Implicit model for water under nanoconfinement

Andrea Porro
Sorbonne Université
Università degli Studi di Milano

Supervisor: Hélène Berthoumieux

Laboratoire de Physique Théorique de la Matière Condensée
Sorbonne Université

Co-Supervisor: Maximilien Levesque

École Normale Supérieure

June 19, 2019

The present work focuses on the following questions: what is the influence of confinement on
the dielectric behavior of water? Is it possible to describe these effects in terms of a field theory
approach? In which way can we set this method using numerical simulations? We use a phenomeno-
logical Ginzburg-Landau theory to model water, focusing on the polarization as the order parameter
and on the longitudinal dielectric susceptibility as the main observable. Molecular Dynamics simu-
lations are used and their results are investigated in order to fix the parameters of the theoretical
model, managing to reproduce structural properties of water.

CONTENTS D. Coulombic Integral 23

I. Introduction 1 E. Convergence Issues 24

II. Field Theory 3 References 25

A. Phenomenological Model based on a
Functional of the Polarization 3
B. Fixing the parameters 4 I. INTRODUCTION

III. Molecular Dynamics 4 “Water is a mysterious thing. It is so simple, clear,

A. Dielectric susceptibility 5 modest, seeming not to have any other end or object than
B. Charge Density Correlation Function 6 to be of service, to cleanse what is soiled and to refresh
C. Protocol 7 what is dry. And yet, at the same time, deep, immate-
D. SPC/E Results 7 rial, restless, full of enigmas and force. It is a proper
E. Dipolar Projections 9 image for the secret groundsource from which life issues,
F. Pure Dipole Model 11 and image for life itself, that looks so clear and is so in-
G. Dipolar correlations 11 explicable.” 1 Nature, of course, is itself mysterious: it
reveals an otherness, an unfathomable depth evident even
IV. Effect of confinement: Behavior in the vicinity of in what is most common, such as water. Yet, in this de-
a surface 14 scent into the deep, nature is not alone: there is another
A. Solution to the linear differential equation 14 player in the game, another factor. It is the subject who
B. Numerical resolution: far field knows and decides to look at nature in a certain way, to
approximation 15 ask certain questions. He decides how to question her.
C. Surface effects on the Polarization and on the This attribute is particularly pronounced for water: the
Dielectric susceptibility 15 number of attempts aimed at probing its features is so
D. Elastic Interaction with the Surface: effects great and the landscape of research techniques used is so
on P and χ 17 wide that we could genuinely speak about ubiquity of wa-
E. Polarization confined between two surfaces 19 ter not only in space, but in time too, since researchers’
interest in this subject is really well rooted in science his-
V. Conclusions 20 tory and, more specifically, in Physics. Yet many, many,
aspects are still to be understood: it is in this scenery
A. Linear Susceptibility 20
that we want to frame the present work.
B. Functional Derivatives 22

C. Susceptibility: linear case with an harmonic

1 R. Guardini
potential on a single surface 23

FIG. 1. From [2] : dielectric constant of water under strong
confinement. As it can be seen, far from the bulk approxima-
tion, the dielectric constant dramatically drops up to unity as
the thickness of the water layer decreases.
Water is a dielectric fluid displaying some very specific
features leading, if possible, to even more unique behav-
iors that differentiate it from any other known molec-
ular fluid. It never shows up in a pure form, since it
continuously undergoes a self-dissociation process which
leads to the formation of ions within it, playing a role in
its dielectric nature. Moreover, it contains often solutes
and all the biological liquids, intracellular liquids, inter-
stitial liquids etc. are dilute electrolytes: this explains
its great concern in Biophysics. Nanometric size is the
the scale at which many biological processes take place:
just think of mitochondria cristae, neuronal connections
and other organelles of nanometric size. Thus, it is in-
teresting to determine the dielectric properties of water
in these systems [1], as they are responsible for the inter-
action between charged species: the dielectric response
is very different at nanoscale than in the bulk, as shown
in figure 1, which shows experimental measurements of
dielectric permittivity of water confined in a nanometric
channel. Surprisingly the permittivity is affected even
for channels of dozens of nanometers.
It is well known that peculiarities of water are the re-
sult of a hydrogen bonds’ network, providing a strongly
correlated structure to the fluid, notably for what con-
cerns the dipole orientations on a nanometric length
scale, and overscreening effects: in brief, water displays
a nonlocal and nonlinear behavior. Expression of these
features can be found in the following examples: due to
non locality, two charges of opposite sign can feel an at-
tractive force mediated by the medium, whilst a water
molecule interacting with a surface or feeling the field
created by an ion will not respond to a perturbation as
a molecule in the bulk, which confers nonlinear proper-
ties to nanoconfined water or electrolytes. Correlation
effects have direct implications on the dielectric behav-
2
FIG. 2. Dielectric susceptibility for SPC/E water, from Fig.
1 of [4]. In red the longitudinal part, in blue the transverse
one.
ior of water: Fluctuation Dissipation Theorem (FDT)
directly relates correlations in real space to the response
function of a medium, and, specifically in this case, to its
dielectric response to a perturbation χ(q), whose shape
is known both experimentally and from numerical sim-
ulations [3, 4] and will be largely discussed below. The
behavior of χ(q), from [4], is reported in figure 2. The lon-
gitudinal susceptibility displays a quasi-resonant shape
−1
for q = 3Å : this is a signal accounting for intrinsic
correlation lengths in the medium.
For these and many other reasons it is easy to figure
out the causes of such a great interest of the scientific
community in the study of water, as well as the large
number of methods and techniques applied for studying
it and their extreme diversity. To cite some of them,
and without any pretense of exhaustiveness, just think
of some common methods in theoretical Physics: a first
and naive approach could be to consider water as a con-
tinuous medium with a constant value for its relative di-
electric permittivity ε = 78. This approximation does
not contain any detail and is very simple to use, but is
completely wrong at short distance. On the other hand,
we could take into account all the possible microscopic
details: this is what explicit simulations do, for instance
ab-initio methods and Molecular Dynamics. Due to their
high computational cost, however, people do not want to
run a simulation each time they need to estimate dielec-
tric properties of a nanoconfined fluid. Another option
arises from continuous theories, which keep into account
the structure and the molecular information of water.
Density Functional Theory (DFT) and Integral Methods
(ISM) have largely been used in this context, and led to
a wide and rich range of results, involving both accurate
descriptions of the microscopic behavior and precise ther-
modynamic properties of molecular fluids [5]. However,
such techniques do not succeed in reproducing the par-
ticular dielectric behavior of water. Microscopic models,
depicting water as a dipole gas, leads to a functional of
the electrostatic potential φ which manages to reproduce
nonlinear effects but not the nonlocal ones [6]. Yet a sim-
ple model including both nonlinear and nonlocal effects
and reproducing the very dielectric behavior of water is
 3

crucial. In order to get an Hamiltonian being a functional of the

In this work we’ll resort to a field theory method: a only polarization field one needs to minimize the electro-
phenomenological approach in the Ginzburg-Landau for- static functional with a constrain linking the E(r) and
malism will be used, where the polarization vector field P(r); this constrain is the Gauss law:
P is taken as the order parameter. In a previous work
∇ · D(r) = ρ(r) (1a)
[7] an Hamiltonian being a functional of the polarization
field P was proposed, including both nonlocalities and
nonlinearities. The dielectric properties of the water in D = ε0 E + P (1b)
the vicinity of a surface will be studied in this framework. where D is the electric displacement field and ρ(r) the
Several models will be considered to describe the inter- total charge density. Thus, by using the method of La-
action between water molecules and the surface. The grange multipliers, one only needs to compute and put
effect of nonlocality against nonlinearity on the polari- to zero the functional derivative of the new functional in
sation and on the dielectric properties of the fluid will order to find
be adressed. Moreover, in order to set the parameters  Z



of the model, Molecular Dynamics simulations will be min U − drφ(r) ∇ · D(r) − ρ(r)
performed: at the state of the art it is the favorite refer-
ence in literature as far as concerns the study of dielectric In such a way it is easy to find that φ(r) is the potential
properties of water. of the electric field and that, in Fourier space,
This memoir will be structured as follows: in section II
the field theory formalism is introduced. Section III gives P̃(q) = χ̃(q)D̃(q)
the formalism linking Molecular Dynamics simulations to where we have used the relation
the dielectric susceptibility, followed by the protocol used
to obtain the numerical data. Possible connections be- χ = (1 + K)−1
tween the numerical simulations and the field theory are where 1 is the identity matrix, which defines the dielectric
proposed. Molecular dynamics results will be used as a susceptibility tensor χ. The final result is
reference to parametrize the polarization functional. In
1 ∇r · P(r)∇r0 · P(r0 )
Z
section IV the equations leading to the configuration of
H[P] = drdr0 +
the order parameter in the vicinity of a surface will be 2ε0 4π|r − r0 |
derived and solved with a numerical approach in two dif- 1
Z
ferent models for the interaction surface-solvant. Section + drdr0 P(r)K(r, r0 )P(r0 )
2
V will briefly review the main results of this work also
drawing some conclusions. The first line corresponds to the Coulomb interactions
between the bond charges, as ∇ · P = ρc , and the
second line the short-range interaction energy between
II. FIELD THEORY molecules. K is then developed following a Ginzburg-
Landau approach, with spacial derivatives of increasing
orders, in order to generate nonlocal effects, whilst non-
A. Phenomenological Model based on a Functional
of the Polarization
linear effects are taken from energy function of Langevin
dipoles [9]. P(r) is defined as the average of the dipolar
moments on a mesoscopic volume: it can be computed by
In [7] an Hamiltonian with functional dependence on means of the partition function. Thank to this definition
the polarization is proposed. This arises from a previous the functional H takes the form:
work [8] where an electrostatic energy functional, taking
1 ∇r · P(r)∇r0 · P(r0 )
Z
into account both the energy density of an electric field
H[P] = drdr0 +
and an elastic polarization energy due to the short range 2ε0 4π|r − r0 |
interactions between molecules in the medium, is studied; 1
Z 

2  2 
this is shaped as + dr KP2 (r)+κl ∇·P(r) +α ∇∇·P(r)
2ε0
(2)
E2 (r)
Z
U [E(r), P(r)] = ε0 dr + Taking into account nonlinear effects too, one can show
2
that the energy functional reads:
Electric Energy
P(r)K(r, r0 )P(r0 ) 1 ∇r · P(r)∇r0 · P(r0 )
Z Z
+ drdr0 H[P] = drdr0 +
2ε0 2ε0 4π|r − r0 |

1
Z
Elastic Polarization Energy
2
+ dr γ P2 (r) + P02 +
2ε0
with E being the electric field, P the polarization of the 

2 
 2
medium, ε0 the dielectric permittivity of vacuum and + κl ∇ · P(r) + α ∇ ∇ · P(r) (3)
K(r, r0 ) a short-range kernel.

