Heat pumps typically have both a run capacitor and a start capacitor. The run capacitor is in use while the system is operating, while the start capacitor is used to speed up operation when the system is turned on.
Capacitors are often compared to batteries, but they release their stored energy faster than batteries and are designed to be durable. Nearly all HVAC systems have run capacitors to power fan motors and other components. Since it can take a long time for heat pumps and air conditioners to start working, they generally also have a start capacitor, which provides a bit of extra torque to the compressor.