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Elon Musk showed a picture of the almost ready to fly Falcon Heavy in the HIF (Horizontal Integration Facility, aka rocket barn).

Falcon Heavy in the barn

You can see the darker, larger grid fins on the side cores, and the lighter smaller Aluminium fins on the center core.

The plan is for the two side boosters to fly back (RTLS) to LZ-1 and land on the two landing pads there. (You could see the completed second pad in Digiglobe's tweet showing it after landing). What is kind of cool is to zoom in, and you can see them hosing down the booster. Commercial spy satellites are fun!

Spy photo of landed CRS-13 booster and second pad

The core booster will land downrange on the ASDS OCISLY. In theory one would expect that to be the more difficult landing than RTLS. The side boosters stage, lower and slower so should be easier?

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I know, I know, I am asking, so I can answer. But these are such great photos, and they are interesting questions...

From Facebook a possible answer (Not authoritative, I get that) the following:

It's the nose cones. They make it more unstable, so they need the increased control authority from the Ti gridfins. The center core's interstage acts like the feathers on a shuttlecock, stabilizing it, so you only need the Ti fins on it for high speed reentries. This won't be, since the payload is very light.

You can see some good photos of the differences in size and shape between the two types in this question/answer.

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    $\begingroup$ @SF - because you don't put anything expensive on the first flight of a new rocket. $\endgroup$ Dec 21, 2017 at 12:11
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    $\begingroup$ @sf If Musk is to be believed and not joking, they are launching his Red Tesla Roadster on a Mars orbit with this test vehicle. Why? Well MOICHENDIZING of course! But they need to launch something, no one wants to be first payload, so do something funny, silly, and demonstrate felxibility and advertise for Tesla at the same time. Win-win-win-win-hilarious. $\endgroup$
    – geoffc
    Dec 21, 2017 at 14:33
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    $\begingroup$ I expected MOICHENDIZING to be an acronym (LOL) $\endgroup$ Dec 23, 2017 at 9:36
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    $\begingroup$ I think I've seen something similar in a video somewhere. The centre of mass is closer towards the engines, while the aerodynamic centre is towards the point of max drag. I've seen somewhere that the shorter smoother nose cones on the side boosters do not have as much drag as the longer open ended interstage, which creates more issues for ensuring they fly engine first through the atmosphere to the landing zone. $\endgroup$ Jan 2, 2018 at 1:36
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    $\begingroup$ @MagicOctopusUrn What else could it be? All space related conversations can be salted with one of 1) Month Python, 2) Hitchikers Guide, 3) Spaceballs references. If you fail to make such a joke, you are doing it incorrectly. $\endgroup$
    – geoffc
    Jul 19, 2018 at 19:32
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Part of it is that the shape of the side boosters requires larger fins for maintaining control authority. (The core interstages's cylindrical shape increases it by 30%, according to Musk.)

The other part is that the side boosters have a much steeper reentry, thus most of the heating happens in thicker, slower air. Some of the heat can be carried away by it once the fins get hot enough. Titanium is expensive but can do that.

For the center core, more of the heating will happen in faster, thinner air. It will carry away less heat, so we have to go to the old standby for reentry - ablative cooling. The melting/boiling paint will actually keep the temperature cool enough for aluminum, so we can fly some old, cheap fins.

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