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Hamiltonian flows and the exact splitting map preserve the complexified canonical form and the Poisson bracket
Statement
Let and let be analytic splitting data as in Analytic splitting data with uniform holomorphic neighbourhood, and the exact symmetric splitting map , with the standard matrix and , the complexified form and bracket of Complex phase domains, holomorphic maps on , and the complexified canonical form and bracket. Let and let be the flow of as in The flow of a bounded holomorphic field on a polydisc: existence in complex time, displacement bound, holomorphy, and the composition law, on the domain where it is defined.
- For every in the flow domain, is holomorphic near , its derivative is invertible, and
- For every and every point where is defined and holomorphic, is invertible and
- For all holomorphic on an open set containing ,
Facts & Assumptions
Given: The analytic splitting data of Analytic splitting data with uniform holomorphic neighbourhood, and the exact symmetric splitting map ; a field with on ; the flow of ; the exact splitting map .
The flow is holomorphic, and holomorphic maps are : the coordinate derivatives of a holomorphic map are again holomorphic (Iterated Cauchy formula, power-series expansion and Cauchy estimates for functions continuous and separately holomorphic on a polydisc clause 3, Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits clause 1 and 2, Complex phase domains, holomorphic maps on , and the complexified canonical form and bracket).
The variational equation. Since solves and both sides are in by [L1], Clairaut's theorem permits exchanging the mixed partials, and the chain rule gives (Clairaut--Schwarz theorem for continuous second partial derivatives, The chain rule for total derivatives: , The total (Fréchet) derivative as the linear first-order approximation with remainder, Directional derivatives and partial derivatives of a map ).
For holomorphic , its gradient column has total derivative , a complex-symmetric matrix, and because (Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits clause 2, Clairaut--Schwarz theorem for continuous second partial derivatives, Complex phase domains, holomorphic maps on , and the complexified canonical form and bracket).
Matrix algebra: , , hence ; for invertible , the identity is equivalent to ; and products of matrices satisfying the identity satisfy it again (Rectangular matrix multiplication and the identity matrix , including zero-sized shapes, The transpose of a matrix, Invertible matrices and the general linear group ).
Bracket matrix identity: for holomorphic , (Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits clause 2).
Proof
The derivative of the matrix identity along the flow. Fix in the flow domain and put . By [L2], , and by [L3], with symmetric. Then using , and ([L4]). Since the expression is continuous in and has zero derivative on the connected flow interval, it equals its value at , namely . Thus .
Invertibility. Along the reverse continuation of the same solution branch, clause 3 of The flow of a bounded holomorphic field on a polydisc: existence in complex time, displacement bound, holomorphy, and the composition law supplies the local inverse near . The chain rule gives : the derivative is invertible with inverse , and the identity of step 1.1 transfers to by [L4].
Composition. The chain rule gives with at , at and at . Each satisfies by step 1.1 and is invertible by step 2.1; hence by [L4], and is invertible as a product of invertible matrices.
Bracket identity. Let be holomorphic near . By the chain rule, , and likewise for ; hence by [L5] By step 3.1 and the equivalence of [L4] (applicable because is invertible), , so the last display equals by [L5] again.
Conclusion. Step 1.1 gives clause 1 for the two fields, step 3.1 gives clause 2, and step 4.1 gives clause 3.
Remarks
- Whether the flows are globally defined on the whole of is not asserted; all identities hold wherever the flows and compositions exist, which is the only form used on this page. The lemma is the complexified counterpart of the real symplecticity of the splitting map in The drift, kick and velocity-Verlet maps are canonical: and ; for the mechanical data the velocity-Verlet variant is obtained by interchanging the analytic splitting labels.
- The bracket identity is the hypothesis that makes the formal logarithm a derivation of the Poisson bracket in The binomial family of the splitting pullback is multiplicative and bracket-preserving, and its logarithm is a derivation.
Depends on
Analytic splitting data with uniform holomorphic neighbourhood, and the exact symmetric splitting map
The flow of a bounded holomorphic field on a polydisc: existence in complex time, displacement bound, holomorphy, and the composition law
Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits
Iterated Cauchy formula, power-series expansion and Cauchy estimates for functions continuous and separately holomorphic on a polydisc
Complex phase domains, holomorphic maps on , and the complexified canonical form and bracket
A phase domain, its canonical one-form and its standard symplectic two-form
Clairaut--Schwarz theorem for continuous second partial derivatives
The chain rule for total derivatives:
The total (Fréchet) derivative as the linear first-order approximation with remainder
Rectangular matrix multiplication and the identity matrix , including zero-sized shapes
The transpose of a matrix
Invertible matrices and the general linear group
Directional derivatives and partial derivatives of a map
Dependency tree · 2 levels
Sources
- E. Hairer, Geometric Numerical Integration (TU Munchen 2010), Lecture 3 'Backward error analysis', Section 2: symplectic methods have a locally Hamiltonian modified equation; the matrix identity J f'(y) symmetric, printed pages 5-6
- E. Hairer, Geometric Numerical Integration (TU Munchen 2010), Lecture 2 'Symplectic integrators', Section 1 and Theorem 2: the exact flow of a Hamiltonian system is symplectic and symplecticity is closed under composition, printed pages 1-3