Implementation of Gauss-Jackson Integration for Orbit Propagation 1 Matthew M. Berry 2 and Liam M. Healy 3 Abstract The Gauss-Jackson multi-step predictor-corrector method is widely used in numerical in- tegration problems for astrodynamics and dynamical astronomy. The U.S. space surveil- lance centers have used an eighth-order Gauss-Jackson algorithm since the 1960s. In this paper, we explain the algorithm including a derivation from first principals and its relation to other multi-step integration methods. We also study its applicability to satellite orbits in- cluding its accuracy and stability. Introduction Determination and prediction of orbits requires an orbit propagator that finds the phase space state of a satellite at one time based on its state at another time. This function has traditionally been performed by an analytical computation such as Hamiltonian normalization (general perturbations). While numerical integration (special perturbations) can provide a wider range of force models, until recent years the computation time required made it prohibitive for routine use in space surveil- lance. With greatly increased computation speeds now widely available, the daily processing of 10,000 or more satellites routinely tracked by space surveillance cen- ters can conceivably be based on numerical integration, and a significant fraction of this number are processed numerically now. The Gauss-Jackson integrator [1] is a fixed-step predictor-corrector method. The Gauss-Jackson software used in space surveillance originated in the 1960s as part 1 Based on paper AAS 01-426 presented at the AAS/AIAA Astrodynamics Specialists Conference, Quebec City, Canada, July 30?August 2, 2001. 2 Astrodynamics Engineer, Analytical Graphics Inc., 220 Valley Creek Blvd., Exton, PA 19341. E-mail: mberry@agi.com. This work was completed while the first author was a Graduate Assistant in the De- partment of Aerospace and Ocean Engineering at Virginia Tech and an employee of the Naval Research Laboratory. 3 Research Physicist, Naval Research Laboratory, Code 8233, Washington, DC 20375-5355. E-mail: Liam.Healy@nrl.navy.mil. The Journal of the Astronautical Sciences, Vol. 52, No. 3, July?September 2004, pp. 331?357 331 of the Advanced Orbit/Estimation Subsystem (AOES) [2]. Over the years, AOES has given rise to a family of astrodynamics applications used in the various space surveillance centers whose integrators are essentially unchanged, including a sys- tem known as SpecialK [3]. SpecialK has been used by Naval Network and Space Operations Command for special perturbations catalog maintenance for the last six years. Another member of the family is Astrodynamics Support Workstation (ASW) [4], used in Cheyenne Mountain to support the special perturbations cata- log and in support of conjunction assessment for NASA. We have chosen to use SpecialK as the implementation on which to focus, but our analysis has broad ap- plicability to all Gauss-Jackson integrators, including the one in ASW. This paper presents a study of the theory upon which the integrator is based, how it is imple- mented, and its accuracy and stability. After an overview of multi-step integrators, we start with an explanation of dif- ference tables and operators that form the core of the derivation of all the multi-step methods. We apply these to differentiation in the next section, followed by single integration where we derive the nonsummed Adams methods. The Adams method has a summed form which is presented in the succeeding section. The next section, on the St?rmer-Cowell integrator for second-order differential equations, makes use of the Adams results. The summed form of the St?rmer-Cowell integrator, called the Gauss-Jackson integrator, is presented next. Having avoided the issue of how to start the integrator when backpoints are unavailable, we next address this issue, in which the concept of a mid-corrector is introduced. To this point, the for- mulation is in terms of the difference operators; for computational efficiency, the ordinate form sums like terms but makes the result order-specific. The details are included in the next section. With the derivation of the integrators complete, we finish with two sections. The first is a detailed description of implementation complete with pseudo-code that should suffice for a reasonably skilled programmer to implement in any general- purpose programming language. The second shows the effect of step size and order of the Gauss-Jackson integrator on accuracy and stability. Multi-Step Integrators An ordinary differential equation (ODE) is an equation of the form (1) in which the derivative of a dependent variable y is a function f of that variable and the independent variable t. In order to find a specific solution of a differential equa- tion the initial conditions must be given. A given differential equation along with initial conditions is known as an initial value problem. The solution to an initial value problem, , can be found analytically for some differential equa- tions. However, most differential equations must be solved numerically. Algorithms that numerically solve initial value problems are known as numerical integrators. Numerical integrators give an approximate solution at distinct values of t, known as mesh points. The numerical solution at a mesh point is denoted , and due to error in the numerical method will likely be different from the exact solution, . The differential equation in (1) is called a first-order differential equation be- cause the equation is for the first derivative. Differential equations may have a higher order yH20849t n H20850 y n t n yH20849tH20850 H20849t 0 , yH20849t 0 H20850H20850 dy dt H33527 fH20849t, yH20850 332 Berry and Healy (2) where n is the order of the differential equation. Initial value problems involving higher-order ODEs require initial conditions for each derivative through . Though higher-order ODEs may be rewritten as a system of first order equations and solved with a standard numerical integrator, some numerical integrators are de- signed to directly solve higher-order ODEs. Integrators that solve second-order ODEs are called double-integration methods, while integrators that solve first-order ODEs are called single-integration methods. Multi-step integrators integrate forward from a particular time to the next mesh point using function values at the current point as well as several previous mesh points. The set of the previous points used as well as the current point is called the set of backpoints. One disadvantage of multi-step integrators is that the initial set of backpoints must be found through some startup procedure, which complicates the method. The methods develop a Taylor series in the time separation between mesh points, and this series must be truncated after some number of terms, which thereby gives the order of the method. The order is one less than the number of backpoints, and is not related to the order of the differential equation. Multi-step integrators are known as predictor-corrector methods. The algorithms first predict a y value for the next mesh point and the function is evaluated at the predicted point. That predicted function value is added to the set of backpoints, and a corrector formula is used with this revised set of backpoints to refine the pre- dicted y value. This procedure offers several variations on the implementation. First, when adding the predicted value to the set of backpoints, the farthest backpoint from the current point may or may not be dropped. If it is not dropped, the corrector is of higher order than the predictor because the corrector uses one more backpoint than the predictor. Otherwise, the predictor and corrector are of the same order. Also, a second evaluation may or may not be performed after the corrector. A second eval- uation improves the accuracy of the method, because improved function values are used in the set of backpoints in the subsequent steps. However, the additional eval- uation causes an increase in run time. Methods that use one evaluation per step are known as Predict-Evaluate-Correct, or PEC, methods, and methods that perform a second evaluation are called PECE methods. Some implementations perform addi- tional iterations of the corrector to meet some tolerance, and are called or methods. The methods can be derived in a variety of ways, but the fixed-step methods can be derived in a simplified form by using backward difference operators, which are described in the next section. The derivations of the Adams, summed-Adams, St?rmer-Cowell, and Gauss-Jackson methods follow. These derivations follow the derivations presented by Maury and Segal [5], and the