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13 - 16 August 2012, Minneapolis, Minnesota

Jerey M. Aristo and Aubrey B. Poore

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Numerica Corporation, 4850 Hahns Peak Drive, Suite 200, Loveland, Colorado, 80538, USA

Accurate and efficient orbital propagators are critical for space situational awareness

because they drive uncertainty propagation which is necessary for tracking, conjunction

analysis, and maneuver detection. We have developed an adaptive, implicit Runge-Kuttabased method for orbit propagation that is superior to existing explicit methods, even

before the algorithm is potentially parallelized. Specifically, we demonstrate a significant

reduction in the computational cost of propagating objects in low-Earth orbit, geosynchronous orbit, and highly elliptic orbit. The new propagator is applicable to all regimes

of space, and additional features include its ability to estimate and control the truncation

error, exploit analytic and semi-analytic methods, and provide accurate ephemeris data

via built-in interpolation. Finally, we point out the relationship between collocation-based

implicit Runge-Kutta and Modified Chebyshev-Picard Iteration.

I.

Introduction

Accurate and timely surveillance of objects in the near-Earth space environment is becoming increasingly

important to national security and presents a unique and formidable challenge. Efficiently and accurately

modeling trajectories of the vast number of objects in orbit around the Earth is difficult because the equations

of motion are non-linear, the infrequency of observations may require modeling trajectories over long periods

of time, and the number of objects to be modeled is on the order of 105 and growing owing to object breakups

and improved sensors. While existing numerical methods for orbit propagation appear to meet the current

needs of satellite operators, advances in numerical analysis, together with improved speed, memory, and

architecture of modern computers (e.g., the availability of parallel processors), necessitate new and improved

algorithms for orbit propagation, especially when future needs in space situational awareness are taken into

consideration.

In this paper, we demonstrate the construction, implementation, and performance of collocation-based

implicit Runge-Kutta (IRK) methods for orbit propagation (i.e., the numerical solution of initial value problems arising in orbital mechanics). This includes collocation-based IRK methods such as Gauss-Legendre,

Gauss-Chebyshev, and their Radau and Lobatto variants,14 as well as band-limited collocation-based IRK

methods.5, 6 Particular attention is given to a class of collocation-based IRK methods known as GaussLegendre IRK (GL-IRK). Collocation-based IRK methods are ideally suited for orbit propagation for several

reasons. First, unlike multistep methods, GL-IRK and other collocation-based IRK methods are A-stable

at all orders, thus allowing for larger (and fewer) time steps to be taken without sacrificing stability.14

As a result, less error is accumulated and the computational cost is reduced. Second, and perhaps more

importantly, collocation-based IRK methods can exploit parallel computing architectures, which makes them

well-poised to meet the future demands of space surveillance. It is worth noting that current state-of-the-art

numerical integrators such as Dormand-Prince 8(7), Runge-Kutta-Nystrom 12(10), Gauss-Jackson (GJ), and

Adams-Bashforth-Moulton (ABM) are explicit methods that are not A-stable nor parallelizable.14, 7 The

properties of these methods are summarized in Table 1. A survey of numerical integration methods used for

orbit propagation can be found in Montenbruck & Gill8 and Jones & Anderson.9

Our implementation of IRK overcomes the disadvantages often associated with using implicit numerical

methods: the need to solve a system of nonlinear equations at time step. We mitigate this problem by making

use of available analytic and semi-analytic methods in astrodynamics.8, 10 Such approximate solutions are

Research

Chief

Scientist, Numerica Corporation.

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Copyright 2012 by the American Institute of Aeronautics and Astronautics, Inc. The U.S. Government has a royalty-free license to exercise all rights under the copyright claimed herein for Go

Type of method

Error control

Non-conservative forces

A-stable

Parallelizable

DP8(7)

RKN12(10)

GJ & ABM

GL-IRK

Explicit RK

Yes

Yes

No

No

Explicit RK

Yes

No

No

No

Multistep

No/Yes

Yes

No

No

Implicit RK

Yes

Yes

Yes

Yes

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Table 1. Summary of the properties of numerical integration methods used for orbit propagation. While it is

possible to implement error control with Gauss-Jackson (GJ), its standard implementation lacks this feature.7

RKN12(10) is unable to handle cases wherein the force acting on the object depends on its velocity (e.g., when

non-conservative forces are present).

used to warm-start the iterations arising on each time step of IRK, thereby reducing the computational

cost. Second, we have developed an efficient error-control mechanism that allows for the propagation to be

entirely adaptivea . Time-adaptivity is achieved through the use of an error estimator which makes use of

the propagated solution in order to select the optimal time step for a given tolerance, thereby controlling

the accumulation of local error, and minimizing the cost of propagation per time step. This feature, among

others, distinguishes our work from that of Bai & Junkins,11 Bradley et al.,5 and Beylkin & Sandberg,6 who

studied the use of fixed-step collocation-based methods for orbit propagation.

By virtue of being adaptive, our implementation of IRK is not restricted to the propagation of nearlycircular orbits. Highly elliptic orbits can also be efficiently propagated. Fixed-step propagators, on the

other hand, are forced to take extremely small time steps when propagating highly elliptic orbits in order to

maintain high accuracy. Alternatively, the equations of motion can be transformed (e.g., using the Sundman

transform) so that fixed steps can be taken in an orbital anomaly, rather than in time, in an eort to

distribute the numerical error evenly across the steps. Unfortunately, this approach results in the need to

solve an additional ordinary dierential equation,12 and hence both options incur increased computational

costs.

This paper focuses on the propagation of objects in low-Earth orbit (LEO), geosynchronous orbit (GEO),

and highly elliptic orbit (HEO). The new propagator is found to be superior to existing propagators when

medium to high accuracy is required. Specifically, we propagate objects in LEO, GEO, and HEO for multiple

orbital periods. The performance is compared to that of DP8(7) and ABM, the latter being a method that

is similar to GJ, albeit ABM has error control, whereas the standard implementation of GJ does not have

error control.7 In a serial computing environment, we demonstrate that the new propagator outperforms

DP8(7) and ABM by 60% to 85% in LEO and in GEO, and by 30% to 55% in HEO. In a parallel computing

environment, the new propagator outperforms DP8(7) and ABM by 92% to 99% in LEO and in GEO, and

by 86% to 97% in HEO. Hence, the real impact of the new propagator is its ability to significantly reduce the

computational cost of orbit propagation, even before the algorithm is potentially parallelized.

