Derivatives Across Adaptive-Step Integration Accurately and Efficiently

Abstract

The numerical integration of ordinary differential equations (ODEs) is common in trajectory optimization. Previous studies have shown that the use of adaptive-step Runge-Kutta integration schemes can introduce errors in the derivatives due to non-differentiable behavior within the integration scheme itself. The authors previously demonstrated the use of an implicit adaptation to the Runge-Kutta methods to mitigate this issue, but at a significant computational cost. In this work, the authors demonstrate an explicit adaptation to the Runge-Kutta methods to address the issue that does not incur a significant computational cost.