Symplectic integrator

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In mathematics, a symplectic integrator (SI) is a numerical integration scheme for Hamiltonian systems. Symplectic integrators form the subclass of geometric integrators which, by definition, are canonical transformations. They are widely used in nonlinear dynamics, molecular dynamics, discrete element methods, accelerator physics, plasma physics, quantum physics, and celestial mechanics.


Symplectic integrators are designed for the numerical solution of Hamilton's equations, which read

\dot p = -\frac{\partial H}{\partial q} \quad\mbox{and}\quad \dot q = \frac{\partial H}{\partial p},

where q denotes the position coordinates, p the momentum coordinates, and H is the Hamiltonian. The set of position and momentum coordinates (q,p) are called canonical coordinates. (See Hamiltonian mechanics for more background.)

The time evolution of Hamilton's equations is a symplectomorphism, meaning that it conserves the symplectic two-form dp \wedge dq. A numerical scheme is a symplectic integrator if it also conserves this two-form.

Symplectic integrators possess, as a conserved quantity, a Hamiltonian which is slightly perturbed from the original one. By virtue of these advantages, the SI scheme has been widely applied to the calculations of long-term evolution of chaotic Hamiltonian systems ranging from the Kepler problem to the classical and semi-classical simulations in molecular dynamics.

Most of the usual numerical methods, like the primitive Euler scheme and the classical Runge-Kutta scheme, are not symplectic integrators.

Splitting methods for separable Hamiltonians[edit]

A widely used class of symplectic integrators is formed by the splitting methods.

Assume that the Hamiltonian is separable, meaning that it can be written in the form

H(p,q) = T(p) + V(q). \qquad\qquad (1)

This happens frequently in Hamiltonian mechanics, with T being the kinetic energy and V the potential energy.

For the notational simplicity, let us introduce the symbol z=(q,p) to denote the canonical coordinates including both the position and momentum coordinates. Then, the set of the Hamilton's equations given in the introduction can be expressed in a single expression as

\dot{z}=\{z,H(z)\}  \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ (2)

where \{\cdot, \cdot\} is a Poisson bracket. Furthermore, by introducing an operator, D_H \cdot = \{\cdot, H\}, which returns a Poisson bracket of the operand with the Hamiltonian, the expression of the Hamilton's equation can be further simplified to

\dot{z}=D_H z.

The formal solution of this set of equations is given as a matrix exponential:

z(\tau)=\exp(\tau D_H)z(0).   \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ (3)

Note the positivity of  \tau D_H in the matrix exponential.

When the Hamiltonian has the form of eq. (1), the solution (3) is equivalent to

z(\tau) = \exp[\tau (D_T + D_V)]z(0).   \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ (4)

The SI scheme approximates the time-evolution operator \exp[\tau (D_T + D_V)] in the formal solution (4) by a product of operators as

\exp[\tau (D_T + D_V)] & = \prod_{i=1}^k \exp(c_i \tau D_T)\exp(d_i \tau D_V) + O(\tau^{k+1}) \\ \\
&= \exp(c_1 \tau D_T)\exp(d_1 \tau D_V)\dots\exp(c_k \tau D_T)\exp(d_k \tau D_V) + O(\tau^{k+1})
\end{array}, \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \  (5)

where c_i and d_i are real numbers, k is an integer, which is called the order of the integrator, and where \sum_{i=1}^k c_i = \sum_{i=1}^k d_i = 1. Note that each of the operators \exp(c_i \tau D_T) and \exp(d_i \tau D_V) provides a symplectic map, so their product appearing in the right hand side of (5) also constitutes a symplectic map.

Since D_T^2 z = \{\{z,T\},T\} = \{(\dot{q}, 0),T\} = (0,0) for all z, we can conclude that

D_T^2 = 0. \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ (6)

By using a Taylor series, \exp(a D_T) can be expressed as

\exp(a D_T) = \sum_{n=0}^\infty \frac{(a D_T)^n}{n!}, \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ (7)

where a is an arbitrary real number. Combining (6) and (7), and by using the same reasoning for D_V as we have used for D_T, we get

\left\{\begin{array}{c}\exp(a D_T) = 1 + a D_T\\
\exp(a D_V) = 1 + a D_V
\end{array}\right.. \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ (8)

In concrete terms, \exp(c_i \tau D_T) gives the mapping

q\\ p
 q + \tau c_i \frac{\partial T}{\partial p}(p)\\

and \exp(d_i \tau D_V) gives

q\\ p
 q \\
 p - \tau d_i \frac{\partial V}{\partial q}(q)\\

Note that both of these maps are practically computable.