The layout of this paper is the following. In Section II, we introduce implicit Runge-Kutta methods and

describe the construction of collocation-based IRK methods. In Section III, we describe the implementation

of adaptive IRK methods for efficient orbit propagation. In Section IV, we compare the performance of our

adaptive collocation-based IRK propagator to that of DP8(7) and ABM. In Section V, we summarize our

results.

II.

Mathematical Preliminaries

y 0 (t) = f (t, y(t)) ,

(1)

y(t0 ) = y 0 ,

(2)

a An

adaptive numerical method for solving initial value problems estimates the local (truncation) error arising after each

time step and compares it to a user-specified tolerance to determine whether or not to accept the step, as well as to adjust the

size of the subsequent time step.

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American Institute of Aeronautics and Astronautics

define an initial value problem (IVP). Many standard problems in dynamics can be converted to this form.2

The independent variable t (time) is permitted to take on any real value, and the dependent variable y 2 Rd

(the state of the object) is a vector-valued function y : R ! Rd , where d is the dimension of the state,

and f : R Rd ! Rd . Henceforth, we assume existence and uniqueness of the solution on some interval

[t0 , t0 + h].

Runge-Kutta methods may be used to solve the IVP given by (1)-(2), that is, to find the state of the

object at time t = t0 + h.14 An s-stage Runge-Kutta method is defined by its weights b = (b1 , b2 , . . . bs ),

nodes c = (c1 , c2 , . . . , cs ), and the s by s integration matrix A whose elements are aij . It is used to solve

the IVP over a given time stepb t0 to t0 + h by writing

s

X

i = f t0 + ci h, y 0 + h

aij j

i = 1, 2, . . . , s,

(3)

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j=1

evaluations at the intermediate times t0 + ci h for i = 1, 2, . . . , s, and where the

s

internal stage z i = y 0 + h j=1 aij j is the approximation of y at time t0 + ci h. Once obtained, the internal

stages are used to advance the solution from t0 to t0 + h according to

y1 = y0 + h

s

X

bi i .

(4)

i=1

If aij = 0 for i < j, then (3) is an explicit expression for the internal stages. Otherwise, as with implicit

Runge-Kutta (IRK) methods, iterative techniques must be used to solve the nonlinear system of equations

(3), and an initial guess is required. In fact, as we shall demonstrate in Section III, it is the availability

of approximate analytical solutions to (1)-(2) that make the iterative solution of (4) tractable in orbital

mechanics. Examples of fixed-point methods for solving (3) include the Jacobi method, the Gauss-Seidel

method, and the Steensen method. Newton and quasi-Newton methods can also be used.13 Note that

the Runge-Kutta method (A, b, c) can be reformulated so that the s evaluations of f in (4) need not be

performed.4

A.

Of particular importance in the modeling of the motion of objects subject to forces are equations of the form

Y 00 (t) = g t, Y (t), Y 0 (t) ,

(5)

Y (t)

Y 0 (t)

y(t) =

(6)

and

f (t, y(t)) =

Y 0 (t)

g t, Y (t), Y 0 (t)

Y0

Y 00

y0 =

(7)

(8)

In this case, the system of equations defining the internal stages of the IRK method (3) becomes

Ps

i = Y 00 + h j=1 aij 0j

i = 1, 2, . . . , s,

Ps

Ps

0i = g t0 + ci h, Y 0 + h j=1 aij j , Y 00 + h j=1 aij 0j

and (4) becomes

Y1 =Y0+h

s

X

bi i ,

0

0

Y =Y +h

i=1

b Typically,

0

1

s

X

bi 0i .

i=1

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American Institute of Aeronautics and Astronautics

(9)

(10)

s

s

X

X

0i = g t0 + ci h, Y 0 + ci hY 00 + h2

a

ij 0j , Y 00 + h

aij 0j ,

j=1

(11)

j=1

0

0

Y 1 = Y 0 + hY + h

s

X

bi 0 ,

i

0

1

0

0

Y =Y +h

i=1

where

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a

ij =

s

X

bi =

aik akj ,

s

X

(12)

i=1

s

X

bj aji ,

and

ci =

j=1

k=1

bi 0i .

s

X

aij .

(13)

j=1

Provided that a

ij , bi , and ci are pre-computed, these substitutions reduce the storage required by the implicit

Runge-Kutta methods as well as the number of iterations.3 Similar substitutions can be done for higher-order

ODEs to reformulate the associated IRK method.

B.

There is an extensive literature devoted to the construction of IRK methods.14 Here, we describe the

construction of a class of IRK methods known as collocation-based IRK methods, which have particularly

strong stability properties. This framework allows us to readily construct collocation-based IRK methods

such as Gauss-Legendre, Gauss-Chebyshev, and their Radau and Lobatto variants.

Without loss of generalityc , a collocation-based, s-stage IRK method consists of choosing s collocation

points c1 , c2 , . . . , cs in [ 1, 1], and seeking a vector function u that obeys the initial condition (2) and satisfies

the dierential equation (1) at the collocation points. In other words, one seeks a function u such that

u(t0 ) = y 0

u0 (t0 + ci h) = f (t0 + ci h, u(t0 + ci h))

i = 1, 2, . . . , s.

(14)

A collocation method consists of finding such a u and setting y 1 = u(t0 + h). The collocation method for

c1 , c2 , . . . , cs is equivalent to the s-stage IRK method with coefficients

Z ci

aij =

Lj ( )d, i, j = 1, 2, . . . , s,

(15)

1

and

bi =

1

1

Li ( )d,

where

Li ( ) =

i = 1, 2, . . . , s,

s

Y

`=1, `6=i

ci

c`

c`

(16)

(17)

Band-limited collocation-based IRK (BLC-IRK) methods,5 and methods wherein the interpolating function need not be polynomial, may be constructed by choosing a family of orthogonal basis functions and

computing

Z ci

s

X

1

aij =

(18)

` ( )d, i, j = 1, 2, . . . , s,

`j

1

`=1

and

bj =

s

X

`=1

c The

1

`j

1

` ( )d,

j = 1, 2, . . . , s,

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American Institute of Aeronautics and Astronautics

(19)

where

=[

ij

j (ci )]

i, j = 1, 2, . . . , s

(20)

1

are the components of the interpolation matrix

.