The fourth degree term P4 is directly related to satura-
tion effects, since great values of the polarization would
result in a really high energetic cost, making the config-
uration unsuitable; the term P0 stands for a threshold
between the linear and non-linear behavior. Once the
energy functional is written, many useful physical quan-
tities can be computed. One of the easiest, and maybe
among the most important, is the linear longitudinal sus-
ceptibility function: its significance arises from being a
measurable quantity, both from experiments and com-
puter simulations, and, thus, an important term of com-
parison for any theory aiming at describing the dynamic
behavior of a fluid. Moreover, it will be the quantity
we’ll compute by means of molecular dynamics simula-
tions, in order to control the rightness of the model. In
appendix A a complete computation of this quantity in
linear approximation is reported. The final formula reads
(lin) 1
χ̃k (q) = (4)
1 + K + κl q 2 + α q 4
Note that, for α > 0 and κl < 0, the function displays
a maximum in Fourier space. Similarly, in the nonlinear
case, one gets:
1 2γPm 2
χ̃k (q) = 2 + κ q2 + α q4
2γPm l complete description (including both nonlinear and non-
Since bulk properties of water are well known this is also
an essential quantity in order to correctly fix the values
of the parameters of the phenomenological model. Until
now we have only obtained a functional expression for the
energy of the system as a response of a given polarisation.
However, we would like to recover an equation whose
solution would give the expression for the polarisation.
This comes from the minimization of the functional: the
polarization of the physical system is the one minimizing
the energy of the configuration. In this way we’re able to
find the solution for the most probable configuration for
the polarization of the system.
In order to minimize the functional one needs to compute
its functional derivative and put it to zero. The details
of the calculation are reported in appendix B. The final
equation for P(r), in a generic geometrical scenery is:
δH[P] 1 2γ
= P+ P(P2 + P02 )+
δP ε0 ε0
κl α lations lengths for dipolar correlation and overscreening
− ∇(∇ · P) + ∇∇ · (∇∇ · P) (5)
ε0 ε0
This functional was already used with a set of parame-
ters that reproduces the position and the magnitude of
the maximum of χ(q), but it is quite poor as far as con-
cerns water properties, such as dipole correlations, which
gave a rather long range if compared with numerical sim-
ulations. This is the reason why we made an intensive
use of Molecular Dynamics simulations to fix the model’s
parameters in a better way.
The bulk stationary state for equation 3 is, of course,
the null solution hPimf = 0, since the energy takes, for
4
such a solution, the shape of a convex quartic polyno-
mial centered on the origin. This, however, is true only
in the bulk, far from any perturbation or surface which
could alter the boundary conditions of the solution. More
complex and interesting cases will be studied in section
IV.
B. Fixing the parameters
The set of parameters chosen is not random and can-
not be changed arbitrarily: parameters are fixed in order
to reproduce some observables, known empirically both
from computer simulations (molecular dynamics in par-
ticular) and real experiments. We can briefly review each
of them.
a. P0 , γ and K The value of the parameter K is
fixed by the known experimental value of the bulk sus-
ceptibility for water: bulk properties, in fact, are related
to the average values and macroscopic properties of a
medium, which, in Fourier space, are related to the mo-
mentum vector q = 0. Substituting this value in equa-
tion 4 one can diectly relate K and χbulk . The standard
value of K = 1/70 is chosen. In the same way, the term
= 1+2γP02 , which represents the linear term in the
local effects), can be related to the same physical quan-
tity by the equation 2γPm 2
= 1 + K. Of course some
degeneracy arises from this choice, since only the prod-
uct between Pm and γ is fixed; γ’s value, however, can
be set in order to reproduce the nonlinearities’ scale in
the system.
b. α and κl The maximum in equation 4 only arises
if κl < 0 and α > 0 (otherwise its shape would not
be Lorentzian). Maximum positioning, moreover, is well
known both from experiments and numerical simulations
−1
(3Å ), as we’ll see in the Molecular Dynamic section:
thus, computing the maximum point for equation 4 and
setting its first derivative to zero, enables us to get a
relation between the maximum position, α and γ:
2
κl = −2αqmax
Again, some degeneracy arises from the equation (only
one equation for fixing two parameters), but the correct
values are set in order to reproduce the known corre-
effects.
III. MOLECULAR DYNAMICS
In order to compute the behaviour of the water sus-
ceptibility function and to fix the field theory parame-
ters we performed a Molecular Dynamics simulation us-
ing SPC/E model: in this model water molecules are
treated as rigid bodies composed by three point charges
located in the nuclear sites of both Oxygen and Hydro-
gen atoms. The molecular forces are derived in terms of
 5

FIG. 3. From left to right: schematic representation of the

SPC/E model, of the projections of the SPC/E model onto a
dipolar model and of the pure dipolar model. For the SPC/E
model we have dOH = 1Å and H ÔH = 109.47 deg.

Lennard-Jones interactions, whose the only center lies in

the Oxygen site, whereas all the sites are used in order to
compute the electrostatic interaction. The distance be-
tween Hydrogen and Oxygen sites is set to 1Å, while the
FIG. 4. Coordinates and reference frames for the i-th water
angle H OHb is equal to 109.47 deg. See [10, 11] for fur-
molecule
ther information and numerical details about SPC and
SPC/E model. A schematic view of the SPC/E water
molecule is depicted in figure 3. function to some observable physical quantity it is neces-
Let’s now briefly explain hot to get the dielectric sus- sary to make use of the Fluctuation Dissipation Theorem
ceptibility of SPC/E water from simulation data. (FDT), as known in its classical form (quantum effects
are not intended to be studied in this framework). In
such a case, the FDT reads:
A. Dielectric susceptibility
β
χ(q) = S(q) (9)
By definition, the relation between the polarization P ε0
of a medium and the electrical displacement vector D is:
where S(q) is the structure factor of the charge distribu-
0 0 δPα (r, t) tion. This function describes the fluctuations correlations
χαβ (r, r , t − t ) = (6)
δDβ (r0 , t0 ) in the medium polarization: if we want to include only
their longitudinal components its explicit formula reads
where α and β are indices referring to spatial components
of the vectors. The integration over time and space points n 1 hq · P̃(q) q · P̃(−q)i o
out that the response could be nonlocal both in time and S(q) = − (10)
V q2 ∞
space.
Assuming the medium to be homogeneous, its response where the average is taken on an equilibrium ensemble
will depend only on the coordinates’ difference and the outer parentheses indicate the thermodynamic
limit.
χαβ (r, r0 , t − t0 ) = χαβ (r − r0 , t − t0 )
Moreover, using the Gauss’s Theorem we can relate the
This allows us to easily obtain the Fourier transform of polarization of the medium to its polarization charge den-
equation 6, since convolutions become simple functions sity
products in Fourier space:
−∇ · P(r) = ρc (r)
Pα (q, ω) = ε0 χαβ (q, ω)Dβ (q, ω) (7)
where ρc (r) is the bounded charge density. This expres-
If the medium is isotropic, as liquid water is, the re- sion, in Fourier space, reads
sponse tensor can be decomposed into a longitudinal and
a transverse part: −iq · P̃(q) = ρ̃c (q)
qα qβ  qα qβ  so equation 10 becomes
χαβ (q, ω) = χ(q, ω) 2 + χ⊥ (q, ω) δαβ − 2 (8)
q q
n 1 hρ̃ (q) ρ̃ (−q)i o
c c
Our interest will be exclusively focused on the longitu- S(q) = (11)
V q2 ∞
dinal part, as we showed in the previous chapter about
field theory. In order to link the longitudinal response
 6

B. Charge Density Correlation Function positions of the two Hydrogen atoms in the i -th molecule.
In SPC/E model we can change the reference frame for
For point-like charge each atom distribution is assumed a single molecule centering on the Oxygen atom:
to be a Dirac delta, so that the total charge distribution
is: rH(j) ,i = rO,i + uj,i dOH with j=1,2

N X
X
ρc (r) = qµ δ (3) (r − rµ,i ) (12) u1,i dOH · u2,i dOH = cos ϑ0
i=1 µ
where the uj,i are unitary vectors pointed in the direc-
with index µ referring to the atom into a given i molecule. tion of the O-H bonds and dOH is the distance between
However, not to keep things too much abstract, we’ll refer Hydrogen and Oxygen atoms within a molecule. The lo-
explicitly to the case of water. For SPC model water the cal frame systems are depicted in figure 4 for a better
density distribution of the system is comprehension. Moreover we can write
N h
X (u1,i − u2,i )dOH = u3,i dHH
ρc (r) = qO δ (3) (r − rO,i )+
i=1 In such a way it is quite easy to get the Fourier transform
of the charge density given in equation 12:
i
(3) (3)
+ qH δ (r − rH(1) ,i ) + qH δ (r − rH(2) ,i )
N h i
where the index i runs over all molecules, O stands for
X
ρ̃c (q) = qH eiq·rO,i − 2 + eiq·u1,i dOH + eiq·u2,i dOH
Oxygen and H(1) and H(2) are referred to the two dif- i=1
ferent Hydrogen atoms in a molecule, so that rO,i is the
position of the i -th Oxygen atom, rH(1) ,i and rH(2) ,i the Thus, equation 11 becomes,

N N
1 X iq·rO,i
h
iq·u1,i dOH iq·u2,i dOH
i X
−iq·rO,j
h
−iq·u1,j dOH −iq·u2,j dOH
i
S(q) = h qH e − 2 + e + e × qH e − 2 + e + e i (14)
V q 2 i=1 j=1

where V is the constant volume of the simulation box, where the simulations were performed in the NVE ensemble.
The product of the two sum can be divided into two different parts, an intramolecular part S (m) (q), with index j
equal to index i, standing for the correlations within the same molecule, and an intermolecular one S (d) (q), with j 6= i,
which describes correlations between different molecules. The structure factor, thus, reads:

S(q) = S (m) (q) + S (d) (q) (15)

The intramolecular term is

N
1 X 2h i h
−iq·u1,i dOH −iq·u2,i dOH
i
S (m) (q) = h q − 2 + e iq·u1,i dOH
+ e iq·u2,i dOH
× − 2 + e + e i
V q 2 i=1 H
2 N h
qH X
iq·u1,i dOH −iq·u1,i dOH

iq·u2,i dOH −iq·u2,i dOH

iq·u3,i dHH −iq·u3,i dHH

i
= h 6 − 2 e + e − 2 e + e + e + e i (16)
V q 2 i=1

Since we are taking the average of the correlation be- between the wave vector and the unitary vectors of the
tween the densities, we need to average over the direction
 7

