As a starting point of investigating what molecular dynamic simulations can reveal about the nature of atomic level of heating and cooling process, argon described by the LJ potential is considered. Stepwise heating and cooling of constant rates are simulated in the NPT (constant number, pressure and temperature) ensemble. Hysteresis is found due to the superheating and supercooling. Drastic change of volume and energy is involved with phase change, but the melting point can not be obtained by simply observing the changes of these quantities. Since liquid and solid phases can co-exist at the same temperature, Gibbs free energy should be calculated to find the temperature where the Gibbs free energy of liquid is equal to that of the solid since the equilibrium state is the state of minimum Gibbs free energy. The obtained melting temperature, $T^*=0.685$, is close to that of the experiment with only 2% error.