a strut in the (y, z) plane, even there the matrix C is not symmetric.

Specically for the boundary conditions

r(0) = 0

d

i

(0) = e

i

(i = 1, 2, 3)

r(L) e

i

= 0 (i = 1, 2)

d

i

(L) = e

i

(i = 1, 2, 3)

n(L) e

3

= (4.114)

97

0 2 4 6 8 10 12 14 16

0

1

2

3

4

5

6

7

8

x 10

4

L/L

p

p

r

o

b

a

b

i

l

i

t

y

d

e

n

s

i

t

y

Figure 4.4: The probability density function of forming a closed loop for an inex-

tensible and unshearable uniform rod plotted as a function of

L, when only planar

uctuations are allowed.

0 2 4 6 8 10 12

0

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

x 10

5

L/L

p

p

r

o

b

a

b

i

l

i

t

y

d

e

n

s

i

t

y

k

1

=1

k

2

=2.2

k

3

=2

k

1

=1

k

2

=2

k

3

=2.5

Figure 4.5: The probability density function of forming a closed loop for an inexten-

sible and unshearable uniform rod plotted as a function of

L when in plane and out

of plane uctuations are allowed. Two dierent values of K

2

and K

3

are considered.

98

with a load applied at the end of the rod, there is a family (a trivial branch) of

equilibrium solutions corresponding to solutions with a straight centerline. We can

evaluate the second variation on this trivial branch, where

r(s) = (0, 0, (1 )s) (4.115)

and

n(s) = (0, 0, ) (4.116)

with

=

A

3

. (4.117)

On this trivial branch, the vectors u and v are of the form

u

1

= 0

u

2

= 0

u

3

= 0 (4.118)

and

v

1

= 0

v

2

= 0

v

3

= 1 . (4.119)

Then, the coecient matrices (1.49) of the second variation expressed in the moving

frame are given by (4.21) and

Q =

_

_

_

_

_

_

_

_

_

_

0 0 0 0 0 0

0 0 0 0 0 0

0 0 0 0 0 0

0 0 0 [A

2

+ ] 0 0

0 0 0 0 [A

1

+ ] 0

0 0 0 0 0 0

_

_

_

_

_

_

_

_

_

_

, (4.120)

and

C

a

=

1

2

_

_

_

_

_

_

_

_

_

_

0 0 0 0 [A

1

+ ] 0

0 0 0 [A

2

+ ] 0 0

0 0 0 0 0 0

0 [A

2

+ ] 0 0 0 0

[A

1

+ ] 0 0 0 0 0

0 0 0 0 0 0

_

_

_

_

_

_

_

_

_

_

. (4.121)

99

From (4.121) it is then clear that even in this extremely simple example the approach

we have derived in Chapter 2 and 3 is unavoidable.

100

Conclusions

In this thesis we have demonstrated that a functional integral formulation allows

an approximate evaluation of DNA looping probabilities when the DNA is modeled

as a continuum elastic rod in thermodynamic equilibrium with a solvent (or heat

bath). In particular we have shown that if the energy scale is large with respect to

the mechanical energy stored within the chain, and if the minimal energy congura-

tion between specied end conditions is locally unique, then the probability density

function for the chain to have its end-point at a xed conguration q(L) = q

L

in conguration space, including up to quadratic uctuations about the associated

minimal energy conguration q, can be expressed as

[q

0

, q

L

; 0, L] e

E| q

det

_

2

V

1

(L)

_

where each column of V

T

satises the linear system of Jacobi equations for the

second variation of the functional energy E associated to the conguration.