NORAD document known as TP008 [6]. The function must be continuous and smooth through the set of back- points. If there are any discontinuities in f, for example going through eclipse when solar radiation pressure is considered, the integration must either be restarted, or modified to handle the discontinuity [7]. In this paper we do not address variable step or error control, including s-integration, in numerical integration. The interested reader is referred to [8] and [9] for information on this topic. fH20849t, yH20850 PEH20849CEH20850 n PH20849ECH20850 n fH20849t, yH20850 y H20849nH110021H20850 d n y dt n H33527 fH20849t, y, yH11032,...,yH20850 H20849nH110021H20850 Implementation of Gauss-Jackson Integration for Orbit Propagation 333 Tables and Operators Predictor-corrector integrators can be defined in terms of difference tables. For a fixed-step method, assume that solution values are known on a discrete set of equally-spaced mesh points, where h is the step. As shorthand, these values are referred to as , so this set of five values is , , , , . The corresponding function values are , where is the numerical solution at the mesh point (not the exact solution ). The differential equations are solved by taking differences of the function values. There are three kinds of differences, represented by different operators: forward difference backward difference central difference Note that first central differences cannot be calculated directly, as the half-step points are not in the sequence of points, though the second central differences (see below for definition of second differences) can be calculated. As previous authors ([10], [11]) have recognized, conversion between series in these operators is straightforward. The backward difference derivation is used here, because when one is predicting or correcting, i.e., any time other than startup, it is the most natural. Derivations using other difference operators give algebraically equivalent methods, though differences in their implementation may give slightly different results due to round-off error. Not only can the differences of the function f be computed, the differences of the differences, or second differences, can be computed, and so on. For instance, the square of the backward difference operator is the operator applied to the first difference (3) The relationships of the backward differences are illustrated in Table 1. The arrows in the table point towards the difference; the upper component is always subtracted from the lower. For example, . In addition to the three difference operators, there is also a displacement opera- tor E. The displacement operator is defined as (4) Powers of this operator act as expected; e.g., . The backward difference operator can be defined in terms of the displacement operator (5) and alternatively the displacement operator can be defined in terms of the backward difference operator (6) The summed integration formulas (see Summed Adams Method section), con- tain negative powers of the operators; e.g., . The backward difference tableH11612 H110022 E H33527 1 1 H11002H11612 H11612 H33527 1 H11002 E H110021 E 2 f i H33527 f iH110012 Ef i H33527 f iH110011 H11612 2 f 1 H33527 H11612f 1 H11002H11612f 0 H33527 f i H11002 f iH110021 H11002 H20849 f iH110021 H11002 f iH110022 H20850 H33527 f i H11002 2f iH110021 H11001 f iH110022 H11612 2 f i H33527 H11612H11612f i H33527 H11612H20849 f i H11002 f iH110021 H20850 H9254f i H33527 f iH110011/2 H11002 f iH110021/2 H11612f i H33527 f i H11002 f iH110021 H9004f i H33527 f iH110011 H11002 f i yH20849t n H20850t n y n f n H33527 fH20849t n , y n H20850t 2 t 1 t 0 t H110021 t H110022 t n H33527 t 0 H11001 nh ...,t 0 H11002 2h, t 0 H11002 h, t 0 , t 0 H11001 h, t 0 H11001 2h,..., y n 334 Berry and Healy (Table 1) can be extended to the left to get negative powers of the backward difference operator, as in Table 2. Extending the differencing to the left gives . This relation can be changed into a recursion formula that defines the inverse operator (7) Note that the initial ( ) term in the sum is arbitrary; the difference relation holds no matter what this value is. This value is effectively an integration constant . Thus, if the inverse operator is defined as a sum (8)H11612 H110021 f 1 H33527 H20902 C 1 H11001 H20888 i jH335271 f j , C 1 H11002 H20888 0 jH33527iH110011 f j , if i H11350 1 if i H11349H110021 C 1 i H33527 0 H11612 H110021 f i H33527 f i H11001H11612 H110021 f iH110021 f i H33527 H11612 H110021 f i H11002H11612 H110021 f iH110021 Implementation of Gauss-Jackson Integration for Orbit Propagation 335 TABLE 1. Backward Difference Table 0 1 2 3 H11612 3 f 3 H11612 2 f 3 H11612f 3 f 3 H11612 3 f 2 H11612 2 f 2 H11612f 2 f 2 H11612 3 f1H11612 2 f1H11612f1f1 H11612 3 f0H11612 2 f0H11612f0f0 H11612 3 fH110021H11612 2 fH110021H11612fH110021fH110021H110021 H11612 3 fH110022H11612 2 fH110022H11612fH110022fH110022H110022 H11612 3 fH110023H11612 2 fH110023H11612fH110023fH110023H110023 H11612 3 fiH11612 2 fiH11612fifii TABLE 2. Inverse Backward Differences 0 1 2 f2 H11002 f1f2C1 H11001 f1 H11001 f2C2 H11001 2C1 H11001 2f1 H11001 f2 f1 H11002 f0f1C1 H11001 f1C2 H11001 C1 H11001 f1 f0 H11002 fH110021f0C1C2 fH110021 H11002 fH110022fH110021C1 H11002 f0C2 H11002 C1H110021 f H110022 H11002 fH110023fH110022C1 H11002 f0 H11002 fH110021C2 H11002 2C1 H11001 f0H110022 H11612f ifiH11612 H110021 fiH11612 H110022 fii the difference relation holds. The constant is discussed further in the Imple- mentation section. Powers of the summation are understood to be multiple sums, analogous to multiple differences. The presence of the operator in the Gauss-Jackson for- mulas sometimes gives rise to the name second sum integration formula. The sec- ond sum has an integration constant , analogous to . Differentiation Differentiation is the operator that turns a function into its deriva- tive function. The differentiation operator D can be represented in terms of E by noting that (9) for any real number p, using a Taylor series expansion. The exponential of an op- erator is to be interpreted as its ordinary Taylor expansion (10) with powers of the operator well-defined. Thus we may identify the two operators (11) or taking the logarithm (12) This expression can be written in terms of the backward difference operator (6) (13) The integration methods can now be derived by taking the inverse of the differen- tiation operator. The Adams method is derived first, and the other methods are derived from it. Adams Method Indefinite integration is the operator inverse of differentiation (14) so its action on an arbitrary function is to give the antiderivative (15) The single-integration operator is computed as the inverse of the differentia- tion operator (13) (16) With this operator Adams integration can be developed. The focus here is satellite orbits, so the function f is replaced with acceleration r?. D H110021 H33527 H11002 h logH208491 H11002H11612H20850 D H110021 FH20849tH20850 H33527 D H110021 fH20849tH20850 H20885 dt H33527 D H110021 hD H33527 log E H33527 H11002logH208491 H11002H11612H20850 phD H33527 p log E E p H33527 e phD e t H33527 1 H11001 t H11001 t 2 2! H11001 t 3 3! H11001 ... H33527 e phD fH20849t 0 H20850 H33527 fH20849t 0 H20850 H11001 phDfH20849t 0 H20850 H11001 H20849 phH20850 2 2! D 2 fH20849t 0 H20850 H11001 H20849 phH20850 3 3! D 3 fH20849t 0 H20850 H11001 ... E p fH20849t 0 H20850 H33527 fH20849t 0 H11001 phH20850 D H33527 dH20862dt C 1 C 2 H11612 H110022 H11612 H110021 C 1 336 Berry and Healy The definite integral is computed by using the displacement operator on the indefinite integral (17) For one step, p is 1. This integration corresponds to a predictor in a multi-step numerical integration, because the equation finds a value of r? at a future time. If , the predictor operator J can be written in terms of the backward differ- ence operator as (18) To integrate from to , shift backward using the displacement operator (6) (19) This operation corresponds to the corrector in a multi-step numerical integration, because it assumes that the velocity is already known and uses the correspon- ding acceleration to recalculate a new, better, velocity. It is on this expression that we focus initially because the operator has the simplest expansion. The coefficients of the operators may be developed using a recursion relation [12]. For convenience in developing expansions, we define an operator L and its Taylor expansion with coefficients as (20) We shall develop the expansion of L recursively through the standard Taylor series of the logarithm (21) which can be substituted in the definition of L (22) and then expanded in the unknowns (23) Expanding and grouping by powers