Collocation-based IRK methods are amenable to interpolation (and extrapolation). The solution of the

1

IVP at the collocation points, together with the interpolation matrix

, the elements of which are given

by (20), can also be used to determine the state of the object at points that do not necessarily correspond

1

to the collocation points.5 Since

can be pre-computed, interpolation can be done efficiently.

C.

An alternative, but mathematically equivalent (in the sense that it produces the same discrete approximation)

approach to collocation-based IRK is the following.14, 15 Rather than working in terms of the values of the

function f , one works in terms of the coefficients of a chosen family of basis functions Rj for j = 1, 2, . . . , s

(e.g., Chebyshev or Legendre polynomials) by expressing the approximate solution u(t) as

u(t) =

s

X

aj Rj (t).

(21)

j=1

The vector coefficients aj are obtained by satisfying the ODE at s chosen collocation points and by satisfying

the initial condition; the resulting system of nonlinear equations relating the coefficients aj and the function f

is solved using iterative techniques. This approach is sometimes referred to as a collocation method, and has

been used in astrodynamics by several authors.11, 1618 We emphasize that it is mathematically equivalent

to an s-stage collocation-based IRK method having the same collocation points and basis functions,14, 15

since this fact does not appear to be well known. Since collocation methods are a subset of IRK methods,

we prefer to describe the new propagator in the broader context of IRK. This choice also allows us to easily

make use of a number of results from numerical analysis, most notably, the theory of order conditions.

D.

Order Conditions

be the exact solution to the initial value problem (1) and (2) at t = t0 +h, and let y 1 be an approximate

Let y

numerical solution at t = t0 + h. The approximate numerical solution is said to have order p if the local

error satisfies

|| = O(hp+1 )

||y 1 y

(22)

as h ! 0. For an s-stage Runge-Kutta method to obtain order p, it must satisfy the order conditions B(p),

C(), and D() with p + + 1 and p 2 + 2, where

B(p) :

C() :

D() :

s

X

i=1

s

X

j=1

s

X

bi cqi

aij cqj

bi cqi

=

1

1

q

cqi

q

aij =

i=1

bj

(1

q

q = 1, . . . , p;

(23)

q = 1, . . . , ;

(24)

j = 1, . . . , s q = 1, . . . , .

(25)

i = 1, . . . , s,

cqj )

s

X

bi = 1,

(26)

i=1

which is the condition required for any Runge-Kutta method to be consistent and convergent,1, 2 a prerequisite for its use. Gauss-Legendre IRK methods achieve the highest possible order (p = 2s) and are

deemed super-convergent. Their Radau IA and IIA variants achieve order p = 2s 1, and their Lobatto

IIIA, IIIB, and IIIC variants achieve order p = 2s 2.2, 3 Gauss-Chebyshev IRK methods are order p = s.

Their Radau IA and IIA variants achieve order p = s 1, and their Lobatto IIIA, IIIB, and IIIC variants

achieve order p = s 2.2, 3 The order of a BLC-IRK method is between zero and 2s depending upon the

choice of band-limit.

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American Institute of Aeronautics and Astronautics

III.

One of the main difficulties with the implementation of implicit Runge-Kutta (IRK) methods is the need

to solve a nonlinear system of equations at each time step. These must be solved iteratively and in an efficient

manner (see Subsection A), and a stopping criterion for the iterations must be established (see Subsection

B). Moreover, for an IRK method to be practical, approaches to limit the number of iterations should be

used that exploit approximate solutions to the initial value problem (see Subsection C). Another difficulty

with the implementation of IRK arises from the requirement that the accumulation of error is monitored

and controlled so that the accuracy of the numerical solution can be established (see Subsection D). The

present implementation of IRK for orbit propagation addresses and circumvents each of these difficulties.

A.

Newtons method or one of its many variants can be used for solving the nonlinear system of equations, but

this requires calculation (or approximation) of the Jacobian. In orbit propagation, evaluation of a single

component of the Jacobian is more expensive than evaluation of a single component of the force, and there

are more components to evaluate. Hence, this approach can be costly. Simplified Newton methods avoid

having to calculate the Jacobian at each of the intermediate times, but reduce the convergence from quadratic

to linear.4

Alternatively, fixed-point methods can be used for solving the nonlinear system. Although fixed-point

methods converge more slowly than Newtons method (but at the same rate as simplified Newton methods),

fixed-point methods do not require the computation of a Jacobian, and are thus well-suited for orbit propagation. The downside of using fixed-point methods is that they generally degrade the superior stability

properties of IRK methods. In particular, provided that the initial guess is sufficiently close to the solution,

there is no limit on the size of the time step that can be taken when a method is A-stable and Newtons

method is used. If a fixed-point, rather than Newtons method, is used, then there is a maximum step size

above which the iterations diverge. While this may appear to limit the applicability of fixed-point methods

to orbit propagation, we have studied the convergence of fixed-point methods in this context, and determined

a bound on the maximum step size, below which the iterations will converge. For the case of unperturbed

Keplerian dynamics, our proof of convergence indicates that steps sizes up to three-quarters of an orbital

period are acceptable. Practically speaking, the propagator we develop monitors the convergence of the

iterations during each step of the propagation, and reduces the step size if necessary.

There are a number of dierent fixed-point iteration methods that may be used to solve the nonlinear

system (11), the simplest being the Jacobi method (see Algorithm 1). Note that the s evaluations of the force

model and the s internal stage updates can each be done in parallel. An efficient and robust convergence

criteria for stopping the iterations will be presented in Subsection B.

Algorithm 1: Jacobi Method

Jacobi method for solving the nonlinear system (11) arising in orbit propagation.

inputs : Initial guess for the reformulated internal stages z i and z 0i , second-order integration matrices and nodes

(aij , a

ij , ci , ci ) for i, j = 1, 2, . . . , s, time step h, current state (y 0 , y 00 ), and iteration tolerance.

outputs: Solution for the reformulated internal stages and corresponding force-model evaluations.

begin

while stopping criterion for the iterations has not been met (see Subsection B) do

for i

1 to s do

Evaluate the force model at node i: g(t0 + ci h, y 0 + z i , y 00 + z 0i ) ! g i .

for i

1 to s do

P

P

Update the ith internal stage: ci hy 00 + h2 sj=1 a

ij g j ! z i and h sj=1 aij g j ! z 0i .