2
Hydrogen atoms: C. Protocol
±iq·udOH
he iϑ = j0 (qdOH ) (17)
We performed simulations both for the SPC/E model
with j0 the spherical Bessel function of order zero. and for a pure dipolar model based on a two-site descrip-
An analogous calculation can be done with the two last tion [12]. We will refer to the dipolar model as Two Site
terms of equation 16. Model (TSM). In both cases the followed protocol was
Thus, the intramolecular structure factor is the same, that we will now proceed to explain. As a
2nqH 2  first step, in order to generate the initial configuration
S (m) (q) =

2
3 − 4j0 (qdOH ) + j0 (qdHH ) (18) of the system, we placed the Oxygen atoms on the ver-
q
tices of a cubic lattice, whose size was chosen in order to
with n the molecular density of the medium and n = −3
−3
reproduce the density of 0.033Å , with a typical num-
0.033 molÅ in water at 300 K and 1 atm. ber of molecules of N = 1000. Hydrogen atoms were
In order to analyse the intermolecular part we go back randomly disposed around their Oxygen respecting the
to the previous reference frame. distance dOH and the angle H OH b of the SPC/E model.
N h
Oxygen positions were not taken randomly not to acci-
2
qH X iq·rH(1) ,i iq·rH(2) ,i
i
dentally superpose two of them, leading to high repulsion
S (d) (q) = h − 2e iq·rO,i
+ e + e
V q 2 i=1 energy and, consequently, to a slow thermalization. A
N h
2f s time step was used, while electrostatic interactions
were computed using the Ewald summation technique,
i
−iq·rH(1) ,j −iq·rH(2) ,j
X
× − 2e−iq·rO,j + e +e i (19)
in order to take into account the periodicity of the sys-
j=1
j6=i tem. The cutoff value for the Van der Waals interaction
was kept slightly below the half-cell size not to encounter
By using the definition problems due to the fluctuations of the cell’s volume dur-
hµν (r) = gµν (r) − 1 ing NPT phases of the simulation. A first short equili-
bration (0.01 ns) was performed in the NVE ensemble,
with gµν (r) radial distribution function taking into ac- followed by a long (2 ns) equilibration in the NPT en-
count the atomic species µ and ν, that in Fourier space semble. Volume, pressure and temperature averages were
reads: performed on the latter: their values were then used as
N parameters for the final simulation. This was cut in sev-
1 X iq·(rµ,i −rν,j )
hµν (q) = h e i eral smaller parts: after an equilibration phase, needed
N i,j=1
to impose the desired temperature by means of repeated
j6=i
scaling of the velocities, the final and real simulation was
and expanding the product in equation 19, recalling that performed in the NVE ensemble for an amount of 8 mil-
the ordering of the atoms taken into account is not im- lions steps, leading to a total time of 16 ns. Periodic
portant since we are summing over all the molecule in- printing of thermodynamic quantities and molecular tra-
dices i and j, as well as is irrelevant the numerical index jectory were done for further analyses. Temperature were
referring to the two different Hydrogen atoms in each kept at 293.15 K and pressure at 10−3 katm.
molecule, one gets:
2 
4nqH
S (d) (q) =

2
hOO (q) + hHH (q) − 2hOH (q) (20) D. SPC/E Results
q
In such a way we got an analytical expression for the in- We can now expose the results of the performed nu-
tramolecular dynamical structure factor, which is always merical simulations for the SPC/E model: figure 5 shows
verified for a point charge model, and an expression re- the radial distribution function for the SPC/E model.
lated to observable quantities for the intermolecular part. Figure 6, on the other hand, displays the functions h(q),
The latter, in fact, is expressed in terms of the Fourier as computed in the continuous approximation: that’s to
transform of the radial distribution function, that is a say, as the Fourier transforms of h(r) = g(r) − 1
quantity always available from molecular dynamics sim- Z ∞
ulations. sin qr
h(q) = 4π dr r2 (g(r) − 1) (21)
0 qr

2 The dielectric susceptibility is computed by means of

R +1 equations 9, 18, 20 and 21. In agreement with published
d cos ϑe±iqdOH cos ϑ
−1 −1
he±iq·udOH iϑ = R +1 results [3] it displays a quasi-resonance for q = 3Å .
−1 d cos ϑ Note that the precision is rather poor in the small q’s
+1
e±iqdOH cos ϑ −1 sin qdOH limit. As first noted by [13] the continuous Fourier trans-
= = = j0 (qdOH ) form in 20 is supersensitive to the cutoff value Rc for
±2iqdOH qdOH
small q’s. Attempts in bettering the q = 0 limit were
 8

n hOO (q)
gOO (r)

−0.5
1

0 −1

1.5
0

n hOH (q)
gOH (r)

−0.5
0.5

0 −1

1.5
0
n hHH (q)
gHH (r)

−0.5
0.5

0 −1
0 2 4 6 8 10 0 2 4 6 8 10 12 14
r (Å) q (Å
−1
)

FIG. 5. Radial Distribution Functions for SPC/E water FIG. 6. Fourier Transform of the radial distribution functions
for SPC/E water. The dashed parts indicate the low-precision
for low q’s.
made by enlarging the box’s size and the number of
molecules but without any significant enhancement. For lowing expression:
this reason some references tend to omit the troublesome
part for small q’s, putting a cutoff at a wavenumber of 4z 2 e2 X −iq·(rlH −rlH0 ) X −iq·(rlO −rlO0 )
−1
about 1Å from the origin. Serious advantages, on the S (d) (q) = h e + e +
V q2
l6=l0 l6=l0
other hand, derive from representation 19, since it does
l l0 l l0
not introduce any artificial effect on the system and takes
X X
−2 e−iq·(rO −rH ) − 2 e−iq·(rH −rO ) i
into account its periodicity. It must be kept into mind l6=l0 l6=l0
that not all the possible momenta q are allowed, but only
the ones lying into the simulation box: The formula can be made more manageable by substi-
tuting, for each sum,
2π X i j X
q= (nx , ny , nz ) e−iq·(r −r ) = 2 cos q · rij
L
i6=j i<j

being L the box size and nx , ny , nz ∈ N. Thus, instead This formalism is definitely way slower than the contin-
of the continuous formulation, we’ll make use of the fol- uous one, since it needs to be applied on the trajectories

40 χ(q) continuous FT
χ(q) discrete formalism
30
χ(q)
20
10
0 20
0 2 4 6 8 10 12
−1
q (Å ) 0.99
FIG. 7. Dielectric Longitudinal Susceptibility for SPC/E wa-
ter. In the small q’s limit both the calculations of χ(q) are
reported, with the continuous and the discrete formalism. It
can be easily seen how in this limit the continuous assump-
tion leads to some unphysical oscillations, whilst the correct
discrete development recovers the right behavior.
of all the molecules and to perform many evaluations of
all intermolecular distances, but the better results are
clearly displayed in figure 7, where the complete suscep-
tibility function is represented.
Values below qmin cannot be extracted by this model.
However, there’s another way for computing numerically
the value in the origin χ(0) and ε(0). Reference [14],
starting from the previous works [15, 16], presents a way
for computing the static dielectric constant of water using
the polarisation fluctuations over all the box; the formula
reads
V metry of the box and the periodic boundary conditions
ε=1+ (hP2 iE=0 − hPi2E=0 )
3ε0 kB T
Where P stands for the total polarization of the simula-
tion box. Convergence is rather slow for this approach,
requiring simulations of some nanoseconds when dealing
with water. This feature can be easily seen in figure 8,
where the integral average of ε is shown as a function of
the step of the numerical simulation. However, despite
this feature, the simulation reaches the typical SPC/E
value of the dielectric constant of approximately ε = 71,
while the dielectric susceptibility reaches very precisely
the bulk value χbulk = 70/71. In Fourier space this two
physical quantities are linked by the formula
1 arising from the multipole expansion of water, loosing
χ(q) = 1 −
ε(q)
For resuming the main results linked to the molecular
dynamics simulations with an SPC/E water model, we
managed to reproduce the results published in literature
−1
with a continuous formalism up to 1Å . In the small
q’s limit, moreover, we showed that the precision of the
results is not linked to the size of the simulation box or
to the time length of the simulation, but to the accuracy
9
70
60
εq (0)
50
40
30
14
0.98
χq (0)
0.97
0.96
0 0.5 1 1.5 2
Molecular Step ·106
FIG. 8. Integral average for both dielectric permittivity and
susceptibility of SPC/E water as a function of the molecular
step. The dotted lines stands for the values εbulk = 71 and
χbulk = 70/71
of the chosen formalism: by taking into account the sym-
only discrete momenta are allowed in the computation
of the structure factor. In this way we got the low q’s
longitudinal susceptibility with a high precision.
E. Dipolar Projections
The SPC/E model is used to parametrize the contin-
uous model presented in section II: the field theory ap-
proach, however, relies on the polarization field to de-
scribe the medium. Polarisation, by definition, is no more
than the dipole moments density and, thus, it only takes
into account the first of a possibly infinite series of terms
lot of the information, especially for high moments q.
As mentioned in section II, a field theory parametriza-
tion on a three charges SPC/E model badly reproduces
structural observables, such as polarization correlations.
In order to parametrize the model in a proper way we
compute the dielectric susceptibility for the SPC/E wa-
ter as if it was composed by dipoles. In other words, even
if we will loose some information, we project the dipole
moment of water (whose module is fixed) onto the molec-
 10

ular axis generated, for each molecule, by the vector

3
ui = riH1 + riH2 − 2riO

(see figures 3 and 4). This must be done by rewriting the

gOO (r)
molecular trajectories with the new fictitious trajectories 2
given by the real oxygen position and an imaginary po-
sition for an effective Hydrogen atom lying on the axis:
its charge and distance are free parameters of the dipolar 1
model, the only constraint is to reproduce the module
of the dipole moment of SPC/E water. The simple two
charges model we get to in this way is called, in refer- 0
ence [17] Dipolar Dumbbell model (DD), in opposition to
another dipolar model called Dipolar Hard Sphere model
(DS ), which is a pure dipolar model (as a gas of dipoles) 1.5
made of point dipoles. We chose to compare the sus-
ceptibility from the SPC/E model with both the results

gOH (r)
arising from the DD and the DS model in order to under- 1
stand the amount of information needed to fix the field
theory parameters, that’s to say, how far can we go with
simplifying the molecular dynamics model without loos- 0.5
ing too much accuracy for the dielectric and structural
properties of water. The DD model, in fact, with respect
to DS model, has somehow more information, because 0
it can choose for more degrees of freedom (charge and
2.5
distance). The results for our projections onto the DD
model are reported in figure 10, together with the results
2
from [3] for the DS model. The longitudinal dielectric
gHH (r)

function for the DS model has been computed in [17]