of H11612 (24) H11001 H20873 1 4 c 0 H11001 1 3 c 1 H11001 1 2 c 2 H11001 c 3 H20874 H11612 3 H11001 ...H33527 1 c 0 H11001 H20873 1 2 c 0 H11001 c 1 H20874 H11612H11001 H20873 1 3 c 0 H11001 1 2 c 1 H11001 c 2 H20874 H11612 2 H20849c 0 H11001 c 1 H11612H11001c 2 H11612 2 H11001 c 3 H11612 3 H11001 ...H20850 H20873 1 H11001 1 2 H11612H11001 1 3 H11612 2 H11001 1 4 H11612 3 H11001 ... H20874 H33527 1 c i L H33527 H11002 H11612 logH208491 H11002H11612H20850 H33527 1 1 H11001 1 2 H11612H11001 1 3 H11612 2 H11001 1 4 H11612 3 H11001 ... H33527 H20888 H11009 iH335270 c i H11612 i logH208491 H11002H11612H20850 H33527 H11002H11612 H11002 1 2 H11612 2 H11002 1 3 H11612 3 H11002 1 4 H11612 4 ... L H33527 E H110021 J H33527 H11002 H11612 logH208491 H11002H11612H20850 H33527 c 0 H11001 c 1 H11612H11001c 2 H11612 2 H11001 c 3 H11612 3 H11001 ... c i n th E H110021 J H33527 H208491 H11002H11612H20850J H33527 H11002 H11612 logH208491 H11002H11612H20850 t n t n H11002 h H33527 H11002 H11612 H208491 H11002H11612H20850 logH208491 H11002H11612H20850 J H33527 1 h H20849E H11002 1H20850D H110021 H33527 1 h H20851H208491 H11002H11612H20850 H110021 H11002 1H20852D H110021 H33527 1 h H11612 H208491 H11002H11612H20850 D H110021 p H33527 1 H20849E p H11002 1H20850D H110021 r? n H33527 H20849E p H11002 1H20850r? n H33527 H20885 tnH11001ph tn r?dt Implementation of Gauss-Jackson Integration for Orbit Propagation 337 allows for the development of a recursion relation for the coefficients (25a) (25b) (25c) or, in general (26) for with . The first few coefficients are (27) With the coefficients known, integration from to may be written in terms of L as (28) A formula for the corrected value can be found by performing the integration and using the coefficients (29) This formula is the Adams-Moulton corrector formula in difference form. This form is called the difference form because it uses the differences . An alternate form, called the ordinate form, in which the differences are rewritten in terms of the function values, is described in the Ordinate Forms section. Returning to the predictor (18), the expansion of J can be computed by noting that (30) Each coefficient can be expressed as the sum of the coefficients , (31) so they may be computed directly from (27) (32) i H9253 i 0 1 1 1 2 2 5 12 3 3 8 4 251 720 5 95 288 6 19087 60480 7 5257 17280 8 1070017 3628800 H9253 i H33527 H20888 i kH335270 c k k H11349 ic k H9253 i J H33527 H208491 H11002H11612H20850 H110021 L H33527 H208491 H11001H11612H11001H11612 2 H11001 ...H20850H20849c 0 H11001 c 1 H11612H11001c 2 H11612 2 H11001 ...H20850 H33527 H20888 H11009 iH335270 H9253 i H11612 i H11612 i r? n H33527 r? nH110021 H11001 h H20873 1 H11002 1 2 H11612H11002 1 12 H11612 2 H11002 1 24 H11612 3 H11002 19 720 H11612 4 H11002 3 160 H11612 5 H11001 ... H20874 r? n c i H20885 tn t n H11002h r?dt H33527 hE H110021 Jr? n H33527 hLr? n t n t n H11002 hc i i c i 0 1 1 H11002 1 2 2 H11002 1 12 3 H11002 1 24 4 H11002 19 720 5 H11002 3 160 6 H11002 863 60480 7 H11002 275 24192 8 H11002 33953 3628800 c 0 H33527 1n H11350 1 c n H33527 H11002H20888 nH110021 iH335270 c i n H11001 1 H11002 i 0 H33527 1 3 c 0 H11001 1 2 c 1 H11001 c 2 0 H33527 1 2 c 0 H11001 c 1 1 H33527 c 0 338 Berry and Healy and the integral is then (33) or (34) This formula is the Adams-Bashforth predictor formula in difference form, so called because when applied to the velocity and acceleration at it finds the velocity at the next mesh point . In practice, given m known accelerations (35) the backward difference table (Table 1) for the derivatives can be computed through , a predicted value for is made based on (34), then that value is corrected with (29). Although our purpose in deriving the nonsummed Adams-Bashforth and Adams- Moulton coefficients is to use these results in the Gauss-Jackson method, these formulae stand on their own as a widely-used numerical integration method of first-order differential equations. For greater accuracy, summed methods may be preferable, and we treat the summed form of the Adams method next. Summed Adams Method An alternative form of single integration, called the summed form, can be devel- oped using the summation operator . The Adams-Moulton corrector formula (29) may be written so both velocity terms are on the left side (36) The difference of the two velocity terms may be written using the backward differ- ence operator (37) The corrected value of the velocity can be found by applying to both sides of (37), [5] (38) This expression is the summed Adams corrector formula. The summed form uses the same coefficients as the Adams-Moulton corrector, but they have been shifted by one place. The formula is called the summed form because of the presence of the summation operator. r? n H33527 h H20873 H11612 H110021 H11002 1 2 H11002 1 12 H11612H11002 1 24 H11612 2 H11002 19 720 H11612 3 H11002 3 160 H11612 4 H11001 ... H20874 r? n H11612 H110021 H11612r? n H33527 h H20873 1 H11002 1 2 H11612H11002 1 12 H11612 2 H11002 1 24 H11612 3 H11002 19 720 H11612 4 H11002 3 160 H11612 5 H11001 ... H20874 r? n r? n H11002 r? nH110021 H33527 h H20873 1 H11002 1 2 H11612H11002 1 12 H11612 2 H11002 1 24 H11612 3 H11002 19 720 H11612 4 H11002 3 160 H11612 5 H11001 ... H20874 r? n H11612 H110021 r? nH110011 H11612 mH110021 r? nH11002mH110011 ,...,r? n t nH110011 t n r? nH110011 H33527 r? n H11001 h H20873 1 H11001 1 2 H11612H11001 5 12 H11612 2 H11001 3 8 H11612 3 H11001 251 720 H11612 4 H11001 95 288 H11612 5 H11001 ... H20874 r? n H20885 tnH11001h t n r?dt H33527 hJr? n Implementation of Gauss-Jackson Integration for Orbit Propagation 339 A similar process can be performed on the Adams-Bashforth predictor for- mula (34) (39) giving the summed Adams predictor. The summed form gives the predicted or cor- rected value by integrating directly from epoch, while the nonsummed form inte- grates from point to point. According to Henrici ([13], p. 327) the summed form is preferred for reducing the propagation of roundoff error. St?rmer-Cowell To find a corrector formula for position, the corrector may be applied to the Adams-Moulton corrector (28) (40) Application of the corrector to both velocity terms, e.g., , gives an expression for position (41) To find the coefficients in the expansion of (42) in terms of the Adams coefficients c (26), note that (42) is the square of (20) (43) so the first nine coefficients are (44) These are the Cowell corrector coefficients. The corrector formula is given by using these coefficients in (41) (45) This formula is the Cowell corrector formula [5]. It is a double-integration formula, since it computes the position given acceleration. As with single integration, the predictor formula is found by shifting the step at which the operator is applied, in other words applying the displacement operator E to both sides of (41) (46) Writing the displacement operator E in terms of H11612, (6), and applying to (47) EL 2 H33527 H208491 H11002H11612H20850 H110021 L 2 H33527 H208491 H11001H11612H11001H11612 2 H11001 ...H20850H20849q 0 H11001 q 1 H11612H11001q 2 H11612 2 H11001 ...H20850 H33527 H20888 H11009 iH335271 H9261 i H11612 i L 2 r nH110011 H33527 2r n H11002 r nH110021 H11001 h 2 EL 2 r? n r n H33527 2r nH110021 H11002 r nH110022 H11001 h 2 H20873 1 H11002H11612H11001 1 12 H11612 2 H11002 1 240 H11612 4 H11002 1 240 H11612 5 H11001 ... H20874 r? n i q i 0 1 1 H110021 2 1 12 3 0 4 H11002 1 240 5 H11002 1 240 6 H11002 221 60480 7 H11002 19 6048 8 H11002 9829 3628800 q i H33527 H20888 i kH335270 c k c iH11002k L 2 H33527 q 0 H11001 q 1 H11612H11001q 2 H11612 2 H11001 ... L 2 r n H33527 2r nH110021 H11002 r nH110022 H11001 h 2 L 2 r? n hLr? n H33527 r n H11002 r nH110021 hL H20885 tn t n H11002h r?dt H33527 hLH20849r? n H11002 r? nH110021 H20850 H33527 h 2 L 2 r? n r? nH110011 H33527 h H20873 H11612 H110021 H11001 1 2 H11001 5 12 H11612H11001 3 8 H11612 2 H11001 251 720 H11612 3 H11001 95 288 H11612 4 H11001 ... H20874 r? n 340 Berry and Healy shows that the predictor coefficients can be written as a sum of the corrector coefficients, just as with single integration. The predictor coefficients can be com- puted from (44) (48) Using these coefficients in (46) (49) gives the St?rmer predictor formula [5]. Gauss-Jackson The Gauss-Jackson method is the summed form of the St?rmer-Cowell method. According to Herrick ([10], p. 12), the method was named Gauss-Jackson because of its appearance in a 1924 paper by Jackson [1]. The Gauss-Jackson method is also referred to as the second-sum method. Sometimes, the name is associated with a central difference derivation, because that is how Jackson showed it. However, as we mentioned, the derivation by any of the difference operators are