An alternative to the Jacobi fixed-point method, known as the Gauss-Seidel method (see Algorithm 2),

combines the two for-loops of the Jacobi method into a single step. In practice, the Gauss-Seidel method

converges more quickly because the newly calculated function evaluations are immediately incorporated into

the internal stage updates. However, neither the s evaluations of the force model nor the s internal stage

updates can be done in parallel, so the computational advantages are only obtained in a serial computing

environment or in a parallel computing environment in which the number of processors does not exceed

the number of orbits to be propagated multiplied by the number of internal stages. In the latter situation,

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American Institute of Aeronautics and Astronautics

parallelization at the level of the orbits can still take place, but finer parallelization, at a the level of the

internal stages, cannot.

Algorithm 2: Gauss-Seidel Method

Gauss-Seidel method for solving the nonlinear system (11) arising in orbit propagation.

inputs : Initial guess for the reformulated internal stages z i and z 0i and corresponding force-model evaluations,

second-order integration matrices and nodes (aij , a

ij , ci , ci ) for i, j = 1, 2, . . . , s, time step h, current state

(y 0 , y 00 ), and iteration tolerance.

outputs: Solution for the reformulated internal stages and corresponding force-model evaluations.

begin

while stopping criterion for the iterations has not been met (see Subsection B) do

for i

1 to s do

P

P

Update the ith internal stage: ci hy 00 + h2 sj=1 a

ij g j ! z i and h sj=1 aij g j ! z 0i .

0

0

Evaluate the force model at node i: g(t0 + ci h, y 0 + z i , y 0 + z i ) ! g i .

B.

Rather than performing a fixed number of iterations, we seek a stopping criterion that minimizes the number

of iterations necessary for convergence to a given accuracy. Following Hairer & Wanner,4 denote the set of

internal stages after m iterations as

!

z1 z2 . . . zs

m

V =

,

(27)

z 01 z 02 . . . z 0s

and let

Vm = Vm+1

|| Vm+1 || || Vm ||,

(28)

where || || is a suitable matrix norm that is consistent with the way in which the local error is estimated

(see Subsection D). Additionally, since we are dealing with a second order system, one must decide whether

to monitor the error Z or Z0 (or some combinationd ).

Provided that the iterations are converging (see Subsection A), the convergence rate < 1. Let V be

the exact solution to (11). Applying the triangle inequality to

Vm+1

V = (Vm+1

Vm+2 ) + (Vm+2

yields

||Vm+1

V ||

1

An estimate of the convergence rate can be made using

Vm+3 ) + . . .

|| Vm ||.

= || Vm ||/|| Vm

||,

(29)

(30)

(31)

or if Vm 1 is unavailable (as is true after only one iteration), from the previous integration step can be

used, provided that the previous and current time steps are comparable. We therefore stop the iterations

when

|| Vm || tol,

(32)

1

and accept Vm+1 as an approximation to V , where tol is the local error tolerance and is a numerical

pre-factor. If 1 or the number of iterations reaches the maximum allowable number of iterations, we

halt the iterations and reduce the time step by a factor of two.

d Note

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American Institute of Aeronautics and Astronautics

C.

Physical systems are typically described by a hierarchy of mathematical models of increasing complexity.

In orbital mechanics, for example, the complexity of the force model depends upon the degree and order

of the gravity model, and how drag, solar radiation, and third-body eects and other perturbations are

accounted for. It is therefore reasonable to ask whether low- and medium-fidelity force models can be used

in conjunction with high-fidelity force models to efficiently solve dierential equations of the form (11). The

answer depends upon the underlying numerical methods. Implicit numerical methods can exploit multiple

force models, whereas explicit methods cannot.

In particular, the iterative technique used for solving the nonlinear system of equations that arise on

each step of an implicit Runge-Kutta (11), whether it be fixed-point or Newton-step, requires a guess for

the internal stages to start the iterations. Rather than using a single, high-fidelity force model, we use a

tiered approach wherein multiple force models are evaluated sequentially (see Algorithm 3). This approach

significantly reduces the number of high-fidelity force-model evaluations, and is similar to the approach used

by Beylkin & Sandberg6 and Bradley et. al.5

Algorithm 3: Sequentially Evaluate Force Models

Sequentially evaluate force models in succession together with IRK to solve the nonlinear system (11) arising in

orbit propagation.

inputs : Initial guess for the reformulated internal stages z i and z 0i and corresponding force-model evaluations,

second-order integration matrices and nodes (aij , a

ij , ci , ci ) for i, j = 1, 2, . . . , s, time step h, current state

(y 0 , y 00 ), and iteration tolerance.

outputs: Solution for the reformulated internal stages and corresponding force-model evaluations.

begin

Use Algorithm 1 or 2 with g = g (low) where g (low) is a low-fidelity force model, and pass the result as input to

the following step.

Use Algorithm 1 or 2 with g = g (med) where g (med) is a medium-fidelity force model, and pass the result as

input to the following step.

Use Algorithm 1 or 2 with g = g (high) where g (high) is a high-fidelity force model.

D.

Numerical error is intrinsic to orbit propagation (unless the propagation is done analytically). It arises

due to the finite precision of computations involving floating-point values (i.e., round-o error), and due to

the dierence between the exact mathematical solution and the approximation to the exact mathematical

solution (i.e., truncation error). Owing to round-o error, the final few digits of a floating-point computation

cannot be considered to be accurate. Round-o error can be mitigated to some extent,4 but it is truncation

error that is typically the dominant contributor to numerical error in orbit propagation. Recall that the

local (truncation) error is related to the order of the numerical method (see Section II). Fortunately, the

local error can be estimated and controlled. Note that the orbital propagators presented by Bradley et al.5

and Bai & Junkins11 do not estimate nor control the error.

Modern methods for solving initial value problems (IVPs) estimate and control the error by adjusting

the step size accordingly.19 For higher order methods such as those needed for orbit propagation,8, 9 rigorous

error bounds become unpractical, and it is therefore necessary to consider the first non-zero term in the

Taylor expansion of the error. Even so, one cannot simply compute the global error (without access to

the true solution), that is, the error of the computed solution after several steps. Rather, the local error

committed at each step of the method can be estimated and used to adjust the step size, keeping in mind

that local errors are accumulated and transported to the final state. Ideally, local error control results in

global error control, and the method takes the largest time steps possible without committing too much

error. Hence, the method does just the right amount of work solving the IVP.

