Hi Max,
That’s probably right!
I guess this depends on:
a) How computationally expensive is your integrator
b) How computationally expensive is the corresponding discrete dynamics expression
This is not straight forward and depends on the interface you want to use it with. (For reference C-Functions instead of Casadi)
Note that you would also need the Jacobians of your discrete dynamics function.
Another idea to use that solution would be to initialize the states in the solver with the exact simulation of your dynamic system.
Best,
Jonathan