Abstract:This paper studies the exact invariant and the adiabatic invariant of a general dynamical system in the extended phase space and gives the relation between the symmetry and the invariant of the system in the space.It presents the conception and a structure method of the higher order adiabatic invariant for the system,reveals the relation between the higher order adiabatic invariant and the infinitesimal symmetric transformations and discusses the first order adiabatic invariant and corresponding infinitesim...