Let tol = atol + rtol ||y 0 || be the local error tolerance, where atol is a user-specified absolute tolerance,

and rtol is a user-specified relative tolerance. On each step of the propagation, we estimate the local error

and require that it fall below tol. This approach is known as error per step (EPS) controle . The local error

e Conversely,

error per unit step (EPUS) control requires that the local error fall below tol h for the step to be accepted.

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American Institute of Aeronautics and Astronautics

hnext = h max(0.5, min(2, (0.35 tol/err)1/(p+1) )),

(33)

where p is the order of the IRK method (see Section II). The parameters 0.5 and 2 are chosen so that the

ratio hnext /h is neither too large nor too small. The parameter 0.35 is chosen to increase the probability

that the next step is accepted, with the probability depending on the order of the IRK method. We note

that at the culmination of each step, we ensure that the step size to be taken for the following step does

not exceed the final time. If so, the step size is reduced. Our approach to error control is summarized in

Algorithm 4.

Algorithm 4: Error Estimation and Control

Downloaded by INST NAC DE TECNICA AEROESPACIAL on March 10, 2014 | http://arc.aiaa.org | DOI: 10.2514/6.2012-4880

inputs : Initial guess for the reformulated internal stages z i and z 0i and corresponding force-model evaluations,

second-order integration matrices and nodes (aij , a

ij , ci , ci ) for i, j = 1, 2, . . . , s, time step h, current state

(y 0 , y 00 ), iteration tolerance, and local error tolerance.

outputs: Solution for the reformulated internal stages and corresponding force-model evaluations accurate to

within the local error tolerance.

begin

while step has not been accepted do

Use Algorithm 3 to compute the s-stage IRK step and the error estimate err.

if err tol then

Accept the step. Use (33) to increase or decrease the time step.

else

Reject the step. Use (33) to decrease the time step.

We choose to estimate and control the error in propagating an orbit by using Earth-centered-inertial

coordinates (ECI). The reason for this choice is two-fold. First, the components of the internal stages

naturally separate into positions and velocities in ECI. Then, one simply decides whether to control the

error in position, the error in velocity, or both. Second is the fact that the geopotential calculation and its

derivatives (the component of the force model evaluation that is most expensive) are naturally expressed

in Earth-centered-Earth-fixed coordinates, which convert to ECI through a trivial rotation.8 Use of an

alternative coordinate system for propagation would incur an additional cost due to the necessary change

of variable at each node. Furthermore, one would not be able to exploit the second-order formulation of

implicit Runge-Kutta to reduce the computational cost of integration.

IV.

In this section, we test the performance of the new IRK-based propagator in six realistic orbit propagation

scenarios. Both the efficiency and the accuracy of the propagations will be quantified. Although any IRK

scheme can be used within the new propagator (including those not based on collocation) we have chosen

to use the Gauss-Legendre IRK (GL-IRK) family of methods in the present study because:

GL-IRK methods are A-stable (and B-stable) and can therefore be applied to sti problems (e.g.,

satellite re-entry, highly elliptic orbits),

GL-IRK methods are parallelizable and can therefore exploit advanced computing architectures (each

evaluation of the force model can be done independently and on a dierent processor),

GL-IRK methods are super-convergent, they achieve the highest order of convergence possible for a

Runge-Kutta method (methods based on Chebyshev collocation are not super-convergent),

GL-IRK methods are symmetric and thus preserve time-reversibility of a dynamical system (if applicable), and

GL-IRK methods are symplectic and thus preserve the first integral of a Hamiltonian system (if applicable).

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American Institute of Aeronautics and Astronautics

BLC-IRK methods share many of the same properties as GL-IRK (and reduce to GL-IRK in a suitable

limit). Our computational experience is that BLC-IRK methods can be up to 25% more efficient if large

(fixed) time steps are taken and the optimal step-size is known a-priori so that the error need not be

estimated. However, the challenge with using BLC-IRK methods is to develop an adaptive step-size control

that is comparable in performance to GL-IRK methods. This remains an open research problem.

We compare the performance of the new propagator to that of Dormand-Prince 8(7) (DP8(7)) and

Adams-Bashforth-Moulton (ABM). DP8(7) is an explicit Runge-Kutta method, and ABM is a multistep

method. Both methods are adaptive-step, high-order methods, and, like the new propagator, have the

ability to estimate and control the local error. Both methods were designed with the goal of reducing the

number of function calls, and, like the new propagator, both methods adaptively select the initial time stepf .

Hence, DP8(7) and ABM are good candidates to which we can compare the performance of IRK. Moreover,

ABM is similar to Gauss-Jackson, what is used by Space Command, and we have a robust implementation

of ABM (courtesy of MATLAB). An implementation of DP8(7) is available on the MATLAB file exchange.

Review of the code reveals it to be a robust implementation as well, though not to the high standard achieved

by ABM.

In order to make a fair comparison between the performance of the three methods, DP8(7) and ABM

are modified so that the same criterion for step acceptance is used as with the new propagator: on each

step of a given method, we require that the relative error in the 2-norm of the position of the object fall

below a user-specified relative toleranceg . Hence, we are using error per step (EPS) control. To quantify

the computational cost of orbit propagation, we count the number of evaluations of the high-fidelity force

model required to achieve a given global accuracy. We compute truth by propagating the initial orbital state

using a high-accuracy 50-stage GL-IRK method. Recall that evaluation of the high-fidelity force-model is

the dominant cost of orbit propagation, and that explicit methods can only use a single (high-fidelity) force

model.

The initial conditions of the six orbit propagation scenarios are listed in Table 2, along with the duration

of the propagations. A degree and order 32 gravity model (EGM2008) is used in LEO and in HEO, and

a degree and order 8 gravity model is used in GEO. For the sake of presentation, we do not consider drag

or solar radiation in the first five scenarios. In the sixth scenario (satellite re-entry), a Harris-Priester drag

model is used to demonstrate that the new propagator can handle cases wherein there is significant orbital

decay. Unperturbed Keplerian dynamics is used for the low-fidelity force model, and J2 gravity is used for

the medium-fidelity force model. Since the computational cost of evaluating the gravitational force using a

degree and order 32 gravity model is roughly 500 times greater than that using J2 -gravityh , we can safely

neglect the cost incurred during evaluation of the low- and medium-fidelity force models in LEO and in

HEO. J2 -gravity is roughly 32 times faster to evaluate than a degree and order 8 gravity model. Hence, we

can safely neglect the cost incurred during evaluation of the low- and medium-fidelity force models in GEO.