The rst part of the proof is a translation to the case of real-valued path-integrals

of results of Papadopoulos [43] derived for the imaginary path-integrals arising in

quantum mechanical system. The second part of the proof is the introduction of the

non-linear change of variables

V

1

dV

ds

P = D

1

dD

ds

P+C

a

associating solutions D of the non-linear Papadopoulos matrix equation to the ma-

trix of Jacobi elds V

T

satisfying the linear Jacobi equations and appropriate initial

conditions. These two matrices trivially coincide (and the nonlinear terms in the

Papadopoulos equations vanish) in the absence of cross terms (C

a

= 0) in the sec-

ond variation of the functional energy. However, in the presence of cross-terms, as

is typical for elastic rods modeling DNA, the change of variables is both necessary

and nontrivial. The third part of the proof is the observation that the two matrix

solutions D(s) and V

T

(s) share the same determinant, which is the only ingredient

appearing in our formula for the approximation of the probability density function.

Thus the path-integral formulation of the approximate, or semi-classical, probability

density function including quadratic uctuations can be evaluated in terms of the

assumed local energy minimizer satisfying the prescribed end-point conditions and

the solution of an initial value problem for the associated linear Jacobi dierential

equations.

Furthermore, we have shown that for shearable, extensible elastic rods that are

described in conguration space as framed curves, and therefore by pairs of inde-

pendent variables q(s) = (r(s), R(s)), with r(s) R

3

and R(s) SO(3), the

probability density can be expressed as in the formula above, where the measure

in conguration space is provided by means of an appropriate parametrization of

the Euler parameters or quaternions. Within the context of elastic rods we have

thus provided a method to evaluate, up to second order corrections, the probability

density function of nding one end of the rod at a xed location and orientation

as a function of the associated minimum energy conguration and the Jacobi elds

associated with the second variation.

In rod theory, and in particular in models of DNA, it is common to assume a con-

strained theory in which the variable r(s) is slaved to R(s) through the constraints

of inextensibility and unshearability, with the only vestige of the centerline r(s) be-

ing three scalar, isoperimetric constraints on R(s) expressing boundary conditions

on r. We also showed that our semi-classical path integral formulation extends

to this constrained problem merely by dint of taking the appropriate inextensible,

unshearable limit in the Hamiltonian form of the associated Jacobi equations.

For someone familiar with the path-integral literature, the fact that the semi-

classical approximation involves a determinant of a set of solutions to the Jacobi

equations is unsurprising [48] [52] [54] [57] . Nevertheless we believe the proof of this

fact for real-valued path integrals, and in the presence of cross terms in the second

variation to be original. As regards the application, the problem of DNA looping

including models involving rods is currently a rather active research domain, but

there is nothing in the literature that refers to the Jacobi eld as a means to evaluate

probability density functions. This may in part be due to the fact that it is typical to

adopt an inextensible, unshearable model of DNA for which the appropriate system

of Jacobi equations are not widely knownthe only modern citation of which we are

aware is [33]. We were only able to realize the appropriate semi-classical result for

this constrained model from the limit (in the Hamiltonian version) of the appropriate

102

Jacobi system in the unconstrained model.

In the last chapter of the thesis, we provide completely explicit, analytic expres-

sions for the semi-classical probability density function for the particular case of

a uniform, non-isotropic, intrinsically straight and untwisted rod to form a closed

loop.

The main theoretical concerns which are not discussed in this thesis are related

to the existence of

multiple, but isolated minima,

conjugate points,

non-isolated minima.

Throughout the derivation we have assumed the existence of a unique minimizer

of the energy E for the given boundary data. However it is known that the boundary

value problems for elastic rods modeling DNA frequently do exhibit multiple minima.

Around each isolated minimizer the analysis presented here could still be applied,

and consequently, a second order correction as expressed in the formulas above may

be computed. The total probability density of forming a loop with boundary condi-

tions which admit distinct isolated minimizers, will thus be given by the sum of each

individual probability density as computed around the respective minimizers. For

instance, in the example of Chapter 4, closed loops could be formed with both left

and right handed circles (because the director framing allows a distinction between

these two cases), and in our theoretical derivation the two circles are considered as

distinct minimizers, so that (in this case by symmetry) the total probability density

of any circular loop forming would be twice that predicted by the semi-classical

computation at one of the circles. Similarly, in principle, the total looping proba-

bility of any closed conguration would have contributions from double and triple

covered circles, and single and multiple covered gure eight congurations, although

the comparatively high energy of these equilibria and the associated small value of

the pre-factor in the semi-classical probability density function would presumably

mean that their contribution is negligible.

