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A path-integral formalism of DNA looping

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

(s). The projection of the tangent vector 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

(s) is the tangent to the centerline and



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

is dened in equation (1.18).


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

being dened in equation (1.8),


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

(s). The parameter s is arc-length in all congurations.


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 ,

t + ] is arbitrarily small for any xed small .


We will assume that the conguration which minimizes the energy
E[q(s)] =
_
L
0
W(q(s), q

(s), s)ds q(s) R


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

has to be the same of D


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

(0) is a non singular matrix.


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

(0). The opposite implication is also true.


Assuming now V(0) = 0 and V

(0) invertible, on the left hand side we have:


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)

detV(s) = c detD(s) (2.119)


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(

t) for each coecient matrix, so that a direct application


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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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.
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2002
Research Award: Introduction to Research in Mathematics, Department of
Mathematics Universit`a degli Studi di Milano, IT.
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