Scenario #

1

2

3

4

5

6

Orbit Type

LEO

LEO

GEO

GEO

HEO

Re-Entry

a (km)

6640

6640

42164

42164

26628

6518

e

0.009500

0.009500

0

0

0.7416

0.0003875

i( )

72.9

72.9

0

0

63.4

53.0

( )

116

116

0

0

120

145

!( )

57.7

57.7

0

0

0

267

M ( )

105

105

250

250

144

94.0

orbital periods

3

30

3

30

3

3

Table 2. Initial orbital elements for the orbit propagation scenarios. The first five are taken from Vinti,10 the

sixth from Peat.20

For each scenario, we consider the relationship between the user-specified local accuracy, the global

accuracy, and the computational cost. The relationship between the local and global error is shown first,

followed by the relationship between the computational cost and the global accuracy. A quadratic-leastsquares-fit to each of the data sets is shown. As the local accuracy is progressively increased (i.e. the local

f The

new propagator also adaptively determines the number of IRK stages to use for a given propagation.

error refers to the relative error in the 2-norm of the position of the object.

h The cost of evaluating a degree and order N gravity model using spherical harmonics is O(N 2 ), and J -gravity is approxi2

mately twice as fast as a degree and order 2 gravity model.

g Henceforth,

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American Institute of Aeronautics and Astronautics

error tolerance is decreased), the global accuracy increases (i.e. the global error decreases), as does the

computational cost (i.e. the number of function calls). Eective error control is evidenced by the quadraticleast-squares-fit through the global vs. local accuracy data being nearly linear and the correlation being

positive. Note that the global accuracy is always less than the local accuracy, in some cases by an order

of magnitude or more. For a short and a long propagation to achieve the same global accuracy, the long

propagation requires a greater local accuracy than does the short propagation. This fact is inherent to

numerical propagation. The results shown pertain to a serial computing environment. Since 5-15 IRK stages

are used in the scenarios, an additional speedup of 5-15 times would be observed in a parallel computing

environmenti . For reference, 7 digits of accuracy correspond to approximately one-meter accuracy for the

object in LEO, and 7.5 digits of accuracy correspond to approximately one-meter accuracy for the object

in GEO. For the object in HEO, 7 digits of accuracy correspond to approximately one-meter accuracy at

perigee.

Scenario 1. An object in low-altitude LEO is propagated for 3 orbital periods, or approximately

4.5 hours, using adaptive step-size control. The performance of the new IRK-based propagator is

summarized in Figure 1, and compared to that of DP8(7) and ABM. All three methods eectively

control the error, and IRK is 70-80% more efficient than DP8(7) and ABM over the range of accuracies

considered.

Scenario 2. An object in low-altitude LEO is propagated for 30 orbital periods, or approximately

45 hours, using adaptive step-size control. The performance of the new IRK-based propagator is

summarized in Figure 2, and compared to that of DP8(7) and ABM. All three methods eectively

control the error, and IRK is 60-70% more efficient than DP8(7) and ABM over the range of accuracies

considered.

Scenario 3. A object in GEO is propagated for 3 orbital periods, or approximately 3 days, using

adaptive step-size control. The performance of the new IRK-based propagator is summarized in Figure

3, and compared to that of DP8(7) and ABM. All three methods eectively control the error, though

the IRK solution is ten times more accurate than that of DP8(7) and ABM for the same local accuracy.

Moreover, IRK is 80-90% more efficient than DP8(7) and 60-65% more efficient than ABM over the

range of accuracies considered.

Scenario 4. An object in GEO is propagated for 30 orbital periods, or approximately 30 days, using

adaptive step-size control. The performance of the new IRK-based propagator is summarized in Figure

4, and compared to that of DP8(7) and ABM. All three methods eectively control the error. Again,

IRK is much more accurate (globally) for a given local accuracy, and 90-95% more efficient than DP8(7)

and 75-85% more efficient than ABM over the range of accuracies considered.

Scenario 5. An object in HEO is propagated for 3 orbital periods, or approximately 36 hours, using

adaptive step-size control. The performance of the new IRK-based propagator is summarized in Figure

5, and compared to that of DP8(7) and ABM. All three methods adequately control the error, and

IRK is 50-70% more efficient than DP8(7) and 30-55% more efficient than ABM over the range of

accuracies considered.

Scenario 6. A satellite that re-entered the atmosphere, known as ROSAT,20 is propagated for 3

orbital periods, or approximately 4.5 hours, using adaptive step-size control. The performance of the

new IRK-based propagator is summarized in Figure 6, and compared to that of DP8(7) and ABM.

Using the published weight of ROSAT (2400 kg) we estimate the the area-to-mass ratio to be 4.710 4

m2 kg 1 . This results in a nearly 1 km decay in the altitude of the spacecraft per orbital period. All

three methods adequately control the error, and IRK is 65-75% more efficient than DP8(7) and ABM

over the range of accuracies considered.

V.

Conclusion

The use of implicit numerical methods for orbit propagation represents a paradigm shift in astrodynamics.

Standard algorithms are based on explicit and multistep numerical methods.7, 8 As such, they solve an initial

i This

estimate assumes that the communication time between the processors is negligible.

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American Institute of Aeronautics and Astronautics

value problem by calculating the state of a system at a later time from the state of the system at the current

time. Implicit numerical methods, on the other hand, solve an initial value problem by calculating the state

of a system at a later time from the state of the system at the current time, together with the state of the

system at future times. Hence, an initial approximation for the solution is required, and the resulting system

of nonlinear equations must be solved iteratively.

What makes implicit Runge-Kutta (IRK) methods practical for orbit propagation is the availability of

analytic and semi-analytic approximations to the solution that can be computed efficiently and used to

warm-start the iterations, thereby lowering the computational cost of orbit propagation. IRK methods

can also be super-convergent, meaning that larger (and fewer) time steps can be taken than their explicit

counterparts. What is more, IRK methods are parallelizable. Explicit Runge-Kutta and multistep methods

are not. Even before parallelization, the new adaptive-step IRK-based orbital propagator is found to be

significantly more efficient in our test scenarios than adaptive-step explicit and multistep methods often

used for orbital propagation, specifically, Dormand-Prince 8(7) and Adams-Bashforth-Moulton. Table 3 lists

the computational savings obtained in LEO (Scenarios 12), GEO (Scenarios 34), HEO (Scenario 5), and

Satellite Re-Entry (Scenario 6) when medium- to high-accuracy propagations are performed.

