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Finite-order modified energy control on a compact tube
Statement
Let be open and star-shaped about a point , meaning for every and . Let be real symmetric positive-definite, , and with . Choose one of this page's fixed-step methods: kick-then-drift symplectic Euler with , or local leapfrog or an admitted implicit midpoint branch with . Fix a finite truncation order and choose small enough for the selected map and comparison flow branches. For one step size , let for , with . Assume every numerical endpoint, every method stage, every truncated modified-flow comparison segment, and every segment used to compare with lies in one compact tube . Then there are constants , independent of , such that The bound holds only while the stated compact-tube and domain hypotheses hold; if , its accumulated defect term is at most . It asserts neither exact conservation of by the numerical method nor convergence of an infinite modified series.
Facts & Assumptions
Given: A smooth Hamiltonian, one selected page method and its order , a fixed , a fixed step , and a trajectory satisfying the compact-tube hypotheses.
The finite modified Hamiltonian exists globally on the star-shaped phase domain. A finite formal logarithm has Hamiltonian coefficients on a star-shaped domain
On the compact tube, . A fixed finite modified Hamiltonian is close to the original energy
Each numerical step changes the finite modified Hamiltonian by at most . The finite modified Hamiltonian has a bounded one-step defect
Symplectic Euler has order one, while leapfrog and the admitted implicit midpoint branch have order two under their respective tube and branch conditions. Local and finite-time trajectory error for symplectic Euler and leapfrog, The admitted implicit midpoint branch is symplectic and second order
Proof
For the selected method, [F3] fixes the order of the finite modification. For each , [A1] and [F2] then give . The triangle inequality over the consecutive increments yields
Add and subtract the modified Hamiltonian at both endpoints: Applying [F1] to the first and third terms and step 1.1 to the middle term gives the stated bound.
Remarks
Symplecticity, reversibility, exact invariants, and modified-energy control are separate properties. This result concerns only the unconstrained maps specified above. Lie and Strang splitting are treated at the exact split-flow compositions ↗, while constrained integration is treated at the classical RATTLE step ↗; no claim here transfers to those methods.
Depends on
- A finite formal logarithm has Hamiltonian coefficients on a star-shaped domain
- A fixed finite modified Hamiltonian is close to the original energy
- The finite modified Hamiltonian has a bounded one-step defect
- Local and finite-time trajectory error for symplectic Euler and leapfrog
- The admitted implicit midpoint branch is symplectic and second order
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Ernst Hairer, Geometric Numerical Integration, TU München Lecture 3: Backward error analysis (standard reference, not scraped)
- Nikolaj Nordkvist and Poul G. Hjorth, Classical Mechanics and Symplectic Integration (standard reference, not scraped)