A Numerical Method for Computing the State Transition Matrix Using Poincare Integral Invariants

Abstract

The Poincare integral invariants describe the volumes of sets in Hamiltonian phase space. We use these invariants to derive a new numerical procedure for obtaining the state transition matrix (STM), which can be applied to both conservative and nonconservative systems. The method is analogous to a finite difference approximation of the STM, where perturbed states are numerically propagated along with the reference trajectory. We discuss the mathematical similarities between this new STM and existing methods, show numerical results for orbital motion and uncertainty propagation, and discuss new insights afforded by the Hamiltonian properties of phase flow.