1.5
using the structure factor
n1 o 1
S(q) = hM̃ (q) M̃ (−q)i (22)
V ∞
0.5
where
q X 0
M̃ (q) = · µa eiq·ra (23) 0 2 4 6 8 10
q a
r (Å)
and µa is the dipole moment of the a-th molecule with
center in the position ra . Equation 22 and 23 can ex- FIG. 9. Radial distribution functions for the DD model. In
plain well the discrepancies arising from the comparison blue the projection having its partial charge equal to the Oxy-
between the results of the DS and of the DD model, and gen charge, in red the same for the Hydrogen charge.
with the SPC/E model too. Equations 22 and 23, indeed,
incorporate only the permanent electric dipole moment
of the molecules, which is, as well shown in [17] and [3], dipolar molecular fluid) has been computed in the same
the first term of the multipole expansion of equation 11, way ass the SPC/E model. Its expression is the same as
its first contribution. That’s why the behaviour of χ(q) in equation 15 but with the following definition for the
for the DS and the SPC/E model is so different even inter and intra molecular structure factors:
from a qualitative point of view. As far as concerns the 2
" #
differences arising from the comparison of the DD and 2nq sin qdOH
S (m) (q) = 2 d 1 − (24a)
of the DS model, albeit both being dipolar models, the q qdOH
discrepancy lies in the finite size of the molecular dipole:
DS model is composed by point-like dipoles whereas DD
model has extended dipoles taking into account the par- nqd2
tial charge distribution within each molecule. It is for this S (d) (q) = [hOO (q) + hHH (q) − 2hOH (q)] (24b)
q2
latter reason that the DD model is sensitive to changes
in the distance from the Oxygen and Hydrogen sites, as The radial distribution functions for the DD model are
well as to their partial charge. The structure factor for reported in figure 9. It is easy to see that the radial
the DD model (which is the structure factor for a pure distribution function for the Oxygen atoms is unchanged

25
DD L = d/2 q = qO
DD L = d q = qH
20 DS model
15
χ(q)
10
5 imental value of the gaseous water dipole moment. We
0 haviour with both the SPC/E water and its dipolar pro-
0 2 4 6 8 10 12
−1
q (Å ) dence was that the system is not a liquid at all, since NPT
FIG. 10. Dielectric Longitudinal Susceptibility function for
both the DS model, as obtained in reference [3], and for
the DD model in the two configurations we analyzed in this
work. The dotted line stands for the maximum position for
the SPC/E model.
with respect to the SPC/E model, since Oxygen posi-
tion were not involved in the projection process. On the
other hand, the function involving the Hydrogen are vis-
ibly less structured than before. This feature will be
even more accentuated in the purely dipolar case that
will be shown in the next section. As far as concerns the
susceptibility, as we could have expected, the new func-
tions have still a maximum, but its height and position
change according to the model or the parameters used.
In particular, by passing from a three sites model, as the
SPC/E model is, to a two site model, we could remark
that, as the dipole distance (the distance between the
charges) increases (and, consequently, the partial charge
of the dipole decreases), the position of the maximum in
the dielectric susceptibility shows a tendency to shift on
the low q’s, while the height of the maximum displays a
distinct reduction. As far as concerns the DS model, its
behavior is completely wrong in the high q’s limit, mak-
ing it unsuitable for parametrizing the field theory model.
Thus, it is with the DD results that we should compare
the field theory model. Indeed, once we re-parameterized
the field theory model by using the new data coming from
the projections we got, from the model itself, the correct
dipole correlation as those computed by very accurate
molecular dynamics simulations reported in [18]. We’ll
deal more explicitly with this comparison in section III G.
F. Pure Dipole Model
As we have seen, the information needed for
parametrizing the polarisation field theory model lies on
an intrinsically two site model. Thus, an attempt to use
a pure dipolar model in a molecular dynamics simulation
was done. In reference [12] a purely dipolar model for
11
water is studied. It consists in a two-sites model having
similar dielectric properties if compared with the SPC/E
model. It has, indeed, a unique Lennard-Jones site on
the Oxygen, having exactly the same parameters σ and ε
of the SPC/E model. The distance between the Oxygen
and the Hydrogen site is dOH = 1Å, in order to reproduce
the real separation between Oxygen and Hydrogen sites,
whilst the partial charge of the atoms is q = ±0.38e (be-
ing e the fundamental charge), to reproduce the exper-
did a molecular dynamics simulation to compare its be-
14
jections, discovering some interesting facts. The first evi-
simulation, attempting to reach the standard pressure
condition, expanded reaching a gaseous density. Purely
dipolar water, so, has not really the taste of water: it
seems not to establish Hydrogen bonds contributing to
the stability of the system in high density conditions.
Under this respect, it could be more similar to Hydrogen
Halides or Hydrogen Calcogenides, which, in general, not
establishing Hydrogen bonds networks, are not present in
the liquid phase at room temperature and standard pres-
sure. Thus, simulations were only performed in the NVE
ensemble, in order to preserve the density of liquid wa-
ter. Moreover, a similar simulation was also performed
but with different partial charges of q = ±0.489e (we’ll
call it MC model, for Modified Charge), this time re-
producing the experimental dipole moment for water in
the liquid phase: the thermodynamic properties did not
change significantly (the system was still gaseous) but
some structural properties displayed some unexpected
features. The radial distribution functions for both dipo-
lar models are displayed in figure 11: it is evident at a first
sight that the system is far less structured if compared to
SPC/E water; however, the MC model has an incredibly
similarity with the SPC/E model as far as concerns the
gOH (r) function. More interesting properties arise from
the longitudinal susceptibility function in Fourier space
reported in figure 12. These latter were computed using
the same formulas as for the dipolar projections 24a and
24b. Again, the shape of the function is not completely
dissimilar to the susceptibility for SPC/E water, passing
for a maximum in Fourier space. However, the lack of a
Hydrogen bonds network and the thermodynamic insta-
bilities of the model make it unsuitable for using it to fix
the field theory parameters, leaving it maybe to the state
of a toy model with a mainly heuristic interest.
G. Dipolar correlations
As hinted in sectionIII E a quantitative comparison be-
tween the molecular dynamics simulations and the field
theoretical approach was performed. In order to repro-
duce not only the dielectric properties of water (dielectric
susceptibility in particular), but the dipolar correlations
too, we compared the results obtained in a previous work
 12

2.5 15 Dipolar model

Dipolar model MC
2
10
1.5

χ(q)
gOO (r)

1 5

0.5

0
0 0 2 4 6 8 10 12 14
−1
q (Å )
1.5
FIG. 12. Dielectric longitudinal susceptibility function for the
dipolar models taken into account. The dotted line stands for
gOH (r)

1 the maximum position for the SPC/E model.

0.5 simulations, computed using definition 25, with the field

theory correlation, given by the polarization spatial cor-
relations, one needs to take into account the definition of
0 polarization as dipole density. In [7] it is shown that
Z
1.5 hP (0)P (r)i = ε0 kb T dqeiq·r χ̃k (q) (26)

Thus, the final link between the field theory formalism

gHH (r)

1 and the molecular dynamics is given by

0.5
0 while µ = 2.35D is the dipole moment for SPC/E water
0 2 4 6 8 10
r (Å)
FIG. 11. Radial distribution functions for the purely dipolar
models used in this work: in blue the model reproducing the
experimental dipole moment of gaseous water, in red the one
reproducing the same for liquid water (MC).
[18] by means of very accurate molecular dynamics sim-
ulations with the SPC/E model with the dipolar cor-
relations we got in this work. The formal definition of
longitudinal dipole-dipole spatial correlation L(r) is [18]
X ni (r) 
1 1 X
L(r) = (µ̂i · rij µ̂j · rij ) (25)
N i
ni (r) j=1
where µ̂i,j are are the normalized dipole moments of
molecules i and j respectively and rij is a unit vector
along the direction from molecule i to j. However, this
definition, only refers to single dipole correlations. In or-
der to compare the results given by molecular dynamics
hP (0)P (r)i
L(r) =
µ2 ρ2
−3
Of course ρ = 0.033Å is the molecular density of water,
in Debye units.
When parametrized by means of the SPC/E water
model, the field theoretical approach does not succeed
at reproducing the dipole correlations, as clearly shown
in figure 13: the magnitude has only a qualitative ac-
cordance with the data arising from molecular dynamics,
and the model does not reproduce the position and the
height of the maxima (phase shift). On the other hand,
when parametrized by means of the projection onto a DD
model with q = qO and d = d/2 (see figures 13 for expla-
nations) the maxima are better reproduced, leading to
a quantitative agreement with the numerical data from
molecular dynamics. Thus, the DD projection revealed
to be a good way for recovering the structural properties
of SPC/E water. Some enhancements, however, could
be realised: when looking at distances greater than 1
nm, the small long correlations are only ameliorated, but
not really well reproduced, since the field theoretical ap-
proach overestimates them; moreover, the longitudinal
susceptibility in Fourier space is really different for the
field theory approach than the susceptibility of the pro-
jected case. A possible solution could be to introduce
some new parameter in the model in order to manage
 13

0.7
40 0.020
SPC/E 0.6 FT
0.015

30 FT 0.5 0.010
MD
0.4 0.005

L(r)
χ(q)

0.000
20 0.3 - 0.005
0.2 10 12 14 16 18 20 22 24

10 0.1
0.0
0
0 2 4 6 8 10 12 14 3 4 5 6 7 8 9
q(Å-1) r(Å)
(a) (b)

25
DD 0.6 0.010
FT
0.008
20 0.5
FT 0.006
MD
15 L(r) 0.4 0.004
χ(q)

0.002
0.3
10 0.000
0.2 10 12 14 16 18 20 22 24

5 0.1
0.0
0
2 4 6 8 10 12 14 3 4 5 6 7 8 9
q(Å-1) r(Å)
(c) (d)

0.010
DD 0.6 0.008 FT
15
0.5 0.006
FT MD
0.4 0.004
10
L(r)
χ(q)

0.002
0.3
0.000
0.2 10 12 14 16 18 20 22 24
5
0.1
0.0
0
2 4 6 8 10 12 14 3 4 5 6 7 8 9
q(Å-1) r(Å)
(e) (f)

FIG. 13. On the left: in panel a, in red the longitudinal susceptibility in Fourier space as computed with SPC/E model
4
numerical simulations, in black the longitudinal susceptibility as reported in equation 4, with the parameters α = 0.0107Å
2
and κl = −0.2Å reproducing the position and the height of the maximum; in panel c, in red the projection of the results
for the SPC/E model onto a DD model with partial charge q = qO and dOH = d/2 (see figure 3), in black the longitudinal
4 2
susceptibility as reported in equation 4, with the parameters α = 0.0213Å and κl = −0.288Å reproducing the position and
the height of the maximum of the projection; in panel e the same as in panel c but for a DD model with partial charge q = qH
4 2
and dOH = d and with the parameters α = 0.0341Å and κl = −0.361Å . On the right: in red the longitudinal dipole-dipole
spatial correlation function, reproduced from Fig. 2b of [18] for the SPC/E model, in black the same as computed in this work
by means of the field theory approach: in panel b the parameters are fixed using the SPC/E model, in panels d and f using
its projection onto the DD model c and e respectively.