The absence of conjugate points, that is points 0 < s < L where a non trivial

solution to the Jacobi equations vanishes, is a completely natural restriction in the

theory described here. As a conjugate point is approached the semi-classical prob-

ability density will diverge. In fact at that specic s, the matrix of Jacobi elds

will have linearly dependent columns, and the matrix itself will be singular with

103

vanishing determinant. If the conjugate point occurs within the interval considered,

the whole algebraic argument used to derive the Papadopoulos equations [43] fails,

as well as the non-linear change of variables, which relies on the non-singularity of

the matrices D(s) and V(s), s = 0. That this is the case is completely natural,

as absence of a conjugate point is intrinsically associated with the stability proper-

ties of equilibrium congurations. For unconstrained problems it is well-known that

when Legendres strengthened condition is satised, in our case whenever the sym-

metric stiness matrix is positive denite, then the absence of any conjugate point

is a necessary condition for a given equilibrium conguration to actually be a local

minimizer for the energy. Analogous results have been proven for isoperimetrically

constrained systems, including the case of inextensible, unshearable rods that is of

interest here [33], [40]. In other words, the theory should break down as soon as

a conjugate point is reached, as the conguration around which perturbations are

being considered ceases to be a local minimizer for the associated energy.

We remark that in the quantum mechanics literature for the case of imaginary

path-integrals, the presence of conjugate points is a much more delicate issue. In

the context of semi-classical quantum mechanics, the singularities of the Van-Hove-

Morette determinant have been discussed for the rst time by P. Choquard [57]. In

this context there are results such as the Gutzwiller formula [65], which provides a

correction to the semi-classical kernel through a phase factor related to the Maslov-

Morse index, which in turn quanties the dimension of the space over which the

second variation is negative.

In the case of real path-integrals and the application of looping of DNA, one

context where the presence of conjugate points is to be expected and should be

treated is that of isotropic boundary value problems, where the equilibria are local

minima, but are non-isolated because of a continuous symmetry that generates a

family of local minima. Perhaps the simplest case of this is the three-dimensional

looping problem described in Chapter 4 for an isotropic rod, for example the case

K

1

= K

2

and A

1

= A

2

. Then there are not only right and left circular equilibria, but

a one-parameter family of circular loops with left and right pairs lying in each dif-

ferent plane containing the prescribed tangent. In that example s = L is necessarily

a conjugate point because of the non-isolation, so that the semi-classical formula as

stated does not apply. To handle this problem in future work it should be possible to

restrict uctuations to those orthogonal to the null eigenfunction corresponding to

the conjugate point to obtain a nite semi-classical correction, and then to integrate

around the orbit of all equilibria to obtain an overall probability density function.

104

As far as biologically relevant applications of the theory developed here are con-

cerned, further research should go in at least three distinct directions, namely

understanding regimes in which the semi-classical approximation is valid,

implementing sequence dependence,

extending the theory to more general looping problems.

Each of these directions appears to require the addition of numerical computation.

It has thus far not been stressed, but one of the major benets of the semi-classical

formulas developed here is that they are highly amenable to numerics. The numerical

computation of the energy minimizer involves the solution of the Euler-Lagrange

equations, i.e. a nonlinear two-point boundary value problem. This is a nontrivial

numerical task, but various methods involving symmetry breaking and parameter

continuation have now been suciently developed [19] [32] [34] that it can now

be regarded as routine in the context of DNA looping equilibria. In any case,

computation of the equilibrium shape is an unavoidable part of any simulation.

