Concept

Numerical integration — where it appears

Advancing a system of differential equations by discrete steps, so that the errors of the method rather than of the problem decide what the answer means. A symplectic scheme bounds its energy error indefinitely while a conventional one drifts, which is why long solar-system integrations use the first kind.

Named by 7 essays across 2 fields — each of them below, with the objects they name alongside it.

Energy error over 240 revolutions, at one step size. The relative error in total energy against revolution number, for three integrators run on the same Kepler orbit at e = 0.5 with the same step of 200 per revolution. The exact energy is a constant, so every curve here is the method rather than the problem. Euler climbs steadily: its energy at the end is 106.5% wrong, and the orbit it draws has spiralled outwards. Runge–Kutta 4 begins 4.7e+2 times more accurate than leapfrog and ends at 2.22e-4, having grown by a factor of 10 across the run: the error is SECULAR. Leapfrog oscillates inside a band and stays there — worst error 2.62e-3, and the second half of the run is no worse than the first, which is measured here rather than claimed. That is the property that decides whether a five-billion-year integration means anything, and it is not accuracy: a symplectic method is the exact solution of a Hamiltonian a step-size away from the intended one, so its energy cannot wander, while a more accurate non-symplectic method has no such constraint and eventually wanders further.

Wrong about where, and right about how much

Runge–Kutta is the more accurate method and loses energy steadily; leapfrog is cruder and its energy error never leaves a band. Over five billion years only one of those properties survives — and neither method knows where the planet is.

gravitation · Numerical integration
A separation of 10⁻¹⁰ becomes 0.0285. The distance between two copies of Burrau's problem, started 10⁻¹⁰ apart in one coordinate of one body and then stepped in lockstep — one loop, one step size, both states advanced by it — for 60 time units. The vertical axis is logarithmic, so the straight stretch is exponential growth, and its slope is the Lyapunov exponent: 0.3413 per time unit, fitted over the 604 samples lying between ten times the starting offset and a tenth of the system's own size. That is an e-folding every 2.93 time units, so the separation multiplies by ten every 6.75 and by 7.8·10⁸ across the whole run. It has not saturated within the drawn interval: the growth rate over the last tenth of the run is still 0.6002 per time unit, 176% of the fitted exponent, and the separation has reached only 0.90% of the system's own size. The exponent is what sets a prediction horizon, and this run is drawn short of it on purpose: the straight line is the measurement, and the flat part that follows is arithmetic about how far apart two bounded systems can get.

A prediction with an expiry date

The inner solar system's Lyapunov time is about five million years, so a centimetre of error becomes an orbit in a hundred million. The ephemeris dies while the system survives — because the elements stay bounded when the phase does not, and only one of those is what stability means.

gravitation · Chaos
How far a small error at departure moves the arrival at Mars. The distance by which a craft on the Hohmann transfer from the Earth's orbit to Mars's misses its aim point at the nominal arrival time, against an error in its departure speed, on logarithmic axes, integrated numerically for the 259-day flight. An error along the direction of motion (solid) moves the arrival by 76 km for every millimetre a second; one across it (dashed) by 23 km. The relation is linear over the whole range drawn: a metre a second at departure — the precision of a good launch — is 76 thousand kilometres at Mars, several times the planet's own radius and a thousand times what a landing needs. The ratio is the corresponding element of the state transition matrix, and it is the number every navigation plan is built around.

A millimetre a second at launch, seventy-six kilometres at Mars

A craft on its way to Mars arrives seventy-six kilometres from where it was aimed for every millimetre a second its departure speed was wrong. No launch is that good, so no trajectory is flown as designed; it is flown as corrected, by Newton's method run on the matrix that says how the arrival depends on the departure — which doubles its correct digits at every step and makes a two-body sketch into a real trajectory in two iterations.