FIG. 14. A sketch of the studied system is reported. In red
the polarization P (z) as a function of the distance from the
surface z.
to fix the height-to-width ratio of the susceptibility func-
tion.
IV. EFFECT OF CONFINEMENT: BEHAVIOR
IN THE VICINITY OF A SURFACE
Since, originally, we wanted to use the polarization
field theory for studying the dielectric properties of water
in the vicinity of a surface [2], we need to solve the equa-
tion 5 in a planar symmetry: in this framework we will be
able to study the surface effects, since planar symmetry
responds to the need for a strong close up to an interface,
by ignoring any non-axial dependence of the polarization
caused by the infinite extension of the surface.
Thus, under these assumptions, the equation to solve is
a scalar equation. Choosing the surface to lie in the xy
plane the problem depends only on the z variable: ev-
ery derivative which is not taken with respect to z could,
thus, be ignored. A sketch of the system is depicted in
figure 14. The equation we get is:
2γP 3 (z) + 2γPm
2
P (z) − κl ∂z2 P (z) + α∂z4 P (z) = 0 (27)
where 2
2γPm = 1 + 2γP02
= 1+K = χ−1
bulk .
The choice to
introduce a new parameter Pm can be understood taking
3
equation 27 and dividing it by 2γPm
P 3 (z) P (z) P 00 (z) P (4) (z)
+ −κl χ bulk +αχbulk = 0 (28)
Pm 3 Pm Pm Pm
Practically, it is an equation in the new variable
P (z)/Pm : it is clear that for Pm  P (z), for low po-
larizations, the first term in equation 28 tends to zero,
loosening more and more the nonlinear character of the
solution. In the opposite case, for Pm  P (z), the equa-
tion will tend to increase the nonlinear effects. This is
why Pm can be used as a benchmark dividing the linear
and the nonlinear case. Recalling Appendix B, moreover,
to solve the equation in the right boundary condition, we
have to impose two conditions in the origin of the axes
14
and the remaining two (we are dealing with a fourth or-
der equation) need to be chosen on some large distance
from the origin, where the polarization is low and the
non-linear behavior of the solution could be, as explained
above, safely neglected in favour of the linear one. The
boundary conditions for equation 27, thus, read:
P (z)|z=0 = Ps ∂z2 P (z)|z=0 = 0
P (z)|z0 = Plin (z) P 0 (z)|z0 = Plin
0
(z)
Where Plin (z) is the solution to the linear equation, as
it will be explained in the next section.
Equation 27 is a fourth order nonlinear differential
equation. Of course there is not an analytical solution
for it and its solution would be an hard task even if at-
tacked using numerical solvers: first attempts to solve it
by Mathematica on quite large integration domains failed
miserably up. Numerical solvers, in fact, try to get so-
lution by interpolation of exponential functions, which
diverge incredibly fast on even apparently small inter-
vals. The algorithm used in order to obviate to this issue
is exposed in Appendix E.
Note that condition P (z)|z=0 = Ps represents a really
strong assumption: by imposing a fixed polarisation at
the surface we are somehow freezing the dipolar degrees
of freedom at a chosen value. However, fixed boundary
values is, in general, a standard technique. This condi-
tion will be relaxed in the following parts.
A. Solution to the linear differential equation
In order to attack successfully the complete equation
we need first to know something more about its linearized
version, which reads
2 00 (4)
2γPm Plin (z) − κl Plin (z) + αPlin (z) = 0 (29)
00
Plin (z)|z=0 = Ps Plin (z)|z=0 = 0
0
lim Plin (z) = 0 lim Plin (z) = 0
z→∞ z→∞
where we introduced the notation Plin (z) to denote the
linear solution in order to keep the notation clear and
we imposed null boundary conditions at infinity to rejoin
the bulk solution hPimf , which we expect to be reached,
since at infinity the surface effects should be negligible.
The analytical solution is given by the solution of the as-
sociated characteristic polynomial, whose complex roots
have both a real and an imaginary part. In this way the
solution to equation 29 will have the form
Plin (z) = C1 e−az cos(bz) + C2 e+az sin(bz)+
+ C3 e−az sin(bz) + C4 e+az cos(bz) (30)
 15

with C1,2,3,4 to be determined by imposing the boundary 2

conditions and the constants a and b being related to the
complex roots l of the characteristic polynomial by the

P (z) (Ps units)

expression: 0
v q 2
u
u κl κ 8γP 2
t α + αl2 − α m
a + ib = l = with a, b ∈ R −2
2

For the numerical values of the parameters α = −0.107, 0 2 4 6 8 10 12 14

κl = −0.2 and Pm = 0.31 one gets the numerical val-
ues 1/a = 2.26Å and 1/b = 0.32Å. Solving system 29 z (Å)
and rewriting the solution by introducing a phase and an
amplitude one gets FIG. 15. The linear polarisation 31a as a solution of the
linear differential equation 29, expressed in units of the surface
4
Plin (z) = Ps Ce−az cos(bz + φ) (31a) polarization Ps . The parameters used are α = 0.0107Å and
2
κl = −0.2Å .
s 2
a2 − b2

C= 1+ (31b) getting far from the origin and the cubic term in the equa-
2ab tion will be neglectable; so if we go some characteristic
lengths away from the surface we should be allowed to
recover the linear solution. More quantitatively, Pm has
b2 − a2
 
φ = arctan (31c) been introduced as a benchmark signaling the nominal
2ab border between the regions dominated, respectively, by
the cubic and by the linear term, as mentioned in equa-
Dividing by Pm both sides of equation 31a one obtains tion 28: to ensure a good approximation in this sense we
an adimensional function; it is easy to verify that, in can find the distance z0 such that
such a case, the result would not depend explicitly on
2
the value of Pm or Ps , but on the product 2γPm and on Plin (z0 ) = 0.1 × Pm
the ratio Ps /Pm : the corresponding equation, obtained
by dividing equation 29 by 2γPm 3
, would read By considering the only envelope of the function Plin (z)
and ignoring the oscillatory part (putting us in the case
Plin (z) P 00 (z) P (z)
(4) the farthest from the z-axis and, thus, further ameliorat-
− κl χbulk lin + αχbulk lin =0 ing our approximation, that’s as if Plin = Ps Ce−az ) one
Pm Pm Pm
gets:
2 −1
where χbulk = (2γPm ) is the susceptibility of the 
C Ps

medium far from any surface or perturbation, whose z0 = λ ln (32)
0.1 Pm
value is experimentally determined [19] and the only non-
vanishing boundary condition being with λ = 1/a. For distances greater than z0 one can
 safely assume the linear solution to have been reached.
Plin (z)  Ps Thus for the boundary conditions far from the origin it
=
Pm z=0  Pm
P (z)/Ps is plotted in figure 15: one can see that the po-
larization oscillates in an exponentially decaying envelop,
vanishing over 1 nm length.
B. Numerical resolution: far field approximation
Once the linear equation associated to the complete
equation has been solved one needs actually to ask what
does effectively mean that we can assume a linear behav-
ior for the solution of equation 28 far from the origin. In
particular some thinking is needed about the meaning of
far. Since the linear solution, as shown above, displays
an oscillatory behavior whose amplitude decays exponen-
tially, the complete one will show a similar tendency when
will be sufficient to evaluate the functions at some dis-
tance greater than z0 . Moreover, if we want to express
this far field distance in units of λ, which, once fixed the
parameters α and κl , is known from the linear solution,
we obtain the behavior shown in figure 16. Since both
λ and C are fixed by empirical observations (again by
means of parameters α and κl ) the distance z0 is a func-
tion of the ratio between the polarization at the surface
Ps and Pm . The plot is so an easy way for choosing the
upper bound to our problem in units of λ.
C. Surface effects on the Polarization and on the
Dielectric susceptibility
The numerical results to the nonlinear equation 27 are
reported in figure 17. We would like to see the response
 16

6 1

4
z0 (λ units)

0.5

P (z) (Ps units)

2
0
Ps
0 Pm = 1
Ps
−0.5 Pm = 2
Ps
0 2 4 6 8 10 Pm = 4
Ps
Pm = 10
Ps
Pm
−1
0 2 4 6 8 10 12 14
FIG. 16. Distance z0 , as expressed in equation 32, allowing z (Å)
to work in the linear approximation as a function of the ratio
Ps
Pm
between the boundary condition at the surface and the
threshold dividing linear and nonlinear behaviour. z0 is the FIG. 17. Solution to equation 27 expressed in units of Ps .
distance where equation 27 can be solved using the boundary Graphs for different values of Ps are drawn. The used param-
4 2 −2
conditions (on the right) P (z)|z0 = Plin (z) and P 0 (z)|z0 = eters are α = 0.0107Å , κl = −0.2Å and Pm = 0.31CÅ .
0
Plin (z). The used parameters are the same as in figure 15.

of the medium in the presence of a surface. Therefore, 1

we submit the system to a constant homogeneous dis-
placement field D0 and derive the dielectric susceptibility 0.8
defined (for χ(q = 0)) as:
χ(z)

0.6
PD0 (z) − P (z)
χ(z) = lim (33)
D0 →0 D0 0.4
being P (z) the solution to the homogeneous nonlinear
0.2 D0 = Pm /102
equation 27 and PD0 (z) its non homogeneous counter-
D0 = Pm /103
part. In the absence of a surface the constant bulk
2 −1 0
value would be χ = χbulk = (2γPm ) . Since the non- 0 2 4 6 8 10 12 14
homogeneous solutions PD0 (z) in the D0 → 0 limit are al- z (Å)
most identical to the homogeneous ones (or, better, their
difference is not clearly visible by means of their plots) we
will not represent them; however, the numerical discrep- FIG. 18. Longitudinal susceptibility computed using formula
33 for two different values of D0 for Ps /Pm = 2. The param-
ancy between PD0 (z) and P (z) results in the longitudinal
eters are the same as in figure 17.
susceptibility function.
From a strictly computational point of view it is not
clear what should be the meaning of the limit D0 → 0: if
D0 is too small we could encounter some precision prob- 1
lems, since the homogeneous and the non-homogeneous
equation would be, numerically, almost identical, and we 0.8
would rely excessively in the numerical precision of the
machine. The results for two different displacement fields
χ(z)

