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I found that there is a type of substance in which two atoms exist in the same coordinate position in the lattice, for example, FeF3(H2O)3, here is its crystal structure file from Crystallography Open Database, the O atom and F atom exist at the same coordinate position.
It also shows the F atom and H2O are at the same coordinate in the original paper, which measures the structure of FeF3(H2O)3
My question is:
When I try to do geometry optimization and calculate the thermal properties of this kind of substance, how should I set up my model? My plan is to build a supercell and distribute F and O atoms averagely, but I am wondering if there is any standard procedure for this job?

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You cannot have two atoms at the same coordinate position. The idea behind fraction occupancy is that, in a sufficient large cell, some positions will be occupied "alternated" by two different atoms. This can pass the wrong idea of two atoms at the same position.

You can use several ways to consider this issue.
One is using the so called Virtual Crystal approximation [1,2], where you "create" a new atom which is composed by the contribution of the disordered atoms. A similar approach is the Coherent Potential Approximation (CPA).
Other one is to use a sufficient large supercell where you interchange the atoms positions.
Finally, you can use the Special Quasi-random Structures (SQS) theory [3] were you create small cells using from the analysis of the probabilities.

A comparison of using some of those method with DFT for a given disordered material is discussed here.

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