SCE

PCE

Scenario 1

LEO

Scenario 2

LEO

Scenario 3

GEO

Scenario 4

GEO

Scenario 5

HEO

Scenario 6

Re-Entry

70-80%

94-99%

60-70%

92-98%

60-65%

92-98%

75-85%

95-99%

30-55%

86-97%

65-75%

93-98%

Table 3. Summary of computational savings in a serial computing environment (SCE) or a parallel computing

environment (PCE). The computational savings tend to increase as the accuracy of the propagation increases.

Not all orbital propagators estimate and control the truncation error by adapting the step size. Instead,

fixed steps (in time or in an orbital anomaly) are taken.5, 7, 8, 11 By taking fixed steps, one is assuming that

(1) the nonlinearity in the underlying dynamics is approximately uniform over each step and (2) the step

size yields a truncation error that is less than the error in the force models (but not too much less or else

unnecessary work is done to propagate the orbit). Unfortunately, one or both of these assumptions can be

violated. The first assumption breaks down when propagating low-altitude orbits, highly-elliptic orbits, or

orbits over long enough time intervals. The second assumption requires a-priori knowledge of the truncation

error, which would need to be tabulated oine for a given set of force models and a large number of orbit

propagation scenarios. Our approach is to use an adaptive-step orbital propagator that uses online error

estimation and control wherein the acceptable level of truncation error can be tuned to the error intrinsic to

the force models. Therefore, the error estimates are more accurate, and the propagator does just the right

amount of work for a given propagation.

A large class of methods for propagating an orbital state and its uncertainty (e.g. the unscented Kalman

filter,21, 22 particle filters,23, 24 Gaussian sum filters2528 ) require the propagation of an ensemble of particles or

states through the nonlinear dynamics. Hence, orbit propagation is a prerequisite for uncertainty propagation

using these methods. In this paper, we demonstrated the use of implicit Runge-Kutta methods for accurate

and efficient orbit propagation. In a companion paper,29 we demonstrate the use of implicit Runge-Kutta

methods for accurate and efficient uncertainty propagation.

Acknowledgments

The authors thank G. Beylkin and J. T. Horwood for helpful comments on earlier versions of this paper.

This work was funded, in part, by a Phase II STTR from the Air Force Office of Scientific Research (FA955012-C-0034) and a grant from the Air Force Office of Scientific Research (FA9550-11-1-0248).

References

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UK, 2004.

2 Butcher, J. C., Numerical Methods for Ordinary Dierential Equations, John Wiley & Sons, West Sussex, England,

2008.

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3 Hairer, E., Norsett, S. P., and Wanner, G., Solving Ordinary Dierential Equations I: Nonsti Problems, Springer

Series in Computational Mathematics, Springer, 2nd ed., 2009.

4 Hairer, E. and Wanner, G., Solving Ordinary Dierential Equations II: Sti and Dierential-Algebraic Problems,

Springer Series in Computational Mathematics, Springer, 2nd ed., 2010.

5 Bradley, B. K., Jones, B. A., Beylkin, G., and Axelrad, P., A new numerical integration technique in astrodynamics,

Proceedings of the 22nd Annual AAS/AIAA Spaceflight Mechanics Meeting, AAS 12-216, Charleston, SC, Jan. 30 - Feb. 2

2012, pp. 120.

6 Beylkin, G. and Sandberg, K., ODE Solvers Using Bandlimited Approximations, arXiv:1208.3285v1 [math.NA], 2012.

7 Berry, M. M. and Healy, L. M., Implementation of Gauss-Jackson integration for orbit propagation, Journal of the

Astronautical Sciences, Vol. 52, No. 3, 2004, pp. 331357.

8 Montenbruck, O. and Gill, E., Satellite Orbits: Models, Methods, and Applications, Springer, Berlin, 2000.

9 Jones, B. A. and Anderson, R. L., A survey of symplectic and collocation integration methods for orbit propagation,

Proceedings of the 22nd Annual AAS/AIAA Spaceflight Mechanics Meeting, AAS 12-214, Charleston, SC, Jan. 30 - Feb. 2

2012, pp. 120.

10 Vinti, J. P., Orbital and Celestial Mechanics, Progress in Astronautics and Aeronautics, edited by G. J. Der and N. L.

Bonavito, Vol. 177, American Institute of Aeronautics and Astronautics, Cambridge, MA, 1998.

11 Bai, X. and Junkins, J., Modified Chebyshev-Picard iteration methods for orbit propagation, J. Astronautical Sci.,

Vol. 3, 2011, pp. 127.

12 Berry, M. and Healy, L., The generalized Sundman transformation for propagation of high-eccentricity elliptical orbits,

Proceedings of the 12th AAS/AIAA Space Flight Mechanics Meeting, San Antonio, TX, January 2002, pp. 120, Paper AAS02-109.

13 Kelley, C. T., Iterative methods for linear and nonlinear equations, Frontiers in Applied Mathematics, Vol. 16, SIAM,

1995, pp. 1180.

14 Wright, K., Some relationships between implicit Runge-Kutta, collocation and Lanczos methods and their stability

properties, BIT , Vol. 10, 1970, pp. 217227.

15 Hulme, B. L., One-step piecewise polynomial Galerkin methods for initial value problems, Mathematics of Computation,

Vol. 26, No. 118, 1972, pp. 415426.

16 Feagin, T. and Nacozy, P., Matrix formulation of the Picard method for parallel computation, Celestial Mechanics and

Dynamical Astronomy, Vol. 29, 1983, pp. 107115.

17 Fukushima, T., Vector integration of the dynamical motions by the Picard-Chebyshev method, The Astronomical

Journal, Vol. 113, 1997, pp. 23252328.

18 Barrio, R., Palacios, M., and Elipe, A., Chebyshev collocation methods for fast orbit determination, Applied Mathematics and Computation, Vol. 99, 1999, pp. 195207.