0.6
are reported in figure 18. Seen the convergence of the
plots near the surface and the agreement with a con- 0.4
stant value of χbulk far from the surface, we decided to
take D0 = Pm /103 as the standard value for all the solu- 0.2 6λ
tions shown. Further improvement is needed in order to 8λ
ensure convergence even in intermediate points between 0
these two limits. Supplementary doubts rising from the 0 2 4 6 8 10 12 14 16 18 20
goodness of the far field approximation mentioned above z (Å)
are dispelled by comparing the susceptibility for two dif-
ferent values of the far field limit: in figure 19 the two FIG. 19. Longitudinal susceptibility for different far field ap-
result are really well superimposed, meaning that the ap- proximations for Ps /Pm = 2.The parameters are the same as
proximation method is correct and that the two solutions in figure 17.
converge to the same result. Final results for different
 17

surface behavior of the polarization we will limit to the

1 linear case 2, whose behavior is well known and has an
analytical form 31a, allowing us to express its energy as
0.8 a function of surface polarization Pel (0). In fact, writing

Pel (z)
χ(z)

0.6
Pel (z) = Pel (0) = Pel (0) f (z)
Pel (0)
Ps
0.4 Pm = 1
Ps
Pm = 2
it is easy to see that, in the absence of the external dis-
Ps placement field D0 ,
0.2 Pm = 4
Ps
Pm = 10 k 1
0 Htot (Pel (0)) = (Pel (0)−Ps )2 + Pel (0)2 A[f (z)] (34)
0 1 2 3 4 5 6 7 8 2 2ε0
z (Å) being

FIG. 20. Longitudinal susceptibility function for different val- ∂z f (z)∂z0 f (z 0 )

Z
ues of the parameter Ps /Pm . The dotted lines stands for the A[f (z)] = dz dz 0 +
4π|z − z 0 |
bulk value χb = 70/71. The parameters are the same as in Z  
figure 17.
2
2
+ dz Kf 2 (z) + κl ∂z f (z) + α ∂z2 f (z) (35)

values of Ps /Pm are drawn in figure 20. Increasing the The harmonic potential stands for a cost function linked
value of Ps creates and widens the zone of vanishing sus- to the surface polarisation. The numerical computation
ceptibility near the surface, as expected from the exper- of equation 35, however, leads to convergence problem
imental results shown in figure 1 from [2], opposed to due to the first Coulombic integral, which is both non-
the bulk behavior far from the surface, in which case the local and improper. The way to get rid of this issue
susceptibility would be constant and equal to χb . This is explained in Appendix D, where, making use of the
means an increase in the size of the portion of fluid not finite temperature formalism, we manage to write the
responding to the external perturbation. From a physical total energy in the form
point of view, that’s because the more the external field  2
ε0 δUP [P]
Z
is intense, the greater becomes the number of molecules H[P] = dr + UP [P] (36)
involved into forced polarization that won’t be able to 2 δP
linearly respond, as if they were frozen. They are, in this
model, effectively frozen at the surface, since we assumed with
that for z = 0 polarisation was fixed to a certain value 1
Z 
Ps : it’s so explained the reason of a null susceptibility at UP [P] = dr KP2 (r)+
the surface. 2ε0


2 
2
+ κl ∇ · P(r) + α ∇ ∇ · P(r)
D. Elastic Interaction with the Surface: effects on
P and χ More explicitly

1
Z
As stated in the previous parts, imposing a fixed polar- H[P] = dr α∇∇ · (∇∇ · P)+
ization at the surface represents a quite strong assump- 2ε0
2
tion. Thus, we will try to relax this condition introduc-
ing an elastic potential involving the polarization value − κl ∇∇ · P + KP(r) + UP [P]
at the surface, endowing this latter with the possibility of
fluctuating around an equilibrium point. We propose to and it becomes transparent that equation 36 does not
model the interaction between the fluid and the surface include nonlocal terms in 1/r as before. In planar sym-
using an harmonic potential that reads: metry, thus,
k 2
(Pel (0) − Ps )2
Z 
Hsurf =
2 A[f (z)] = dz Kf (z) − κl ∂z2 f (z) + α∂z4 f (z) +

where we have introduced the Polarization Pel (z) as the

Z  

2
2
solution of equation 29 assuming an harmonic potential + dz Kf 2 (z) + κl ∂z f (z) + α ∂z2 f (z)
at the surface instead of a fixed value; in other words,
Pel (z) is the field minimizing the total energy of the sys- where the integrals are easily performed by means of
tem including both bulk and surface. In analyzing the Mathematica software without any convergence problem:
 18
 2
these are solved since the non-local Coulombic integral K D0
has been rewritten in terms of a local integral having no UP [PD
el ]
0
−→ UP [Pel ] + V+
2ε0 1 + K
divergence problems in the origin. For the linear solution K D0
Z
31a the numerical result is A[f (z)] = −1.003, with the + drPel (r) (39b)
2ε0 1 + K
set of parameters being the same as in figure 17.
Once the functional A[f (z)] has been computed one
can look for the minimum of Htot with respect to Pz=0 . δUP [PD
el ] δUP [Pel ] K D0
0

A problem, however, arises when looking at the numerical −→ + (39c)

δPD
el
0 δPel ε0 1 + K
value of the functional A[f (z)]: its negative value, in fact,
is responsible for the concave shape of the electrostatic
energy as a function of the surface polarization, since 2 2 (
δUP [PD

ε0 el ] ε0
δUP [Pel ]
Z 0
Z
equation 34, in absence of any surface term, reads: dr −→ +dr
2 δPDel
0 2δPel
1
Htot (Pel (0)) = Pel (0)2 A[f (z)]  2 )
2ε0 1 KD0 1 KD0 δUP [Pel ]
+ +2 (39d)
giving a parabola having its maximum in the origin. ε0 1 + K ε0 1 + K δPel
Thus, its equilibrium configuration would not correspond
to a minimum of the potential energy, but to its maxi- Moreover, we have to take into account the interaction
mum (unstable equilibrium). This problem is well known term between the polarization of the medium and the
in scientific literature when trying to minimize electro- external displacement vector:
static free energy [20–25]. Thus, the simple yet essential 1
Z
strategy to overcome this unphysical behavior is to take Hinter = − drPD
el (r) · D0 (r)
0

ε0
the module of the functional A[f (z)] when performing
minimization of expression also containing this term. In Note that, in equation 39c, we found an expression for
this way the minimum for the expression 34 is easily com- the electric field in the bulk:
puted:
D0 K D0
k Ps = = Ebulk
Pel (0) = (37) ε0 1 + K ε0 εbulk
2|A| + k
If we then define the functionals
(with k = 2ε0 k). In the limit k → ∞ we find Pel (0) = Z ∞
Ps : this is in agreement with the previous frozen picture, B[f (z)] = dzf (z)
since an infinitely steep potential corresponds to fixing 0
a surface polarisation. In the opposite case, for k → 0,
we recover the bulk solution Pel (0) = 0, which stands for and
the equilibrium point of the equation 36. ∞
ε0 δUP [P (z)]
Z
In presence of an external perturbation the equation C[f (z)] = dz
Pz=0 0 δP (z)
to solve in order to find the polarization is
D (2) D (4)
we can easily perform the derivation of Htot with respect
(1 + K)PelD0 (z) − κl Pel 0 (z) + αPel 0 (z) = D0 (38) to Pel (0) in order to find its minimum:
with D0 the external displacement field. Of course this  
is not but the non homogeneous version of equation 29, D0
k + Pel (0) − Ps + 2A[f (z)]Pel (0)+
thus, its solution is the solution to the relative homo- 1+K
geneous equation plus a particular solution, that can be KD0
+ {B[f (z)] + 2C[f (z)]} − 2D0 B[f (z)] = 0
cast among the constant solution satisfying equation 38: 1+K
D0 (with k = 2ε0 k). The solution is
PelD0 (z) = + Pel (z)
1+K
kPs 2D0 B
Note that, now, Pel (z) has not the same value at the sur- Pel (0) = + +
face Pel (0) of equation 37. The addition of the constant k + 2|A| k + 2|A|
term modifies the functional form Htot : 1 2
kD0 KD0
Htot = Hbulk + Hsurf + Hinter 1+K 1+K (B + 2C)
− − (40)
k + 2|A| k + 2|A|
We analyze separately the different terms with respect to 3 4
the unperturbed case.
 2 where term 1 is the unperturbed part, term 2 the inter-
k D0 2 k D0 action contribution with the medium, term 3 the inter-
(P (0) − Ps ) −→ + Pel (0) − Ps (39a)
2 el 2 1+K action of the perturbation with the surface and term 4
 19

the modified response of the bulk. Numerical values for

B and C were computed using Mathematica, which gave 2

P (z) (Ps units)

B = −1.041 and C = 1.052. As we could expect, in the
D0
k → ∞ limit we find Pel (0) = Ps − 1+K : since the surface
potential becomes the dominant term in the total energy, 0
the minimization of the latter implies that the sum into
brackets on the right hand side of expression 39a must
be null. The final behavior of the linear approximation −2
with an external perturbation and an harmonic potential
at the surface is, thus, 0 2 4 6 8 10 12 14 16 18 20

D0 z (Å)
PelD0 (z) = Pel (0)f (z) + (41)
1+K
FIG. 21. The polarisation between two surfaces, expressed in
4
with Pel (0) given by equation 40. Moreover, an analytic units of the ratio PPm
s
. The used parameters are α = 0.0107Å
expression for the dielectric susceptibility in linear ap- and κl = −0.2Å .
2

proximation χlin (z) with an harmonic potential at the

surface is easily obtainable recalling equation 33, where
D0
Plin (z) and Plin (z) are given, respectively, by equations k=4
41 and 37. The final result, as explained in Appendix C, 2 k = 4/3
reads k = 4/7

χ(z)
2B − k + K(B − 2C)
 