equivalent; what is unique about Gauss-Jackson is the presence of the second sum. The Gauss-Jackson corrector can be derived from the Cowell corrector by not- ing that the position terms in (45) may be combined using a second backward difference (50) Applying the second sum to both sides gives an equation for position [5] (51) Note that , so the first two terms can be simplified to (52) This expression is the Gauss-Jackson corrector formula. A similar process on the St?rmer predictor (49) gives a summed predictor (53) which is the Gauss-Jackson predictor formula. Note that for the predictor the sec- ond sum operators acts on , while for the corrector it acts on . Startup Formulas In order to calculate the differences , the difference table (Table 1) must be cal- culated, which depends on having values of acceleration at the backpoints. To calculate the difference points must be known. The initial value problemN H11001 1N th H11612 i r? nH110021 r? n r nH110011 H33527 h 2 H20875 H11612 H110022 r? n H11001 H20873 1 12 H11001 1 12 H11612H11001 19 240 H11612 2 H11001 3 40 H11612 3 H11001 ... H20874 r? n H20876 r n H33527 h 2 H20875 H11612 H110022 r? nH110021 H11001 H20873 1 12 H11002 1 240 H11612 2 H11002 1 240 H11612 3 H11002 221 60480 H11612 4 H11001 ... H20874 r? n H20876 H208491 H11002H11612H20850r? n H33527 E H110021 r? n H33527 r? nH110021 r n H33527 h 2 H11612 H110022 H20873 1 H11002H11612H11001 1 12 H11612 2 H11002 1 240 H11612 4 H11002 1 240 H11612 5 H11002 221 60480 H11612 6 H11001 ... H20874 r? n H11612 H110022 H11612 2 r n H33527 h 2 H20873 1 H11002H11612H11001 1 12 H11612 2 H11002 1 240 H11612 4 H11002 1 240 H11612 5 H11002 221 60480 H11612 6 H11001 ... H20874 r? n r nH110011 H33527 2r n H11002 r nH110021 H11001 h 2 H20873 1 H11001 1 12 H11612 2 H11001 1 12 H11612 3 H11001 19 240 H11612 4 H11001 3 40 H11612 5 H11001 ... H20874 r? n i H9261 i 0 1 1 0 2 1 12 3 1 12 4 19 240 5 3 40 6 863 12096 7 275 4032 8 33953 518400 H9261 i Implementation of Gauss-Jackson Integration for Orbit Propagation 341 only gives the initial conditions at epoch, so a startup procedure is required to find position and velocity, and then acceleration, at the other backpoints. One possible method is to use a single-step integrator, such as Runge-Kutta, to find the values at the initial set of backpoints. Alternatively, one may use the two-body motion solution, which may be computed analytically. In the latter case particu- larly, we use an iterative method that takes an initial guess of the backpoints and refines them with corrector formulas. These corrector formulas, which correct a value using not only previous points, but also future known points, may be called mid-corrector formulas. Where two-body motion is close to the actual motion modeled, the initial set of guess values can be found by using the analytic two-body solution. In other cases, a good analytic approximation of the full motion would be necessary. For a method that uses the difference, total points are needed, so N points in addition to epoch must be found. To reduce the error that comes from the two-body solution, instead of propagating N steps forward, NH208622 steps are taken both forward and back- ward. These points are numbered using a symmetric index, from H11002NH208622 to NH208622, with epoch numbered 0. This system requires that N be even, as it is for the inte- grators in this study. If N were odd an additional point would be needed either be- fore or after epoch. After the set of guess values is found, each value other than epoch is corrected with a mid-corrector formula, except for the last value, which uses the corrector formula. The formulas are numbered using the letter j as an index with symmetric index numbers. So the mid-correctors are numbered to , and the corrector is numbered . Similarly the predictor can be considered the formula. The mid-correctors are found from the corrector by applying the inverse dis- placement operator repeatedly. Using the corrector operator L as an example, the relation of operators to coefficient sets can be seen on the diagram for an eighth-order method ( ): mid-correctors corrector L predictor The coefficients for each mid-corrector may be computed from the next one by application of the operator . For an arbitrary power series in H11612 with coeffi- cients d, multiply the series (54) In other words, the coefficients for a particular value of j are just the differences of coefficients of adjacent values of powers of H11612 for the next higher value of j. As shown in the derivation of the Adams and St?rmer-Cowell predictors from their H20849d 0 H11001 d 1 H11612H11001d 2 H11612 2 H11001 ...H20850H208491 H11002H11612H20850 H33527 d 0 H11001 H20849d 1 H11002 d 0 H20850H11612H11001H20849d 2 H11002 d 1 H20850H11612 2 H11001 ... 1 H11002H11612 L 1 H11002H11612 j H33527 5 j H33527 4 H208491 H11002H11612H20850Lj H33527 3 bapply H208491 H11002H11612H20850 H110021 H208491 H11002H11612H20850 2 Lj H33527 2 aapply 1 H11002H11612H11080 H11080 H11080 H11080 H11080 H11080 H208491 H11002H11612H20850 7 Lj H33527 H110023 H208491 H11002H11612H20850 8 Lj H33527 H110024 N H33527 8 E H110021 H33527 1 H11002H11612 j H33527 NH208622 H11001 1 j H33527 NH208622 j H33527 NH208622 H11002 1j H33527 H11002NH208622 N H11001 1N th 342 Berry and Healy ? ? ? ? ? ? ? correctors, the coefficients are also the sums of all the coefficients of the next lower j, through the particular power of H11612 (55) All the coefficients, mid-correctors, corrector, and predictor, taken together may be viewed as an array, with the rows indexed by j, and the columns by the expo- nent i of H11612. For an -order integrator, there are terms in the series expan- sion of the operator for each j, and there are values of j; therefore, the full array of coefficients has elements. For example, the eighth-order integrator has coefficients. The summed Adams corrector formula (38) can be written using the coefficient array (56) From this, the last mid-corrector formula is obtained from the coeffi- cient differences (54) of the corrector (57) The general mid-corrector formulas can be written as (58) where . The coefficients for each value of j are obtained by taking differences of the coefficients for . The mid-corrector coefficients are thus computed recursively (59) for . The predictor formula (39) may be rewritten in terms of the coefficient array (60) The eighth-order coefficients are presented in Table 3.H9252 ji r? nH110011 H33527 h H20873 H11612 H110021 r? n H11001 H20888 N iH335270 H9252 N 2 H110011, i H11612 i r? n H20874 H9252 H11002 N 2 H11349 j H11349 N 2 H11002 1 H9252 ji H33527 H20877 H9252 jH110011, i H11002 H9252 jH110011, iH110021 H9252 jH110011, i if i H11022 0 if i H33527 0 j H11001 1 H9252 ji H11002 N 2 H11349 n H11349 N 2 H11002 1 r? n H33527 h H20873 H11612 H110021 r? n H11001 H20888 N iH335270 H9252 ni H11612 i r? N 2 H20874 H33527 h H20875 H11612 H110021 r? N 2 H110021 H11001 H20873 H11002 1 2 H11001 5 12 H11612H11001 1 24 H11612 2 H11001 11 720 H11612 3 H11001 11 1440 H11612 4 H11001 ... H20874 r? N 2 H20876 H33527 E H110021 h H20875 H11612 H110021 r? N 2 H11001 H20873 H11002 1 2 H11002 1 12 H11612H11002 1 24 H11612 2 H11002 19 720 H11612 3 H11002 3 160 H11612 4 H11001 ... H20874 r? N 2 H20876 r? N 2 H110021 H33527 E H110021 r? N 2 H20849 j H33527 N 2 H11002 1H20850 r? n H33527 h H20873 H11612 H110021 r? n H11001 H20888 N iH335270 H9252N 2 , i H11612 i r? n H20874 H9252 9 H11003 10 H33527 90 H20849N H11001 1H20850H20849N H11001 2H20850 N H11001 2 N H11001 1N th H33527 H20888 k H20873 H20888 k iH335270 m i H20874 H11612 k H33527 H20849m 0 H11001 m 1 H11612H11001m 2 H11612 2 H11001 ...H20850H208491 H11001H11612H11001H11612 2 H11001H11612 3 H11001 ...H20850 H20849m 0 H11001 m 1 H11612H11001m 2 H11612 2 H11001 ...H20850 1 1 H11002H11612 Implementation of Gauss-Jackson Integration for Orbit Propagation 343 Analogously, the Gauss-Jackson corrector (52) can be written using a coefficient array (61) The mid-correctors are then written (62) where . The coefficients of the mid-correctors are computed as the difference (54) of the corrector coefficients; the entire set of coefficients are thus computed recursively (63) for . Finally the predictor is included in the array (64) The eighth-order coefficients are presented in Table 4. Note that the sum introduced by the term in the mid-correctors or corrector is accumulated through the point before the point being corrected; this is given by the term in (52).r? nH110021 H11612 H110022 H9251 ji r nH110011 H33527 h 2 H20873 H11612 H110022 r? n H11001 H20888 N iH335270 H9251 N 2 H110011, i H11612 i r? n H20874 H11002 N 2 H11349 j H11349 N 2 H11002 1 H9251 ji H33527 H20877 H9251 jH110011, i