19 Shampine, L. F., Error estimation and control for ODEs, J. Sci. Comp., Vol. 25, 2005, pp. 316.

20 Peat, C., Heavens Above, July 2012.

21 Julier, S. J. and Uhlmann, J. K., Method and Apparatus for Fusing Signals with Partially Known Independent Error

Components, U.S. Patent Number 6,829,568 B2, Issued on 7 December 2004.

22 Julier, S. J. and Uhlmann, J. K., Unscented filtering and nonlinear estimation, Proceedings of the IEEE , Vol. 92, 2004,

pp. 401422.

23 A. Doucet, N.F. Freitas, N. G. and Smith, A., Sequential Monte Carlo Methods in Practice, Statistics for Engineering

and Information Sciences, Springer, 2001.

24 Ristic, B., Arulampalam, S., and Gordon, N., Beyond the Kalman Filter: Particle Filters for Tracking Applications,

Artech House, Boston, 2004.

25 Ito, K. and Xiong, K., Gaussian filters for nonlinear filtering problems, IEEE Transactions on Automatic Control,

Vol. 45, No. 5, 2000, pp. 910927.

26 Horwood, J. T. and Poore, A. B., Adaptive Gaussian sum filters for space surveillance, IEEE Transactions on Automatic

Control, Vol. 56, No. 8, 2011, pp. 17771790.

27 Horwood, J. T., Aragon, N. D., and Poore, A. B., Gaussian sum filters for space surveillance: theory and simulations,

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28 DeMars, K. J., Jah, M. K., Cheng, Y., and Bishop, R. H., Methods for splitting Gaussian distributions and applications

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29 Aristo, J. M., Horwood, J. T., and Poore, A. B., Implicit Runge-Kutta methods for uncertainty propagation, Proceedings of the 2012 AMOS Conference, September 2012.

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14

12

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

11

10

9

8

7

6

5

7

10

11

12

2500

2000

Function Calls

13

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

1500

1000

500

10

11

Figure 1. Performance of Gauss-Legendre IRK vs. DP8(7) and ABM in Scenario 1 (LEO, 3 orbital periods).

(a) Digits of accuracy in the propagated state versus the local accuracy. (b) Computational cost of orbit

propagation, measured by the number of high-fidelity force-model evaluations, versus the global accuracy in

a serial computing environment (an additional speedup of 5-15 times would be observed for IRK in a parallel

computing environment). Note that 7 digits of accuracy corresponds to approximately one-meter accuracy.

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American Institute of Aeronautics and Astronautics

11

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

9

8

7

6

5

4

3

7

10

11

12

x 10

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

1.8

1.6

1.4

Function Calls

10

1.2

1

0.8

0.6

0.4

0.2

0

4.5

5.5

6.5

7.5

8.5

Figure 2. Performance of Gauss-Legendre IRK vs. DP8(7) and ABM in Scenario 2 (LEO, 30 orbital periods).

(a) Digits of accuracy in the propagated state versus the local accuracy. (b) Computational cost of orbit

propagation, measured by the number of high-fidelity force-model evaluations, versus the global accuracy in

a serial computing environment (an additional speedup of 5-15 times would be observed for IRK in a parallel

computing environment). Note that 7 digits of accuracy corresponds to approximately one-meter accuracy.

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American Institute of Aeronautics and Astronautics

12

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

10

9

8

7

6

5

4

3

6

10

11

2000

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

1800

1600

1400

Function Calls

11

1200

1000

800

600

400

200

0

6.5

7.5

8.5

9.5

10

10.5

Figure 3. Performance of Gauss-Legendre IRK vs. DP8(7) and ABM in Scenario 3 (GEO, 3 orbital periods).

(a) Digits of accuracy in the propagated state versus the local accuracy. (b) Computational cost of orbit

propagation, measured by the number of high-fidelity force-model evaluations, versus the global accuracy in

a serial computing environment (an additional speedup of 5-15 times would be observed for IRK in a parallel

computing environment). Note that 7.5 digits of accuracy corresponds to approximately one-meter accuracy.

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American Institute of Aeronautics and Astronautics

10

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

8

7

6

5

4

3

2

6

10

11

2.5

x 10

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

Function Calls

1.5

0.5

5.5

6.5

7.5

8.5

Figure 4. Performance of Gauss-Legendre IRK vs. DP8(7) and ABM in Scenario 4 (GEO, 30 orbital periods).

(a) Digits of accuracy in the propagated state versus the local accuracy. (b) Computational cost of orbit

propagation, measured by the number of high-fidelity force-model evaluations, versus the global accuracy in

a serial computing environment (an additional speedup of 5-15 times would be observed for IRK in a parallel

computing environment). Note that 7.5 digits of accuracy corresponds to approximately one-meter accuracy.

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American Institute of Aeronautics and Astronautics

11

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

9

8

7

6

5

4

8

8.5

9.5

10

10.5

11

3500

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

3000

Function Calls

10

2500

2000

1500

1000

500

5.5

6.5

7.5

8.5

9.5

Figure 5. Performance of Gauss-Legendre IRK vs. DP8(7) and ABM in Scenario 5 (HEO, 3 orbital periods).

(a) Digits of accuracy in the propagated state versus the local accuracy. (b) Computational cost of orbit

propagation, measured by the number of high-fidelity force-model evaluations, versus the global accuracy in

a serial computing environment (an additional speedup of 5-15 times would be observed for IRK in a parallel

computing environment). Note that 7.5 digits of accuracy corresponds to approximately one-meter accuracy

at perigee.

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American Institute of Aeronautics and Astronautics

8.5

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

7.5

7

6.5

6

5.5

5

4.5

4

3.5

6

6.5

7.5

8.5

1600

DormandPrince

AdamsBashforthMoulton

Implicit RungeKutta

1400

1200

Function Calls

1000

800

600

400

200

0

5.5

6.5

7.5

Figure 6. Performance of Gauss-Legendre IRK vs. DP8(7) and ABM in Scenario 6 (Satellite Re-Entry, 3

orbital periods). (a) Digits of accuracy in the propagated state versus the local accuracy. (b) Computational

cost of orbit propagation, measured by the number of high-fidelity force-model evaluations, versus the global

accuracy in a serial computing environment (an additional speedup of 5-15 times would be observed for IRK

in a parallel computing environment). Note that 7 digits of accuracy corresponds to approximately one-meter

accuracy.

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