1 1
χlin (z) = χb + f (z)
k + 2|A| 1+K
(42)
A figure relative to this quantity in a simpler case in given 0
in the following section.
0 2 4 6 8 10 12 14 16 18 20
z (Å)
E. Polarization confined between two surfaces
FIG. 22. Longitudinal dielectric susceptibility for a system
Some interesting results, for the linear solution, regard- confined between two surfaces being 20 nm far for different
ing the surface harmonic potential arise from the sym- values of k. The parameters’ values are the same as in figure
metric case, in which water is confined between two sur- 21.
faces, where the polarization, for hypothesis, takes the
same value but in opposite directions (thus, with oppo-
site sign). In the linear approximation the equation to A[f (z)], by definition, is always even. The complete sus-
solve is still equation 29; however, the boundary con- ceptibility, as shown in Appendix C in equation C1, can
ditions are no more the same, having no conditions at now be written in the simple form
infinity but at both the surfaces. If we place the surfaces  
in z = 0 and z = z1 they read: k
χlin (z) = χb 1 − f (z) (43)
k + 2|A|
00
Plin (z)|z=0 = Ps Plin (z)|z=0 = 0
The plots of χlin for three typical values of k are shown in
figure 22. See how the susceptibility tends to the constant
00
Plin (z)|z=z1 = −Ps Plin (z)|z=z1 = 0 bulk value as k → 0, when the surface term becomes
less and less significant. Note that for k → ∞ we find
The solution, of course, will always have the form ex- equation
pressed in equation 30, but the constants C1 , C2 , C3 and
C4 will be more difficult to determine, since there are χlin (z) = χb [1 − f (z)] (44)
no vanishing boundary conditions. However they can be
easily found using Mathematica. A solution for the sur- that’s the susceptibility for the linear solution with a
faces being 20 nm far is shown in figure 21. In this case, fixed polarization at the surface, while for k → 0 we
moreover, we can reach a simple solution for the dielec- find the constant value χ(z) = χb , that’s, as expected,
tric susceptibility even assuming an harmonic potential the limit in the linear in bulk approximation. The pic-
at the surfaces. Functionals B[f (z)] and C[f (z)], in fact, ture of an harmonic potential at the surface, thus, seems
are now integrals of an odd function (equation 30 and to be coherent with the known results for the linear ap-
its second and fourth derivatives) over an even integra- proximation. Results for a single surface are reported in
tion domain, leading both, thus, to a null value, while Appendix C.
 20

V. CONCLUSIONS response. Concerning field theory, on the other hand,

given the good agreement found with Molecular Dynam-
Anomalous dielectric properties of water, due to its pe- ics, especially for the SPC/E model projected onto the
culiar capability to form a Hydrogen bond network giving DD model, further concern could now emerge from the
rise to strong correlation effects and nonlinear response use of such a model in more realistic geometries, such
to external perturbations, are well reproduced, as already as nanochannels, and with more realistic boundary con-
shown in previous works, by an ad hoc field theory devel- ditions at the surface, especially for what concerns the
oped using a Ginzburg-Landau formalism. In this work non-linear case, which has not been studied yet. More-
we found the configuration rising from this theory in a over, it could be interesting to find a link between the
planar geometry, both in a linear and a nonlinear approx- measured quantities found in recent works, such as [2],
imation. and the field theory approach.
Numerical precision of assumptions used and conver-
gence of the algorithm, used for solving the equation giv- Appendix A: Linear Susceptibility
ing the polarization configuration, were tested in order
to assure the goodness of the technique, finding positive
results. In order to compute the analytical expression for the
susceptibility function in a linear medium we should get
Polarization was first frozen at the surface and was
into Fourier space the function
later endowed with the capability of fluctuating around
a given value. As expected, the response was more and
1 ∇r · P(r)∇r0 · P(r0 )
Z
more screened as the surface polarization increased, while H[P] = drdr0 +
susceptibility was null at the surface, since the medium 2ε0 4π|r − r0 |
is not able to respond, and increases up to the bulk value 1
when going farther in the medium. Such a result can be
 2
1
Z   
2
qualitatively compared with the data from figure 1 [2]: + dr K P (r) + κl ∇ · P(r) +
2ε0
the combined effect of linearity and elastic interaction 2 3
with the surface would not give the expected decrease 
 2

in the dielectric susceptibility, since the averaged prop- + α ∇ ∇ · P(r) (A1)
erties are not affected at all; in order to reproduce the
4
data, nonlinearity needs to be taken into account. The
qualitative agreement could be enhanced including the By definition, the inverse Fourier transform of the polar-
elastic potential at the surface. isation is:
Molecular dynamics simulations, moreover, were per- Z
formed in order to test the agreement with the field the- P(r) = dqeiq·r P̃(q) (A2)
ory method, for both SPC/E and dipolar models. We
found that, when projected onto a dipolar DD model, Moreover, in term 1 we’d need to know the Fourier trans-
the SPC/E model can be really well used for setting the 1 0
form of the function |r−r 0 | : by calling |r − r | = y
parameters of the field theory model, giving rise to both
qualitative and quantitative agreement with even really 1
Z
precise numerical simulations, especially as far as con- = dqeiq·y f (q) (A3)
cerns the dipole correlations. Pure dipole models, on the y
other hand, seem to display only a qualitative agreement
We can compute the Fourier transform of y −1 :
with the known behaviour of water dielectric susceptibil-
ity and a complete disagreement with its thermodynamic 1
Z
1
properties. f (q) = dye−iq·y =
(2π)3 y
Further interest on both the methods arises from the Z 2π Z +1 ∞
1 1 −iqy cos ϑ
Z
present work. Regarding Molecular Dynamics simula- = dϕ d cos ϑ e dy y 2=
tions, a way for improving the comparison between this (2π)3 0 −1 0 y
method and the studied case in field theory would be to Z ∞ +1
1 1 −iqy cos ϑ 

introduce a surface in the system, in order to have a quan- =− 2
dy ye  =
titative benchmark for the field theory approach in the (2π) 0 iqy −1
Z ∞
planar geometry. Moreover, another opportunity arises
 
dy 1 iqy 1 −iqy 1
from the introduction of ions in pure water, that repro- = 2 iq
e − e = 2 q2
(A4)
0 (2π) iq 2π
duce the behaviour of real water, which never presents
as pure water. Such a case would stand as a standard We can now compute the different parts of equation A1.
when compared with field theory, especially for testing The first one exploits the simple derivational properties
the overscreening effect due to the non-linearity of the of the Fourier transform of a function:
 21

   Z
1
Z Z Z
0 0
1 × 4π = dr dr0 ∇r · dq1 eiq1 ·r P̃(q1 ) ∇r0 · dq2 eiq2 ·r P̃(q2 ) × dq3 eiq3 ·(r−r ) 2 2 =
2π q3
1
Z
0
= − dr dr0 dq1 dq2 dq3 q1 · P̃(q1 ) q2 · P̃(q2 )eir·(q1 +q3 ) eir ·(q2 −q3 ) 2 2 =
2π q3
q1 · P̃(q1 ) q2 · P̃(q2 ) q · P̃(−q) q · P̃(q)
Z Z
= − dq1 dq2 dq3 δ(q1 + q3 )δ(q2 − q3 ) 2 2 = dq 4π (A5)
2π q3 q2

Other parts are easier to compute:

Z Z Z  Z 
2 iq·r 0 iq0 ·r 0
2= dr KP (r) = dr K dqe P̃(q) dq e P̃(q ) =
Z Z
0
= dr K dq dq0 eir·(q+q ) P̃(q) P̃(q0 ) =
Z Z
0 0 0
= dq dq K δ(q + q )P̃(q) · P̃(q ) = K dq P̃(q) · P̃(−q) (A6)

Z Z  Z  Z 
0
3= dr κl (∇ · P(r))2 = dr κl ∇r · dqeiq·r P̃(q) ∇r · dq0 eiq ·r P̃(q0 ) =
Z
0
= dr dq dq0 κl iq · P̃(q) iq0 · P̃(q0 ) eir·(q+q ) =
Z Z
0 0 0 0
= − dq dq κl δ(q + q ) q · P̃(q) q · P̃(q ) = dq κl q · P̃(q) q · P̃(−q) (A7)

Z Z  Z  Z 
0
dr α (∇2r · P(r))2 = dr α ∇r ∇r · dqeiq·r P̃(q) ∇r ∇r · dqeiq ·r P̃(q0 ) =



4=
Z  Z  Z 

0
= dr α − dq q q · P̃(q) eiq·r − dq0 q0 q0 · P̃(q0 ) eiq ·r =

Z Z
= α dq dq0 δ(q + q0 ) q · q0 q · P̃(q) q0 · P̃(q0 ) = α dq q 2 q · P̃(q) q · P̃(−q)



(A8)

In order to simplify the writing of these four terms, it is By definition [26]:

useful to use the tensor product:
1
Z
q · P̃(q) q · P̃(−q) = H[P̃] = dq P̃(q) · χ̃−1 (q) · P̃(−q) (A11)
2ε0
= qx P˜x (q) + qy P˜y (q) + qz P˜z (q) ×


So, by comparison,
× qx P˜x (−q) + qy P˜y (−q) + qz P˜z (−q) =


 2  q⊗q
qx qx qy qx qz χ̃−1 (q) = K1 + + κl q ⊗ q + α q ⊗ q (A12)
˜ · qy qx q 2 qy qz  · P(−q)
= P(q) ˜ = q2
y
2
qz qx qz qy qz
with
= P(q)˜ · q ⊗ q · P(−q) ˜ (A9)
χ̃−1 · χ̃ = δij (A13)
In this way we are enabled to write the energy functional
in Fourier space in the following way:
being i and j the indices referring to the spatial compo-
q⊗q nents of the susceptibility tensor.