A first-order example[edit]

The symplectic Euler method is the first-order integrator with k=1 and coefficients

c_1 = d_1 = 1. \ \

A second-order example[edit]

The Verlet method is the second-order integrator with k=2 and coefficients

c_1 = 0, \qquad c_2 = 1, \qquad d_1 = d_2 = \tfrac12.

A third-order example[edit]

A third order symplectic integrator (with k=3) was discovered by Ronald Ruth in 1983. [1] One of the many solutions is given by

c_1 = 1,\qquad c_2 =-\tfrac{2}{3},\qquad c_3 = \tfrac{2}{3}

d_1 =-\tfrac{1}{24},\qquad d_2 = \tfrac{3}{4},\qquad d_3 = \tfrac{7}{24}.

A fourth-order example[edit]

A fourth order integrator (with k=4) was also discovered by Ruth in 1983 and distributed privately to the accelerator community at that time. This was described in a lively review article by Forest. [2] This fourth order integrator was published in 1990 by Forest and Ruth and also independently discovered by two other groups around that same time.[3][4][5]

c_1 = c_4 = \frac{1}{2(2-2^{1/3})},\ \ c_2=c_3=\frac{1-2^{1/3}}{2(2-2^{1/3})},

d_1 = d_3 = \frac{1}{2-2^{1/3}},\ \ d_2 = -\frac{2^{1/3}}{2-2^{1/3}},\ \ d_4 = 0.

To determine these coefficients, the Baker–Campbell–Hausdorff formula can be used. Yoshida, in particular, gives an elegant derivation of coefficients for higher-order integrators. Later on, Blanes and Moan [6] further developed partitioned Runge-Kutta methods for the integration of systems with separable Hamiltonians with very small error constants.

See also[edit]


  1. ^ Ruth, Ronald D. (August 1983). "A Canonical Integration Technique". Nuclear Science, IEEE Trans. on. NS-30 (4): 2669–2671. Bibcode:1983ITNS...30.2669R. doi:10.1109/TNS.1983.4332919. 
  2. ^ Forest, Etienne (2006). "Geometric Integration for Particle Accelerators". J. Phys. A: Math. Gen. 39 (19): 5321–5377. Bibcode:2006JPhA...39.5321F. doi:10.1088/0305-4470/39/19/S03. 
  3. ^ Forest, E.; Ruth, Ronald D. (1990). "Fourth-order symplectic integration". Physica D 43: 105. Bibcode:1990PhyD...43..105F. doi:10.1016/0167-2789(90)90019-L. 
  4. ^ Yoshida, H. (1990). "Construction of higher order symplectic integrators". Phys. Lett. A 150 (5–7): 262. Bibcode:1990PhLA..150..262Y. doi:10.1016/0375-9601(90)90092-3. 
  5. ^ Candy, J.; Rozmus, W (1991). "A Symplectic Integration Algorithm for Separable Hamiltonian Functions". J. Comput. Phys. 92: 230. Bibcode:1991JCoPh..92..230C. doi:10.1016/0021-9991(91)90299-Z. 
  6. ^ Blanes, S.; Moan, P. C. (May 2002). "Practical symplectic partitioned Runge–Kutta and Runge–Kutta–Nyström methods". Journal of Computational and Applied Mathematics 142 (2): 313–330. Bibcode:2002JCoAM.142..313B. doi:10.1016/S0377-0427(01)00492-7. 
  • Leimkuhler, Ben; Reich, Sebastian (2005). Simulating Hamiltonian Dynamics. Cambridge University Press. ISBN 0-521-77290-7. 
  • Hairer, Ernst; Lubich, Christian; Wanner, Gerhard (2006). Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations (2 ed.). Springer. ISBN 978-3-540-30663-4.