H11002 H9251 jH110011, iH110021 H9251 jH110011, i if i H11022 0 if i H33527 0 H11002 N 2 H11349 n H11349 N 2 H11002 1 r n H33527 h 2 H20873 H11612 H110022 r? nH110021 H11001 H20888 N iH335270 H9251 ni H11612 i r? N 2 H20874 r n H33527 h 2 H20873 H11612 H110022 r? nH110021 H11001 H20888 N iH335270 H9251 N 2 , i H11612 i r? n H20874 H9251 344 Berry and Healy TABLE 3. Eighth-Order Summed-Adams Difference Coefficients, H9252 ji i 01 2 3 4 5 6 7 8 25713 89600 1070017 3628800 5257 17280 19087 60480 95 288 251 720 3 8 5 12 1 2 5 H11002 8183 1036800 H11002 33953 3628800 H11002 275 24192 H11002 863 60480 H11002 3 160 H11002 19 720 H11002 1 24 H11002 1 12 H11002 1 2 4 425 290304 7297 3628800 13 4480 271 60480 11 1440 11 720 1 24 5 12 H11002 1 2 3 H11002 7 12800 H11002 3233 3628800 H11002 191 120960 H11002 191 60480 H11002 11 1440 H11002 19 720 H11002 3 8 11 12 H11002 1 2 2 2497 7257600 2497 3628800 191 120960 271 60480 3 160 251 720 H11002 31 24 17 12 H11002 1 2 1 H11002 2497 7257600 H11002 3233 3628800 H11002 13 4480 H11002 863 60480 H11002 95 288 1181 720 H11002 65 24 23 12 H11002 1 2 0 7 12800 7297 3628800 275 24192 19087 60480 H11002 2837 1440 3131 720 H11002 37 8 29 12 H11002 1 2 H110021 H11002 425 290304 H11002 33953 3628800 H11002 5257 17280 138241 60480 H11002 1011 160 6461 720 H11002 169 24 35 12 H11002 1 2 H110022 8183 1036800 1070017 3628800 H11002 11603 4480 520399 60480 H11002 22021 1440 11531 720 H11002 239 24 41 12 H11002 1 2 H110023 H11002 25713 89600 10468447 3628800 H11002 1354079 120960 1445281 60480 H11002 45083 1440 18701 720 H11002 107 8 47 12 H11002 1 2 H110024 j Ordinate Forms The formulas given above all involve multiple differences and sums. In order to compute these formulas to a particular order, all the elements of the appropriate difference tables need to be computed. Calculating the differences can be time- consuming and is unnecessary because the formulas can be re-expressed in terms of the function values themselves. As shown above in equation (3), powers of the difference operators can be re- duced to linear combinations of the original function values. The backward differ- ence operator raised to any power can be expressed as a linear combination of the function value at the mesh points using binomial coefficients (65) for . A sum over arbitrary coefficients of the backward difference operator can thus be written in terms of the values of the function (66) H33527 H20888 N mH335270 z Nm r? nH11002m H33527 H20888 N mH335270 H20849H110021H20850 m r? nH11002m H20888 N iH33527m H9256 i H20873 i m H20874 H20888 N iH335270 H9256 i H11612 i r? n H33527 H20888 N iH335270 H9256 i H20888 i mH335270 H20873 i m H20874 H20849H110021H20850 m r? nH11002m H9256 i i H11350 0 H11612 i r? n H33527 H20888 i mH335270 H20873 i m H20874 H20849H110021H20850 m r? nH11002m Implementation of Gauss-Jackson Integration for Orbit Propagation 345 TABLE 4. Eighth-Order Gauss-Jackson Difference Coefficients, H9251 ji i 012 3 4 5 6 7 8 3250433 53222400 8183 129600 33953 518400 275 4032 863 12096 3 40 19 240 1 12 1 12 5 H11002 330157 159667200 H11002 407 172800 H11002 9829 3628800 H11002 19 6048 H11002 221 60480 H11002 1 240 H11002 1 240 0 1 12 4 45911 159667200 641 1814400 1571 3628800 31 60480 31 60480 0H11002 1 240 H11002 1 12 1 12 3 H11002 3499 53222400 H11002 289 3628800 H11002 289 3628800 0 31 60480 1 240 19 240 H11002 1 6 1 12 2 317 22809600 0H11002 289 3628800 H11002 31 60480 H11002 221 60480 H11002 3 40 59 240 H11002 1 4 1 12 1 317 22809600 289 3628800 1571 3628800 19 6048 863 12096 H11002 77 240 119 240 H11002 1 3 1 12 0 H11002 3499 53222400 H11002 641 1814400 H11002 9829 3628800 H11002 275 4032 23719 60480 H11002 49 60 199 240 H11002 5 12 1 12 H110021 45911 159667200 407 172800 33953 518400 H11002 6961 15120 73111 60480 H11002 79 48 299 240 H11002 1 2 1 12 H110022 H11002 330157 159667200 H11002 8183 129600 1908311 3628800 H11002 20191 12096 172651 60480 H11002 347 120 419 240 H11002 7 12 1 12 H110023 3250433 53222400 H11002 427487 725760 7965611 3628800 H11002 45601 10080 347539 60480 H11002 371 80 559 240 H11002 2 3 1 12 H110024 j with the ordinate coefficients defined as (67) Notice that these coefficients, unlike the difference coefficients , depend on N,the order of the integration method. Thus a variation of order to control errors while in- tegrating is feasible in difference form, but is more difficult in ordinate form. Here the index m numbers the backpoints so the current point is and each previ- ous point has a higher positive value of m. As an example, consider the summed Adams corrector (38). For a fourth-order method, , the difference coefficients and the ordinate coefficients are (68) An alternative formulation includes the term with the sum rather than with the coefficients. The example summed Adams-Moulton corrector (38) is now written (69) With this formulation the coefficients are different from (68) (70) All the single-integration corrector and mid-corrector coefficients are computed this way; however, the term is included in the coefficients for the predictor. The eighth-order summed Adams coefficients in ordinate form are shown in Table 5, and the Gauss-Jackson coefficients are shown in Table 6. For Gauss-Jackson, the term , is included with the coefficients and not the sum . Although this alternate formulation is not necessary, it makes the programming easier, as described in the next section. Both the Gauss-Jackson and the summed Adams coefficients may be compared with [6], Table III (pages 25?26) and [12] Appendix C.3. Ordi- nate forms for the Adams, summed Adams, St?rmer-Cowell, and Gauss-Jackson predictors and correctors for orders between 1 and 14 may also be found in [5]. In this section, the are generic difference coefficients such as and , and the z are the corresponding ordinate coefficients, which have an extra subscript to in- dicate the order. The actual eighth-order ordinate coefficients a or b do not have an order subscript even though they are dependent on the order; the two subscripts are the point of integration j and the point of reference k. H9252H9251H9256 H11612 H110022 1 12 r? n H11612 0 a jk b jk H11612 0 m H9256 i z 4m 0 0 H11002 49 288 1 H11002 1 12 77 240 2 H11002 1 24 H11002 7 30 3 H11002 19 720 73 720 4 H11002 3 160 H11002 3 160 m H33527 0 r? n H33527 h H20875 H11612 H110021 r? n H11002 1 2 r? n H11001 H20873 H11002 1 12 H11612H11002 1 24 H11612 2 H11002 19 720 H11612 3 H11002 3 160 H11612 4 H11001 ... H20874 r? n H20876 H11002 1 2 r? n H11612 0 m H9256 i z 4m 0 H11002 1 2 H11002 193 288 1 H11002 1 12 77 240 2 H11002 1 24 H11002 7 30 3 H11002 19 720 73 720 4 H11002 3 160 H11002 3 160 z 4m H9256 i N H33527 4 m H33527 0 H9256 z Nm H33527 H20849H110021H20850 m H20888 N iH33527m H9256 i H20873 i m H20874 346 Berry and Healy Implementation of Gauss-Jackson Integration for Orbit Propagation 347 T ABLE 5. Eighth-Order Summed-Adams Coeff icients in Ordinate F o rm, b jk k j 01 2 3 4 3288521 1036800 H11002 40987771 3628800 10219841 403200 H11002 135352319 3628800 167287 4536 H11002 9839609 403200 5393233 518400 H11002 9401029 3628800 25713 89600 5 H11002 19087 89600 427487 725760 H11002 3498217 3628800 500327 403200 H11002 6467 5670 2616161 3628800 H11002 24019 80640 263077 3628800 H11002 8183 1036800 4 H11002 8183 1036800 H11002 57251 403200 1106377 3628800 H11002 218483 725760 69 280 H11002 530177 3628800 210359 3628800 H11002 5533 403200 425 290304 3 425 290304 H11002 76453 3628800 H11002 5143 57600 660127 3628800 H11002 661 5670 4997 80640 H11002 83927 3628800 19109 3628800 H11002 7 12800 2 H11002 7 12800 23173 3628800 H11002 29579 725760 H11002 2497 57600 2563 22680 H11002 172993 3628800 6463 403200 H11002 2497 725760 2497 7257600 1 2497 7257600 H11002 1469 403200 68119 3628800 H11002 252769 3628800 0 252769 3628800 H11002 68119 3628800 1469 403200 H11002 2497 7257600 0 H11002 2497 7257600 2497 725760 H11002 6463 403200 172993 3628800 H11002 2563 22680 2497 57600 29579 725760 H11002 23173 3628800 7 12800 H11002 1 7 12800 H11002 19109 3628800 83927 3628800 H11002 4997 80640 661 5670 H11002 660127 3628800 5143 57600 76453 3628800 H11002 425 290304 H11002 2 H11002 425 290304 5533 403200 H11002 210359 3628800 530177 3628800 H11002 69 280 218483 725760 H11002 1106377 3628800 57251 403200 8183 1036800 H11002 3 8183 1036800 H11002 263077 3628800 24019 80640 H11002 2616161 3628800 6467 5670 H11002 500327 403200 3498217 3628800 H11002 427487 725760 19087 89600 H11002 4 H11002 1 H11002 2 H11002 3 H11002 4 348 Berry and Healy T ABLE 6. Eighth-Order Gauss-J ackson Coeff icients in Ordinate F o rm, a jk k j 01 2 3 4 103798439 159667200 H11002 24115843 9979200 18071351 3326400 H11002 159314453 19958400 25162927 3193344 H11002 8660609 1663200 6322573 