On the propensity of Asn-Gly-containing heptapeptides to form $\beta$-turn structures : comparison between ab initio quantum mechanical calculations and Molecular Dynamics simulations
Both molecular mechanical and quantum mechanical calculations play an important role in describing the behavior and structure of molecules. In this work, we compare for the same peptide systems the results obtained from folding molecular dynamics simulations with previously reported results from quantum mechanical calculations. More specifically, three molecular dynamics simulations of 5 $\mu$s each in explicit water solvent were carried out for three Asn-Gly-containing heptapeptides, in order to study their folding and dynamics. Previous data, based on quantum mechanical calculations and the DFT methods have shown that these peptides adopt $\beta$-turn structures in aqueous solution, with type I' $\beta$-turn being the most preferred motif. The results from our analyses indicate that for the given system the two methods diverge in their predictions. The possibility of a force field-dependent deficiency is examined as a possible source of the observed discrepancy.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
BERT-Beta: A Proactive Probabilistic Approach to Text Moderation
Text moderation for user generated content, which helps to promote healthy interaction among users, has been widely studied and many machine learning models have been proposed. In this work, we explore an alternative per…
regressionMUFold-BetaTurn: A Deep Dense Inception Network for Protein Beta-Turn Prediction
Beta-turn prediction is useful in protein function studies and experimental design. Although recent approaches using machine-learning techniques such as SVM, neural networks, and K-NN have achieved good results for beta-…
Experimental DesignFeature EngineeringPredictionVerifying the Selected Completely at Random Assumption in Positive-Unlabeled Learning
The goal of positive-unlabeled (PU) learning is to train a binary classifier on the basis of training data containing positive and unlabeled instances, where unlabeled observations can belong either to the positive class…
A Lottery-Demand-Based Explanation of the Beta Anomaly
The low (high) abnormal returns of stocks with high (low) beta, which we refer to as the beta anomaly, is one of the most persistent anomalies in empirical asset pricing research. This article demonstrates that investors…
regressionBeta-Sorted Portfolios
Beta-sorted portfolios -- portfolios comprised of assets with similar covariation to selected risk factors -- are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their wid…
Uncertainty Quantification