“domain” is just a fancy word for a part of a protein that has some function or structure or something and you need a way in which to refer to it. Structural domains are parts of the protein that have distinct, stable, 3D shapes. Often structural domains can fold into that shape even when isolated (not in its normal protein context) and many proteins have structural domains connected by flexible regions called loops or coils. Functional domains are parts of the protein that do some function. For example, many DNA polymerases have a polymerase domain which links DNA letters (deoxynucleotides) into chains and a proofreading “exonuclease” domain which chews back wrong letters that get added. Functional domains may or may not correspond to structural domains.
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