2851200 H11002 11011481 19958400 3250433 53222400 5 3250433 53222400 572741 5702400 H11002 8701681 39916800 4026311 13305600 H11002 917039 3193344 7370669 39916800 H11002 1025779 13305600 754331 39916800 H11002 330157 159667200 4 H11002 330157 159667200 530113 6652800 518887 19958400 H11002 27631 623700 44773 1064448 H11002 531521 19958400 109343 9979200 H11002 1261 475200 45911 159667200 3 45911 159667200 H11002 185839 39916800 171137 1900800 73643 39916800 H11002 25775 3193344 77597 13305600 H11002 98911 39916800 24173 39916800 H11002 3499 53222400 2 H11002 3499 53222400 4387 4989600 H11002 35039 4989600 90817 950400 H11002 20561 3193344 2117 9979200 2059 6652800 H11002 317 2851200 317 22809600 1 317 22809600 H11002 2539 13305600 55067 39916800 H11002 326911 39916800 14797 152064 H11002 326911 39916800 55067 39916800 H11002 2539 13305600 317 22809600 0 317 22809600 H11002 317 2851200 2059 6652800 2117 9979200 H11002 20561 3193344 90817 950400 H11002 35039 4989600 4387 4989600 H11002 3499 53222400 H11002 1 H11002 3499 53222400 24173 39916800 H11002 98911 39916800 77597 13305600 H11002 25775 3193344 73643 39916800 171137 1900800 H11002 185839 39916800 45911 159667200 H11002 2 45911 159667200 H11002 1261 475200 109343 9979200 H11002 531521 19958400 44773 1064448 H11002 27631 623700 518887 19958400 530113 6652800 H11002 330157 159667200 H11002 3 H11002 330157 159667200 754331 39916800 H11002 1025779 13305600 7370669 39916800 H11002 917039 3193344 4026311 13305600 H11002 8701681 39916800 572741 5702400 3250433 53222400 H11002 4 H11002 1 H11002 2 H11002 3 H11002 4 Implementation To find both position and velocity given a function for acceleration, either a single-integration method must be used once for velocity and the method used again for position, or a single-integration method must be used along with a double-integration method. Assuming that summed and nonsummed forms are not used together, the four integrators derived above offer four implementations: two Adams, two summed Adams, Adams and St?rmer-Cowell, or summed Adams and Gauss-Jackson integration. For convenience, Gauss-Jackson integra- tion is understood to mean Gauss-Jackson and summed Adams integration, and St?rmer-Cowell integration is understood to mean St?rmer-Cowell and Adams integration. Because Gauss-Jackson integration involves sum terms, its imple- mentation is somewhat complicated, and so is described in detail in this section. Overview In order to use the predictor-corrector formulas to integrate forward in time with an order method, points must already be known. To preserve the order of the method, these points must have also been found using an order method. Since initially only one point, epoch, is known, a startup procedure is nec- essary. If initial estimated points are given, the mid-corrector and corrector formulas can be used to refine them. By applying the mid-correctors iteratively until the points converge, the resulting points are accurate through order. For the eighth-order methods used in this study, a Taylor expansion of the two- body solution to fifth order ( f and g series, [14] equation (4?68)) is used for the initial estimate, though a single-step integrator, such as Runge-Kutta could be used. The analytic solution generates eight positions and velocities in addition to epoch: four before and four after epoch. The accelerations at all nine points are then found from the positions and velocities with full perturbations, and corrector and mid- corrector formulas are applied to the eight non-epoch accelerations, which gener- ates corrected positions and velocities. These corrected positions and velocities are used to find corrected accelerations, and the cycle repeats, until the accelerations converge, i.e., on two successive iterations, the absolute difference is less than a specified tolerance. This process is denoted SECECE...CE, where ?S? is startup estimate, ?E? is evaluate, and ?C? is correct. This process is done for the eight ini- tial points other than epoch. Once the startup points have been corrected to satisfactory accuracy, the regular predictor-corrector process can start. First the predictor equation is used to find the position and velocity of the first point after startup, and the force model is evaluated to find the acceleration of that point. This predicted acceleration is then used in the corrector formula to find a corrected position and velocity. The corrected position and velocity may be compared to the predicted values, and if they do not match to some tolerance, another acceleration is evaluated, which is then used in the correc- tor. Note that the procedure is different from startup, where convergence of acceler- ation is checked. This cycle would then be repeated until the position and velocity converge, or until some specified maximum number of iterations is reached. This process gives a implementation, with a maximum value of n specified. Single Integration The first step in startup of single integration is to use the mid-corrector formu- las to correct the eight estimated velocities around epoch. In difference form, these PH20849ECH20850 n N th N H11001 1 N th N H11001 1 N H11001 1N th Implementation of Gauss-Jackson Integration for Orbit Propagation 349 formulas are (58); using the ordinate coefficients b, the formulas are (71) with . Note the term is excluded from the coefficient sum in an- ticipation of its inclusion in the acceleration term, as in (69). The integration con- stant (see Tables and Operators) may be determined by making sure that the initial conditions ( ) (72) are satisfied; solving for (73) The acceleration term may be included with the sum to make software imple- mentation easier. Define the term , which replaces the first two terms in (71), and define a new integration constant Then (71) may be rewritten (74) where n ranges from H110024 to 4, with (75) Table 7 shows the relationship between the summed accelerations and near epoch. For a given value of n, notice the symmetry of the formulas in the last column; changing the sign of n merely changes the sign of the term added to . This for- mulation makes programming simpler and is the reason that the term is moved from the coefficients to the sum. The are computed successively in order to compute the startup velocities. While the formulas are correct for , no cor- rection is performed on epoch. n H33527 0 s n H11002r? 0 H208622 CH11032 1 H11032 s n s n H33527 s nH110021 H11001 r? nH110021 H11001 r? n 2 CH11032 1 H11032 s nH110011 H11002 r? nH110011 H11001 r? n 2 if n H11022 0 if n H33527 0 if n H11021 0 r? n H33527 h H20873 s n H11001 H20888 4 kH33527H110024 b nk r? k H20874 CH11032 1 H11032 H33527 C 1 H11002 r? 0 2 . s n H33527 H11612 H110021 r? n H11002 1 2 r? n C 1 H33527 r? 0 h H11002 H20888 4 kH33527H110024 b 0k r? k H11001 r? 0 2 C 1 H33527 H11612 H110021 r? 0 r? 0 H33527 h H20873 H11612 H110021 r? 0 H11002 r? 0 2 H11001 H20888 4 kH33527H110024 b 0k r? k H20874 n H33527 0 C 1 H11002 r? n 2 H110024 H11349 n H11349 4 r? n H33527 h H20873 H11612 H110021 r? n H11002 r? n 2 H11001 H20888 4 kH33527H110024 b nk r? k H20874 350 Berry and Healy ? ? ? ? ? ? ? TABLE 7. Relationship Between Summation Term and s n 0 1 2 CH110321 H11001 1 2 r?0 H11001 r?1 H11001 1 2 r?2C1 H11001 r?1 H11001 r?2r? 2 CH110321 H11001 1 2 r?0 H11001 1 2 r?1C1 H11001 r?1r? 1 CH110321C1r? 0 CH110321 H11002 1 2 r?0 H11002 1 2 r?H110021C1 H11002 r?0r?H110021H110021 CH11032 1 H11002 1 2 r?0 H11002 r?H110021 H11002 1 2 r?H110022C1 H11002 r?0 H11002 r?H110021r?H110022H110022 s n H33527 H11612 H110021 r?n H11002 1 2 r?nH11612 H110021 r?nr?nn Once the startup points have been corrected, integration may proceed forward with application of the predictor, followed by one or more applications of the cor- rector. The predictor finds the velocity from the coefficients in row 5 of the b array, and the nine most recent accelerations . The formula also includes a term which is the sum of all the accelerations since epoch and (76) with . This expression differs from the difference form given in (60). For programming, the predictor can be written using (77) The Adams-Moulton corrector formula in difference form (69), for any point after startup, can be rewritten using the eighth-order ordinate coefficients b. These coefficients are applied to the eight previous accelerations and the current predicted acceleration (78) with . Note that (78) is the same as (71) for . The corrector can be writ- ten using (79) Depending on the implementation, this equation may be applied through several evaluate and correct (EC) iterations, but only the last acceleration, , changes, so the summation for the first eight need only be done once, then saved through