Math 2.0

Numerical analysis Definition

Symplectic integrator

Builds on Hamiltonian systemEuler method

Definition

Let n≥1n \ge 1 and let J=(0In−In0)J = \begin{pmatrix} 0 & I_n \\ -I_n & 0 \end{pmatrix}, where InI_n is the n×nn \times n identity matrix. For a smooth function H ⁣:ℝ2n→ℝH \colon \R^{2n} \to \R, consider the Hamiltonian system y′=J∇H(y)y' = J \nabla H(y) with y=(q,p)y = (q, p), that is, q′=∇pHq' = \nabla_p H and p′=−∇qHp' = -\nabla_q H. A one-step method assigns to each such HH and each small step size h>0h > 0 a map Φh\Phi_h, and computes yk+1=Φh(yk)y_{k+1} = \Phi_h(y_k). The method is a symplectic integrator if Φh\Phi_h is a symplectic map whenever HH is smooth and Φh\Phi_h is defined and smooth. This means DΦh(y)T J DΦh(y)=Jfor all y.D\Phi_h(y)^T \, J \, D\Phi_h(y) = J \quad \text{for all } y.

Remarks

For n=1n = 1, a map of the plane is symplectic exactly when its Jacobian determinant is 11, that is, when it preserves area. Example: for H=12(p2+q2)H = \frac12 (p^2 + q^2), the symplectic Euler method pk+1=pk−hqkp_{k+1} = p_k - h q_k, qk+1=qk+hpk+1q_{k+1} = q_k + h p_{k+1} gives qk+1=(1−h2)qk+hpkq_{k+1} = (1 - h^2) q_k + h p_k, with Jacobian determinant (1−h2)⋅1−h⋅(−h)=1(1 - h^2) \cdot 1 - h \cdot (-h) = 1. In general the symplectic Euler method is pk+1=pk−h∇qH(qk,pk+1)p_{k+1} = p_k - h \nabla_q H(q_k, p_{k+1}), qk+1=qk+h∇pH(qk,pk+1)q_{k+1} = q_k + h \nabla_p H(q_k, p_{k+1}), and it is symplectic for every HH. Non-example: the explicit Euler method for the same HH is qk+1=qk+hpkq_{k+1} = q_k + h p_k, pk+1=pk−hqkp_{k+1} = p_k - h q_k, with Jacobian determinant 1+h2≠11 + h^2 \ne 1, so it is not symplectic. A Runge–Kutta method with coefficients aija_{ij}, bib_i is symplectic when biaij+bjaji=bibjb_i a_{ij} + b_j a_{ji} = b_i b_j for all i,ji, j; the implicit midpoint rule is an example.

Reading path

To understand this page from the ground up, read these 12 pages in order. The foundations come first.

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  1. Differential equation concept
  2. Function concept
  3. Hamiltonian system concept
  4. Interval concept
  5. Ordinary differential equation definition
  6. Lipschitz condition definition
  7. Grönwall's inequality statement
  8. Solution of an ordinary differential equation definition
  9. Discrete Grönwall inequality statement
  10. Initial value problem definition
  11. Euler method concept
  12. Symplectic integrator definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Symplectic_integrator
About this page
TagNZTCZQA8KW
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Kinddefinition
WritingW0 stub
MSC65P10, 37J11
DefinesSymplectic integrator
UsesHamiltonian system, Euler method
Changed2 November 2026

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