spaceflight · Patched conics
Which hierarchical triples survive, against the outer orbit's pericentre and eccentricity. Each cell is one integration of a triple: an equal-mass inner binary on a circular orbit of unit separation, and a third body of 1 times the binary's mass on an outer orbit of the given eccentricity with its pericentre at the given distance from the binary's centre of mass, all in one plane and going the same way round. Cells coloured as survivors kept the binary intact and ejected nothing for 30 outer orbits — 37 of 50; the others broke up, shaded darker the longer they lasted. The curve is the Mardling–Aarseth stability criterion, a pericentre of 2.8 inner separations times ((1 + q)(1 + e)/√(1 − e))^0.4, derived from where the resonances between the outer orbit and the inner one begin to overlap, and meant for survival over very many orbits. Every triple outside it survived. Inside it, 17 of 30 also survived this run; the outermost break-up is at a pericentre of 3.0 for a circular outer orbit and 2.6 at e = 0.6. The boundary drawn from a finite integration is therefore a lifetime rather than a line — triples between the break-ups and the curve survived a run of this length and are not thereby shown to be stable; the criterion is a statement about how the resonances are arranged, and a finite integration can only fail to refute it.

A third body kept at a safe distance

Most triple stars last for billions of years because they are hierarchical — a close pair and a distant third. How distant is distant enough has a formula, the formula comes from overlapping resonances, and an integration of any finite length can only fail to refute it.

gravitation · The three-body problem
The figure-eight with equal masses, and with one mass changed. The paths of three bodies in the figure-eight choreography over 100 periods, with equal masses (left) and with the third body's mass changed by 0.0001 (right). With equal masses the three paths lie on one another: each body runs round the same figure-of-eight, a third of a period behind the next. With the mass changed the three bodies stay bound but leave the single curve, filling a broad band round where it was. The choreography is an exact solution only for exactly equal masses, and the island of stable orbits near it is narrow.

A periodic orbit that the sky cannot keep

Three equal masses can chase one another for ever round a single figure of eight. The orbit exists, it is stable, and it will almost certainly never be seen — because its island of stability is a hundredth of a per cent wide in the masses, and nothing in nature makes three stars equal to that precision.

gravitation · The three-body problem
Sixty futures that began a trillionth apart. The momentum of the standard map at K = 3, a kicked rotor whose phase space is almost entirely chaotic, for 60 members started 10⁻¹² apart in angle, against iteration. For 41 iterations they are one trajectory; then the separation, growing by a factor of about 2.0 each step, reaches the size of the system and they become independent random walks. Three of the 60 cross the threshold at |p| = 90 within 400 iterations (dark), the stand-in for an orbit that goes unstable. Which members cross is decided by differences far below anything that could be measured; how many cross is a property of the dynamics, and it is the only thing the ensemble can be asked for.

A probability for a system with one future

The Solar System will do one thing, and an integration of it is wrong about which thing within a hundred million years. What long integrations report instead is a probability — one per cent that Mercury's orbit goes unstable before the Sun dies — and a probability of a single event is a strange object. It is a count over an ensemble of futures that differ by less than anything measurable, which makes sense only because chaos makes those futures independent; and how many of them are needed is a binomial question with an unforgiving answer for rare events.

gravitation · Numerical integration
A rare crossing reached in stages. Multilevel splitting on a kicked rotor (the standard map at K = 10), aimed at the event |p| > 450 within 400 iterations. 16 members are run until each reaches the first level or runs out of time; those that reach it are copied back up to 16, each copy restarted from its parent's crossing point with its angle nudged by a thousandth of a radian, and run on toward the next. The levels (dashed) are not fixed values of |p| but curves that rise as time runs out, so a member counts as closer to the event only if it has the time left to finish. 4 levels; the fractions passing them are 0.13, 0.06, 0.63, 0.88, and their product, 0.0043, is the estimate. Each stage is a common event; the rare one is never waited for.

A rare event reached by cloning the near misses

Counting how often an ensemble of integrations goes unstable works for an event of one in a hundred and becomes hopeless for one in a million, because a ten per cent answer needs a hundred events and so a hundred million futures. Splitting gets there by a different route: wait for the members that come closest, copy them, and run the copies on. Each stage measures a common event and the rare one is a product of common ones — provided the copies forget their parents and the stages know how much time is left.

gravitation · Numerical integration

Named alongside it

The objects these essays reach for when they reach for this one.

ChaosThree-body problemBinomial statisticsEnsembleLyapunov exponentPerturbationsPhase-spaceSolar system stabilityStandard mapThe B-planeChoreographyCircumbinary planet

All concepts