the iterations. Note that when applying the predictor, the first formula in (75) uses one half of the corrected acceleration and one half of the predicted acceleration in the sum. If the acceleration term is not shifted, then the entire acceleration comes from the predicted value. Therefore, the shift has a presumed advantage of using half the corrected acceleration and half the predicted, rather than all predicted acceleration. A possible further improvement would be to use instead of in (78) with b redefined appropriately. Then this summation would have only corrected values. Double Integration The mid-correctors, predictor, and corrector for the second integration ordinate form are respectively (80) (81) (82)n H11350 4 r n H33527 h 2 H20873 H11612 H110022 r? nH110021 H11001 H20888 4 kH33527H110024 a 4k r? nH11001kH110024 H20874 n H11350 4 r nH110011 H33527 h 2 H20873 H11612 H110022 r? n H11001 H20888 4 kH33527H110024 a 5k r? nH11001kH110024 H20874 H110024 H11349 n H11349 4 r n H33527 h 2 H20873 H11612 H110022 r? nH110021 H11001 H20888 4 kH33527H110024 a nk r? k H20874 H11612 H110021 r? n H11612 H110021 r? nH110021 k H33527 4 r? n H33527 h H20873 s n H11001 H20888 4 kH33527H110024 b 4k r? nH11001kH110024 H20874 s n n H33527 4n H11350 4 r? n H33527 h H20873 H11612 H110021 r? n H11002 r? n 2 H11001 H20888 4 kH33527H110024 b 4k r? nH11001kH110024 H20874 n H11022 4 r? nH110011 H33527 h H20873 s n H11001 r? n 2 H11001 H20888 4 kH33527H110024 b 5k r? nH11001kH110024 H20874 s n n H11350 4 r? nH110011 H33527 h H20873 H11612 H110021 r? n H11001 H20888 4 kH33527H110024 b 5k r? nH11001kH110024 H20874 C 1 H11612 H110021 r? nH110028 ...r? n r? nH110011 Implementation of Gauss-Jackson Integration for Orbit Propagation 351 corresponding to the difference form (62), (64), (61). To find the integration con- stant for double integration, , use in (80) (83) Table 2 shows that the second sum on the point immediately before epoch is the dif- ference of the two constants of integration (84) which than allows us to solve for , because is known (73) (85) For software implementation, a term is defined recursively (86) The mid-correctors, predictor, and corrector can now be written in terms of (87) (88) (89) As with first integration, the summation in the corrector may be split, because the first eight accelerations do not change during the EC iteration. Procedure A step-by-step procedure for the operation of the integrator can now be written: Startup 11. Use f and g series to calculate eight positions and velocities surrounding epoch labelled with epoch. 12. Evaluate nine accelerations from these positions and velocities, and those of epoch labelled 13. While the accelerations have not converged: (a) Calculate (75) and (86). (b) For each point , : i. Calculate (75) and (86). ii. Calculate using Table 5. iii. Calculate using Table 6.H20888 4 kH33527H110024 a nk r? k H20888 4 kH33527H110024 b nk r? k S n s n n HS33527 0n H33527 H110024...4 S 0 s 0 r? H110024 ...r? 4 . r 0 r H110024 ...r 4 n H11350 4 r n H33527 h 2 H20873 S n H11001 H20888 4 kH33527H110024 a 4k r? nH11001kH110024 H20874 n H11350 4 r nH110011 H33527 h 2 H20873 S nH110011 H11001 H20888 4 kH33527H110024 a 5k r? nH11001kH110024 H20874 H110024 H11349 n H11349 4 r n H33527 h 2 H20873 S n H11001 H20888 4 kH33527H110024 a nk r? k H20874 S n S n H33527 S nH110021 H11001 s nH110021 H11001 r? nH110021 2 C 2 H11002 C 1 S nH110011 H11002 s nH110011 H11001 r? nH110011 2 if n H11022 0 if n H33527 0 if n H11021 0 S n H33527 H11612 H110022 r? nH110021 C 2 H33527 r 0 h 2 H11002 H20888 4 kH33527H110024 a 0k r? k H11001 C 1 C 1 C 2 H11612 H110022 r? H110021 H33527 C 2 H11002 C 1 r 0 H33527 h 2 H20873 H11612 H110022 r? H110021 H11001 H20888 4 kH33527H110024 a 0k r? k H20874 n H33527 0C 2 352 Berry and Healy ? ? ? ? ? ? ? iv. Calculate (74) and (87). v. Evaluate the updated acceleration using the appropriate force model. (c) Test convergence of the accelerations. Predict 14. Calculate (86). 15. Calculate . 16. Calculate . 17. Calculate (77) and (88). Evaluate?Correct 18. Evaluate the acceleration . 19. Increment n. 10. While and have not converged and the maximum number of corrector it- erations is not exceeded: (a) Calculate (75). (b) If first iteration: i. Calculate . ii. Calculate . (c) Calculate and . (d) Sum the results of 10(a), 10(b), and 10(c) to obtain (79) and (89). (e) Test convergence of and ; if not converged, and this is not the last allowable corrector iteration, evaluate . 11. Go to Step 4 unless this is the final time desired. Similar procedures are used for implementing two Adams, two summed Adams, or Adams with St?rmer-Cowell. Effects of Step Size and Order on Accuracy and Stability In general, the accuracy of a numerical integrator improves as the step size is reduced and the order of the method is increased. One exception to this rule is that round-off error can occur if the step size becomes too small. Another ex- ception occurs when the integrator becomes unstable. Increasing the order may cause instability because higher-order methods are susceptible to instability at large step sizes [15] (pp. 139, 146). To assess the effect of step size and order on accuracy, we compare ephemeris generated using step sizes of 30, 60, 120, and 240 seconds, with 6th, 8th, 10th, 12th, and 14th order Gauss-Jackson integrators. The integrators follow the procedure given in the Procedure section, modified for the order of the integrator. The tests compare ephemeris generated at one minute intervals over 72 hours. For step sizes greater than one minute, a fifth-order Hermitian interpolator ([16], p. 28) is used to find the intermediate points. The perturbation forces include WGS-84 geopotential [17], Jacchia 70 [18] drag, and lunar and solar forces. Note that all of these perturbations are continuous forces. To simplify this study, discontinuous forces such as solar radiation pressure are not considered. The two test cases used are the International Space Station (ISS, catalog number 25544), with a period 24 H11003 24 r? n r n r? n r n r? n a 4k r? n b 4k r? n H20888 3 kH33527H110024 a 4k r? nH11001kH110024 H20888 3 kH33527H110024 b 4k r? nH11001kH110024 s n r n r? n r? nH110011 r nH110011 r? nH110011 H20888 4 kH33527H110024 a 5k r? nH11001kH110024 H20888 4 kH33527H110024 b 5k r? nH11001kH110024 S nH110011 r? n r n r? n Implementation of Gauss-Jackson Integration for Orbit Propagation 353 of 92.05 min. and eccentricity of 0.001, and CRRES (20712), with a period of 607.28 min. and eccentricity of 0.716. In the tests, a metric for integration accuracy is defined using an error ratio defined in terms of the RMS error of the integration [19]. First define position errors as (90) The RMS position error can be calculated (91) The RMS position error is normalized by the apogee distance and the number of orbits to find the position error ratio (92) The error ratios for ISS are given in Table 8, and the error ratios for CRRES are given in Table 9. In the comparison the ephemeris generated by the 14th order method with 30 second step size is considered to be the reference. The tables show that step size affects accuracy more than the order of the method does. The trend is similar for both the circular and the eccentric objects. In Table 8 the asterisk de- notes that the integration has become unstable. It is obvious when instability has occurred because the eccentricity of the integrated ephemeris starts to grow to the point of the orbit becoming hyperbolic. The instability at a large step size for high orders shows that if computation time is a higher priority than accuracy, a lower order method is preferable, because a larger step size can be used without the threat of instability. Herrick [10] claims that the corrector is not usually required in Gauss-Jackson integration. This saves computation time, because only one evaluation is required (PE) per step. A predictor-only form of Gauss-Jackson can be created by skip- ping steps 10(b)?10(e) of the procedure above. Tables 10 and 11 list error ratios for predictor-only results for ISS and CRRES, respectively. Once again, the 14th order, 30 second step size results, with the corrector, are considered to be the reference. Comparing Table 10 to Table 8, we see that for the circular satellite the results with and without the corrector are similar for smaller step sizes and lower orders. H9267 r H33527 H9004r RMS r A N orbits H9004r RMS H33527 H20881 1 N H20888 N iH335271 H20849H9004r i H20850 2 H9004r H33527 H20841r computed H11002 r reference H20841 354 Berry and Healy TABLE 8. Error Ratios for ISS (e H11549 0.001) Step Size Order (sec) 6 8 10 12 14 ? **1.2 H11003 10 H110024 1.3 H11003 10 H110024 1.1 H11003 10 H110024 240 