Symplectic integration. Yichao Jing
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1 Yichao Jing
2 Hamiltonian & symplecticness Outline Numerical integrator and symplectic integration Application to accelerator beam dynamics Accuracy and integration order
3 Hamiltonian dynamics In accelerator, particles motion is predicted by Hamilton s equations dq dt H p, dp dt H q or it can be written in a compact form or q p H(p,q), p q H(p, q) z J z H(z) z (p, q) J 0 I I 0 The solution is a transformation mapping (flow) p, q A t,h (p 0, q 0 ) or for simplicity z A(z 0 ) in matrix representation, the map A is a 2n by 2n matrix.
4 Symplecticness A. Hamilton s equations predict the evolution of phase space. B. Canonical transformation A preserves the form of Hamilton s equations. C. Transformation A is canonical if and only if it satisfies the relation A T JA J and we call this transformation A symplectic det A 1 Proof. Hamilton s equation can be expressed as if we have transformation H y AJA T y J H y y y(x) if i.e. symplectic A T JA J x J H x
5 Preservation of area Symplecticness is equivalent to the preservation of area. In a 2d(d=1) space, the area of a parallelogram is defined as the magnitude of the wedge product While for a transformation we have dp p p 0 dp 0 p q 0 dq 0, dp dq p p 0 dp dq z A(z 0 ) q dp 0 dq 0 p q 0 q 0 dq q p 0 dp 0 q q 0 dq 0 q p 0 dq 0 dp 0 wedge products are anticommutative dp dq dq dp dp dq p p 0 q dp 0 dq 0 p q 0 q 0 q p 0 dp 0 dq 0 det A * dp 0 dq 0 dp 0 dq 0
6 Preservation of area The area of a parallelogram (with sides η and ξ) is given by η T Jξ. The area of a transformed parallelogram (with sides Aη and Aξ) is η T A T JAξ=η T Jξ, if and only if A is symplectic A T JA J The symplecticness for a more general case (with d>1) can be written as dp 1 dq 1 dp d dq d dp 1 0 dq 1 0 dp d d Conservation of volumn (Liouville s theorem) 0 dq 0
7 Numerical integrators A system with differential equations x f (t, x) x (p, q) can usually be solved using integration method with infinitesimal integration steps t=h in each iteration. For Hamilton s equations, Euler(nonsymplectic) Euler(symplectic, 1 st ) x n 1 x n hj H(x n ), x n 1 x n hj H(x n 1 ) explicit implicit p n 1 p n h q H(p n, q n 1 ), q n 1 q n h q H(p n,q n 1 ) Implicit midpoint(symplectic, 2 nd ) x n 1 x n hj H( x n 1 x n 2 )
8 Numerical integrators Störmer-Verlet(symplectic,2 nd ) p n 1 2 p n h 2 q H(p n 1 2, q n ) q n 1 q n h 2 H(p p q n 2, 1 n ) p H(p p n 1 p n 1 2 h 2 q H(p n 1 2, q n 1 ) It is simply the symmetric composition (2 nd order) of the two symplectic Euler methods with step size h/2. n 1 2, q n 1 ) For a 2 nd order differential equation q U(q), H(p, q) 1 2 pt p U(q) It can be simplified as q n 1 2q n q n 1 h 2 U(q n ), p n q n 1 q n 1 2h
9 s-stage Runge-Kutta Runge-Kutta methods s c i a ij, where. For a case where j 1 s b i 1 i 1 k i f (t c i h, x n h a ij k j ), i 1,, s x n 1 x n h b i k i s i 1 s j 1 s 4, c 1 0, c 2 c 3 1 2, c 4 1, a 21 a , a 43 1 b 1 b 4 1 6, b 2 b it simplifies to the famous 4 th order Runge-Kutta integrator.
10 Runge-Kutta methods Runge-Kutta method is usually non-symplectic. However, we can prove that when the coefficients satifsy b i a ij b j a ji b i b j for all i, j 1,, s it is symplectic.
11 Symplectic mapping In accelerator, we usually use transfer map to calculate lattice properties. For example, matrix for a quadrupole is k K What a simulation code does is it slices the element into pieces and apply the kicks.
12 Symplectic mapping(cont d) Thus the transfer matrix becomes And then Taylor expansion gives Truncation is required and up to 1 st order While the determinant of it is not unity not symplectic.
13 Symplectic mapping(cont d) One trick to make the determinant 1 is to artificially add in one 2 nd order term Which makes the transfer map not as accurate as if we simply keep it up to 2 nd order Which is not symplectic! Symplecticity is not equal to accuracy!!
14 Symplectic mapping(cont d) 1. Tracking Classical of single theories quadrupole of numerical shows integration the difference give information about how well different methods approximate the trajectories for fixed times as step sizes tend to zero. Dynamical systems theory asks questions about asymptotic, i.e. infinite time, behavior. 2. Geometric integrators are methods that exactly conserve qualitative properties associated to the solutions of the dynamical system under study. 3. The difference between symplectic integrators and other methods become most evident when performing long time integrations (or large step size). 4. Symplectic integrators do not usually preserve energy either, but From the left fluctuations to right are in H exact from mapping, its original non-simplectic value remain mapping small. and symplectic mapping. Although keeping up to 2 nd order simulates the shape more accurately but it diverges. 1 st order symplecity has a poor performance in preserving the shape.
15 Symplectic mapping(cont d) One way of thinking is to use thin lens approximation, divide the quadrupole into drifts and thin lens which all have transfer matrices with unity determinant. Transfer matrices for drift and sudden kick With a quadrupole at length L
16 Symplectic mapping(cont d) So we have various ways of dividing the quadrupole which result into different order of symplicticity.
17 Symplectic mapping(cont d) After splitting the magnets, we need to solve for the parameters(symplicticity is automatically preserved). Take the 2 nd on the right as an example. Total transfer map is Comparing with
18 Symplectic mapping(cont d) Keeping them equal up to 4 th order then gives Last one arises from geometry condition. Unfortunately, this does not have a solution symplicticify failure. But the 3 rd one on the right has a solution
19 Symplectic mapping(cont d) Notice that both β and δ are negative. This means we need to go through 7 steps for the symplectic integration shown as follows. This results in a 4 th order symplectic integration.
20 Symplectic mapping(cont d) Higher order of symplectic integration can be achieved simply by dividing the magnet into more pieces and solving much more complicated set of equations. A 6 th order integration is done in 19 steps.
21 Accuracy vs order Order does bring up complicity but does it provide higher accuracy? Considering the amplitude of phase space given by With initial A to be normalized to 1. Exact tracking should always A while if we use symplectic mapping it s not the case.
22 Accuracy vs order(cont d) Comparison of 2 nd order and 4 th order of symplectic integration is given as With the top one as 2 nd order and bottom one the 4 th. Stability is always preserved but the accuracy is greatly improved by using higher order integration. Notice that the deviation from 1 tells us the deviation from a pure circle distortion. Higher order also improves the shape distortion introduced by this symplecticify process.
23 Accuracy vs order(cont d) A list shown all the integrators from 2 nd order to 5 th order is shown here with the error information and the model needed to achieve it. Notice that simple repetition doesn t improve order. Have to change way of slicing.
24 4 th order Runge-Kutta is not symplectic Considering DE, with given initial x & x. A 4 th order Runge-Kutta solves it at x=l With
25 4 th order Runge-Kutta is not For a quadrupole, it gives symplectic with sextupole, it becomes
26 4 th order Runge-Kutta is not For quadrupole, the determinant is symplectic For sextupole, the determinant is Both of them are not 1 not symplectic!!
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