Abstract. We consider adaptive geometric integrators for the numerical integration of Hamiltonian systems with greatly varying time scales. A time regularization is considered using either the Sundman or the Poincaré transformation. In the latter case, this gives a new Hamiltonian which is usually separable, but with one of the parts not always exactly solvable. This system can be numerically integrated with a splitting scheme where each part can be computed using a symplectic implicit or explicit method, preserving the qualitative properties of the exact solution. In this case, a backward error analysis for the numerical integration is presented. For a one-dimensional near singular problem, this analysis reveals a strong dependence of the performance of the method with the choice of the monitor function g, which is also observed when using other symmetric nonsymplectic integrators. We also show how this dependence greatly increases with the order of the numerical integrator used. The optimal choice corresponds to the function g, which nearly preserves the scaling invariance of the system. Numerical examples supporting this result are presented. In some cases a canonical transformation can also be considered, making the system more regular or easy to compute, and this is also illustrated with some examples. 1. Introduction. When solving Hamiltonian systems of ordinary differential equations, certain qualitative properties of the evolution are important, and symplectic integrators have largely shown during the last decade to be superior to standard integrators [36,10,20] when used with constant time step. In contrast, adaptive variable time step methods are often superior to fixed time step methods when applied to problems with varying evolutionary time scales. They lead to more regular problems with reduced local errors and with the effects of rounding error minimized. The results presented in the paper [8] demonstrate that adaptive methods can be especially effective when the underlying problem has a scaling structure. However, adaptive and symplectic methods have tended to sit uncomfortably together, with adaptivity often corrupting the powerful long time error estimates obtained for fixed time step symplectic methods [36]. Attempts to rectify this problem, which we will describe, have tended to result in either complex and hard to use algorithms or low order methods. It is also not clear in many of these methods what choice should be made of the adaptive procedure, and how this choice affects the performance of a numerical integrator of a given order. We present in this paper a technique for identifying a natural adaptive procedure based upon identifying the evolutionary scalings of the system, and then implementing this, using a combination of a Sundman and a Poincaré transform, for