1.1 H11003 10 H110027 8.8 H11003 10 H110028 1.1 H11003 10 H110027 1.1 H11003 10 H110027 9.7 H11003 10 H110028 120 9.0 H11003 10 H1100210 9.7 H11003 10 H1100210 1.1 H11003 10 H110029 1.5 H11003 10 H110029 2.4 H11003 10 H110029 60 1.5 H11003 10 H1100213 3.8 H11003 10 H1100213 1.5 H11003 10 H1100212 1.0 H11003 10 H1100211 30 However, when the corrector is not used instability occurs at lower orders and smaller step sizes than when the corrector is used. For the eccentric satellite, shown in Table 11, there is a somewhat more noticeable loss in accuracy when the correc- tor is not applied. However, the integration of the eccentric satellite remains stable in more cases than the circular case. In general, when the corrector is applied at least two evaluations are performed (PECE). This means that a predictor-only implementation (PE) has roughly half the computation time as a predictor-corrector implementation, because evaluations ac- count for most of the computation time when using a realistic force model. Compu- tation time is also related to the step size; when the step size is doubled the computation time is halved. Comparing Table 8 to Table 10, and Table 9 to Table 11, we see that 30 second predictor-only results are more accurate than 60 second predictor-corrector results, though these have roughly the same computation time. This justifies Herrick?s claim that the corrector is not necessary; however, if it is not used, care must be taken to avoid instability. The inclusion of the corrector (PEC) with no final evaluation gives an improvement in accuracy over the predictor-only method, with little cost in computation time, since there are no extra evaluations. However this method has the same stability problems as the predictor-only method. An alternate method performs a second evaluation in which only the two-body force is re-evaluated; the perturbation force from the first evaluation is re-used. Be- cause the two-body evaluation is a simple calculation, this method has essentially the same run-time as performing only one evaluation per step. However, in most Implementation of Gauss-Jackson Integration for Orbit Propagation 355 TABLE 9. Error Ratios for CRRES (e H11549 0.716) Step Size Order (sec) 6 8 10 12 14 ? 9.0 H11003 10 H110025 2.0 H11003 10 H110024 4.0 H11003 10 H110024 1.9 H11003 10 H110025 9.3 H11003 10 H110024 240 8.7 H11003 10 H110028 2.6 H11003 10 H110028 2.2 H11003 10 H110027 7.6 H11003 10 H110027 1.1 H11003 10 H110027 120 1.6 H11003 10 H1100210 1.6 H11003 10 H1100210 1.2 H11003 10 H1100210 3.9 H11003 10 H1100211 5.3 H11003 10 H110029 60 1.1 H11003 10 H1100214 9.4 H11003 10 H1100214 2.5 H11003 10 H1100213 1.4 H11003 10 H1100211 30 TABLE 10. Error Ratios for ISS, Predictor only (e H11549 0.001) Step Size Order (sec) 6 8 10 12 14 * ** *** ***4.9 H11003 10 H110024 240 1.2 H11003 10 H110027 1.3 H11003 10 H110026 120 9.2 H11003 10 H1100210 1.6 H11003 10 H110029 4.7 H11003 10 H110029 60 1.5 H11003 10 H1100212 3.5 H11003 10 H1100213 1.9 H11003 10 H1100212 1.4 H11003 10 H1100211 30 cases this method has the same stability advantage as performing two full evalua- tions, though the partial evaluation is not as accurate as a full evaluation. Results using a partial evaluation are available in [9]. Summary This paper derives the Gauss-Jackson integration method widely used in special perturbations software for space surveillance. Both single and double integration are derived from difference tables. The ordinate form simplifies the calculations be- cause it avoids the need to calculate tables of differences; however, it requires new sets of coefficients. We show how the theory is actually implemented in the soft- ware. Finally, there is a discussion of stability and accuracy which shows that step size has more of an effect on accuracy than the order of the method does, and that higher orders are subject to instability at large step sizes. Coefficients may be computed to any order with code that is available at the permanent link http://hdl.handle.net/1903/2202. Acknowledgments We thank Keith Atkins, Shannon Coffey, Felix Hoots, and Alan Segerman for helpful com- ments on the original paper. Fred Lutze provided comments on this version of the paper, and we dedicate it to his memory. References [1] JACKSON, J. ?Note on the Numerical Integration of ,? Monthly Notes, Volume 84, Royal Astronomy Society, 1924, pp. 602?606. [2] KOSKELA, P. E. ?Astrodynamic Analysis for the Advanced Orbit/Ephemeris Subsystem,? Technical Report U-4180, Philco-Ford Corporation, Aeronutronic Division, Newport Beach, California, September 1967. [3] NEAL, H. L., COFFEY, S. L., and KNOWLES, S. ?Maintaining the Space Object Catalog with Special Perturbations,? in F. Hoots, B. Kaufman, P. Cefola, and D. Spencer, editors, Astro- dynamics 1997 Part II, Volume 97 of Advances in the Astronautical Sciences, pp. 1349?1360. [4] CASALI, S. ?Conjunction Analysis Approach for the Astrodynamics Support Workstation (ASW),? presented at the Core Technologies for Space Systems Conference, Colorado Springs, Colorado, November 19?21, 2002. [5] MAURY, J. L. and SEGAL, G. P. ?Cowell Type Numerical Integration as Applied to Satellite Orbit Computation,? Technical Report X-553-69-46, NASA, 1969, NTIS #N6926703. d 2 xH20862dt 2 H33527 f H20849x, tH20850 356 Berry and Healy TABLE 11. Error Ratios for CRRES, Predictor only (e H11549 0.716) Step Size Order (sec) 6 8 10 12 14 * **1.4 H11003 10 H110023 1.0 H11003 10 H110022 1.3 H11003 10 H110022 240 4.3 H11003 10 H110026 2.0 H11003 10 H110026 2.3 H11003 10 H110025 4.2 H11003 10 H110025 120 5.8 H11003 10 H110027 1.4 H11003 10 H110029 1.9 H11003 10 H110029 2.0 H11003 10 H110029 8.8 H11003 10 H110028 60 5.4 H11003 10 H1100213 2.1 H11003 10 H1100213 1.8 H11003 10 H1100213 6.6 H11003 10 H1100212 3.5 H11003 10 H1100210 30 [6] NORAD ?Mathematical Foundation for SCC Astrodynamic Theory,? Technical Report TP SCC 008, Headquarters North American Aerospace Defense Command, 1982. Obtainable from Defense Technical Information Center, Cameron Station, Alexandria, VA 22304-6145, as AD #B081394. [7] WOODBURN, J. ?Mitigation of the Effects of Eclipse Boundary Crossings on the Numerical Integration of Orbit Trajectories Using an Encke Type Correction Algorithm,? presented as paper AAS 01-223 at the AAS/AIAA Space Flight Mechanics Meeting, Santa Barbara, CA, February 11?14, 2001. [8] BERRY, M. and HEALY, L. ?The Generalized Sundman Transformation for Propagation of High-Eccentricity Elliptical Orbits,? Advances in Astronautics, San Diego, CA, February 2002. [9] BERRY, M. M. A Variable-Step Double-Integration Multi-Step Integrator, Ph.D. thesis, Virginia Polytechnic Institute and State University, Blacksburg, Virginia, April 2004. Available at permanent link http://scholar.lib.vt.edu/theses/available/etd-04282004-071227/. [10] HERRICK, S. Astrodynamics: Orbit Correction, Perturbation Theory, Integration, Volume 2, Van Nostrand Reinhold Company, New York, 1972. [11] FRANKENA, J. F. ?St?rmer-Cowell: Straight, Summed and Split. An Overview,? Journal of Computational and Applied Mathematics, 62: 129?154, 1995. [12] WALLNER, R. N. ?Earth Gravitational Error Budget Initial Report,? Technical report, Kaman Sciences Corporation, 1500 Garden of the Gods Road, Colorado Springs, CO 80907, November 1994, System Memorandum KSPACE 95-18. [13] HENRICI, P. Discrete Variable Methods in Ordinary Differential Equations, John Wiley and Sons, New York, 1962. [14] VALLADO, D. A. Fundamentals of Astrodynamics and Applications, Volume 12 of The Space Technology Library, Microcosm Press and Kluwer Academic Publishers, El Segundo, Califor- nia and Dordrecht, The Netherlands, second edition, 2001. [15] MONTENBRUCK, O. and GILL, E. Satellite Orbits, Springer, New York, 2000. [16] DAVIS, P. J. Interpolation and Approximation, Dover, New York, 1975. [17] National Imaging and Mapping Agency ?Department of Defense World Geodetic System 1984, its Definition and Relationships with Local Geodetic Systems,? Technical report, National Imag- ing and Mapping Agency, 1997. Available at permanent link http://earth-info.nga.mil/GandG/ tr8350_2.html. This publication covers changes made to the standard since 1984 which are not incorporated into this software. [18] JACCHIA, L. G. ?New Static Models of the Thermosphere and Exosphere with Empirical Tem- perature Models,? Technical Report 313, Smithsonian Astrophysical Observatory, 1970. [19] MERSON, R. H. ?Numerical Integration of the Differential Equations of Celestial Mechanics,? Technical Report TR 74184, Royal Aircraft Establishment, Farnborough, Hants, UK, January 1975, Defense Technical Information Center number AD B004645. Implementation of Gauss-Jackson Integration for Orbit Propagation 357