An attractive feature of the uctuation correction term is that it involves only the

numerical solution of a matrix, linear, ordinary dierential equation with appropriate

initial value conditions.

We are unaware of any analytic result, or error estimate, quantifying the level of

approximation involved in considering only quadratic uctuations. In the context of

DNA, the expectation is that for suciently short segments the elastic energy in the

pre-factor will dominate the uctuation correction. The simple examples considered

in Chapter 4 would be useful to further analyze and quantify this expectation. In

these examples the semi-classical probability density function is known explicitly

as a function of all the parameters in the problem, so that numerical implementa-

tions of code to evaluate the formula can be found. More interestingly the problems

are simple enough that direct comparison with a relatively small number of com-

putationally intensive Monte Carlo simulations could be carried out for ranges of

parameter values to gain insight into the accuracy of the semi-classical formulas.

To include sequence dependence in a computational evaluation of the semi-

classical formula is relatively straightforward. The only critical point is that ac-

curate sequence-dependent parameter sets for DNA are not known, or at least are

not generally accepted. In particular, although the theory that has been derived is

for energy densities at most quadratic in their variables, this quadratic energy could

be regarded as the rst terms in a Taylor expansion of any given energy functional.

105

Until at least these quadratic coecients are known for DNA to a reasonable level

of accuracy an extension of our theory to non-quadratic energy densities does not

appear to be a pressing issue.

A more interesting generalization lies in other conditional probability densities

that could reasonably be interpreted as looping in a biological context. Specically

one could study the probability that the two ends r(0) and r(L) coincide with no

requirement on the orientations R(0) and R(L). An analysis of this problem would

require a relaxation of the assumption of Dirichlet boundary conditions on location

and orientation at both ends. Such a generalization seems to be analytically quite

feasible.

To conclude, the semi-classical probability density function formulas that we

have obtained are of quite general applicability, especially as, in contrast to prior

theories for predicting looping, no assumption is made on uniformity of the chain,

or on isotropy, or on the presence or absence of the integral constraints that arise in

inextensible, unshearable models for DNA. Thus, we believe that the theory derived

here to be rather robust and to have the potential to describe a variety of dierent

situations which are of relevance to understanding DNA looping in vivo and in

analyzing ongoing experiments aimed at understanding sequence-dependent eects

in the mechanical properties of DNA.

106

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39, 499-512 (2004).

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phys. Lett. 73 (5), 684-690 (2006).

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112

Curriculum Vitae

I was born in that lovely polluted city of Milano, Italy. I was raised happily among an

extended family of scientists and music lovers. As far as my education is concerned

2003-

PhD student and assistante doctorante under the supervision of Prof. John

H. Maddocks, Chaire dAnalyse Appliquee, Ecole Polytecnique de Lausanne,

Switzerand.

2004

MPhil, Insitute of Cosmology and Gravitation, Portsmouth University. Dis-

sertation title: Low-energy eective theory for brane-world models. Advisor:

Prof. David Wands, Insitute of Cosmology and Gravitation, Portsmouth Uni-

versity.

2002

Degree in Physics with honors (110/110 cum laude), Universit`a degli Studi

di Milano, Italy. Dissertation title: Cosmological implications of scenarios

with innite extra-dimensions. Advisors: Prof. Daniela Zanon, Universit`a

degli Studi di Milano, Italy; Prof. Sabino Matarrese, Universit`a degli Studi

di Padova, Italy and Prof. Antonio Riotto, Universit`a degli Studi di Padova,

Italy.

Pubblications:

Ludovica Cotta-Ramusino and David Wands, Low-energy eective theory for a

Randall-Sundrum scenario with a moving bulk brane, Phys. Rev. D, 75 104001-

1-9 (2007).

Awards:

2006

Teaching Award: Prime de rendiment , EPFL Lausanne, CH.

113

2002

Research Award: Introduction to Research in Mathematics, Department of

Mathematics Universit`a degli Studi di Milano, IT.

114

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