1
Z
H[P̃] = dq P̃(q) · K1 + + Since we are working in the bulk approximation we can
2ε0 q2
 rightly assume the medium to be isotropic (as well as
+ κl q ⊗ q + α q ⊗ q · P̃(−q) (A10) homogeneous), thus allowing us to decompose the sus-
ceptibility tensor in two independent components, the
 22

longitudinal one and the transverse one: Finally, we can write the explicit formula for the longi-
tudinal susceptibility:
qi qj  qi qj 
χ̃ij (q) = χ̃k (q) 2 + χ̃⊥ (q) δij − 2 (A14)
q q 1
χ̃k (q) = (A16)
Thus, 1 + K + κl q 2 + α q 4

4 qi qj qi qj 
h i 
χ̃−1 2
ij (q) = 1 + K + κl q + α q + K δ ij − =
q2 q2 Appendix B: Functional Derivatives
qi qj  qi qj 
= χ̃−1 −1
k (q) q 2 + χ̃⊥ (q) δij − q 2 (A15)
We need to compute the functional derivative of

∇r · P(r)∇r0 · P(r0 )
  2 2 

 2
Z Z  
0 2 2
2ε0 H[P] = drdr + dr γ P (r) + P0 + κl ∇ · P(r) + α ∇ ∇ · P(r) (B1)
4π|r − r0 |
1 2 3 4

We’ll proceed by separate steps:

iq0 ·(r−r0 )
δH1 1 ∇r0 · P(r0 ) (F T ) 1 0e
Z Z Z Z
= − ∇r · dr0 = − ∇r · dr 0
∇ r 0 · dq e iq·r
P̃(q) · dq =
δP ε0 4π|r − r0 | ε0 (2π)3 q 02
iq0 ·r
1 ir0 ·(q−q0 ) e
Z
0 0
= − ∇r · dr dq dq iq · P̃(q) e =
ε0 (2π)3 q 02
0
1 eiq ·r 1 1
Z Z
= dq dq0 δ(q − q0 )q · q0 P̃(b) 02 = dqP̃(q)eiq·r = P(r) (B2)
ε0 q ε0 ε0

δH2 2γ 2 its functional derivative

= (P (r) + P02 )P(r) (B3)
δP ε0
δH
= G[P] (B10)
δH3 κl δP
= − ∇(∇ · P(r)) (B4)
δP ε0 is defined as follows:
Z
δH4 α H[P + η] − H[P] = drη(r)G[P(r)] (B11)
= ∇∇ · (∇∇ · P(r)) (B5)
δP ε0
In the computation of the different parts we’ve made use with η(r) a whichever small perturbation needing to ful-
of the formula [27] fill the only requirement to be zero on the boundaries, we
can recover one condition on the solution to the equation
N
δF [ρ] ∂f X ∂f
= + (−1)i ∇(i) · (B6) δH
δρ ∂ρ i=1 ∂(∇(i) ρ) =0 (B12)
δP
where
Z   In fact, taking the third part and expanding up to the
F [ρ] = drf r, ρ, ∇ρ, ∇ (2) (N )
ρ, · · · , ∇ ρ (B7) first order in η, one gets
Z Z
and dr(∇ · (P + η))2 − dr(∇ · P)2 =
ρ = ρ(r) (B8) Z Z
= dr(∇ · P + ∇ · η) − dr(∇ · P)2 =
2

However, recalling the fundamental definition of func- Z

tional derivative, that’s to say that if we have a func- = 2 dr(∇ · P)(∇ · η) =
tional
Z h i Z
H[P] = drF[P(r)] (B9) = (∇ · P)η − dr∇(∇ · P)η (B13)
S
 23

Less generally, in the chosen symmetry: It is clearly visible how the two limits tend one to the
other: on one hand we find the nonlinear solution with
Z 
∂(P + η)
2 Z 
∂P
2 frozen polarization at the surface in the Ps /Pm → 0 limit;
dz − dz = on the other we have the linear solution with harmonic
∂z ∂z
Z ∞ potential at the surface in the k → ∞ limit. The fact
∂P ∂η that both the cases tend to the same limit is a proof of
=2 dz · =
0 ∂z ∂z the rightness of our assumptions and of the formalism
∞ Z ∞
∂2P coherence.

H ∂P
= ·η − 2 dz 2 · η (B14)
H
H
∂z H
0 0 ∂z 4
linear for k → ∞
H
Since η need to be chosen with the constraints Ps /Pm = 0.01
Ps /Pm = 0.05
η[0] = η[z → ∞] = 0 (B15) 2 Ps /Pm = 0.1

χ(z)
in order not to modify the boundaries of the problem,
one gets the same as in equation B4. More interesting
conditions arise from the fourth term in equation B1: 0

2 2
∂ 2 (P + η) ∂2P
Z  Z 
dz − dz = 0 2 4 6 8 10 12
∂z 2 ∂z 2
Z ∞ z (Å)
∂2P ∂2η
=2 dz 2 · =
0 ∂z ∂z 2 FIG. 23. The longitudinal dielectric susceptibility for: in
 2 ∞  3 ∞ Z ∞ blue the linear solution with harmonic potential at the surface
∂ P ∂η H ∂HP ∂4P
=2 2
· − 2 H·H
3
η + 2 dz 4 · η for k → ∞ (equation C2); in the other shades the complete
∂z ∂z 0 ∂z HH0 0 ∂z nonlinear solution with constrained conditions at the surface
(B16) for Ps /Pm → 0. The used parameters are α = 0.0107Å ,
4

2 −2
κl = −0.2Å and Pm = 0.31CÅ .
If we want the boundary terms to go to zero we need to
impose the condition

∂ 2 P 

=0 (B17) Appendix D: Coulombic Integral
∂z 2 z=0

so that the mean field equation is satisfied: In order to solve equation 35 it is useful to recall the
 finite temperature formalism, as shown in reference [8]:
δH  the partition function, constrained by the Gauss’s law,
=0 (B18) reads
δP Pmf Z Y
Z = D[P]D[D]e−β U [D,P] δ(∇ · D − ρ)
r
Appendix C: Susceptibility: linear case with an
harmonic potential on a single surface with
ε0
Z
U [D, P] = drE2 (r) + UP [P]
In this Appendix we’ll briefly show the behavior of the 2
nonlinear solution in the limit PPms → 0. In such a case we
Equation 1b and
found very different behavior as regards from the results Z
shown in figure 20, as it is shown in figure 23. In the same
δ(∇ · D − ρ) = D[iϕ]eiϕ(∇·D−ρ)
figure the analytic behavior of the linear approximation
is shown for the case harmonic potential at the surface in
enable to write the partition function as
the k → ∞ limit: this is easily obtainable recalling equa-
D0 Z
tion 33, where Plin (z) and Plin (z) are given, respectively, R
Z = D[P]D[D]D[iϕ]e−β U [D,P]+ r iϕ(∇·D−ρ)
by equations 41 and 37. The final result reads

1

2B − k + K(B − 2C)
 Equation 1b and the rescaling ϕ → βϕ give
χlin (z) = χb + f (z)
k + 2|A| 1+K Z
β R 2
R
(C1) Z = D[P]D[iϕ]e−βUP [P]− 2ε0 r P −β r iϕρ ×
and for k → ∞ we get Z
β R 2
× D[D]e− 2ε0 r [D −2D·(P−iε0 ∇ϕ)]
χlin (z) = χb [1 − f (z)] (C2)
 24

The integral in D field can now be performed, since by a. Gradient Descent The gradient descent method,
completing the square one obtains a simple Gaussian in- first proposed by Cauchy [28] in 1847, is an algorithm
tegral. Defining φ = iϕ one gets the final results whose aim’s to find the local minimum of a given func-
Z R ε0 (∇φ)2 tion. We’ll briefly explain its mechanism in order to
Z = D[P]D[φ]e−β{UP [P]+ r [ 2 +φρ+P·∇φ]} understand the underlying principle governing the used
code, where instead of looking for a minimum we’re look-
The mean field equation are then obtained by performing, ing for the zeros of a function knowing only some local
as usual, the functional derivative of the exponent with properties.
respect to P and φ. In this way we get Given a scalar function f (x) and a beginning point x0
δUP we evaluate the former in x0 and then in the same point
−∇φ = plus a small increment ε, so that we are enabled to com-
δP
where pute the first derivative of the function at that point.
 Assuming a linear dependence (consciously knowing to
1
Z
be wrong) of the function not only in the neighbourhood
UP [P] = dr KP2 (r)+
2ε0 of x0 we can write


2 
 2
f (x) = f (x0 )+∂x f (x)x=x (x−x0 )+O (x−x0 )2 (E1)
+ κl ∇ · P(r) + α ∇ ∇ · P(r) (D1)
The total energy can now be written as
 2
ε0 δUP [P]
Z
H[P] = dr + UP [P] (D2)
2 δP
Appendix E: Convergence Issues
As mentioned before, even trying to numerically solve
the complete problem, integration algorithms fail to solve
differential equations on large intervals, due to their un-
derlying mechanism for attacking boundary values prob-
lems, whose core relies on the interpolation of exponential
functions and gives rise to diverging solution if attempted
to be used beyond their capabilities.
Thus, an effective method would be to split the integra-
tion domain into a chosen number of small sub-intervals,
where the number and the size of the intervals are to be
chosen in order the integration algorithm not to diverge
in any of them.
However, this procedure is far from being without any
related issue, the most significant of them being that we
don’t know at all the boundary condition needed in the
intermediate intervals to solve the differential equation.
As a first attempt we could start by imposing in these
unknown intermediate points the function and its first
derivative to be equal to the values of Plin (z) and of its
first derivative in such points. Of course this condition is
completely arbitrary, however could help us starting from
a good point point in order to limit convergence time to
the real solution. This latter can be reached if we recall
that other conditions are to be imposed. In particular,
the differential equation being of fourth order, the solu-
tion need to be C 3 , that’s to say that its derivatives have
to be continuous up to the third order.
The solution of the equation by numerical approach, in
our case, doesn’t ensure this condition to be satisfied in
the junction points between the various fragments: this
apparent problem could help us to correctly link the nu-
merical solutions; in particular we’ll appeal to the gradi-
ent descent algorithm.


0
In this approximation, if we are looking for the zero x1
such that f (x1 ) = 0, we get
f (x0 )
x1 = x0 − (E2)
f 0 (x0 )
Of course, unless we are extremely in luck, when evalu-
ating the function f (x) in x1 we’ll find a nonzero value:
thus, the point x1 will be again used instead of x0 in
equation E2 in order to get a new point x2 and so on,
until the proceeding have reached a desired precision; the
ith passage reads:
f (xi )
xi+1 = xi − (E3)
f 0 (xi )
Of course this algorithm can be generalized to multi-
variable functions f (x) and vector functions F(x) by us-
ing gradient and Jacobian matrix as an abstraction of the
derivative concept:
xi+1 = xi − ∇f −1 (xi )f (xi ) (E4a)
xi+1 = xi − J−1 (F(xi )) · F(xi ) (E4b)
Whereas in the one dimensional case the only choice the
algorithm had to take was to go against the derivative
direction, in multi-dimensional case the use of the gra-
dient (hence the name of the algorithm) and, even more
abstractly, of the Jacobian matrix ensures the algorithm
to find the direction of steepest descent to the minimum
(zero) of the function. This latter case will be the one
we’ll recall to for applying the algorithm to our problem.
b. Application How does this algorithm apply to our
necessities? As mentioned before our problem is the dis-
continuity of the second and third derivatives in the junc-
tions of the various segments. If we store in a vector of
dimension 2(N − 1) (being N the number of segments
we divided the whole domain into and N − 1 the number
of internal points in the interval) the differences between
the left and right derivatives in those points, we can look

at this vector as the vector function to minimize, or, bet-
ter, to put to zero, whereas the vector variable of such a
function are the unknown 2(N − 1) boundary conditions
to impose for solving the equation on the fragments.
Slightly varying the boundary conditions of an amount ε
we are enabled to get the Jacobian matrix of the “error
vector function” and, thus, using equation E4b, we can
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