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I just watched a documentary about the Mercury program and was wondering what those "side rockets" (don't know how to call them properly) are for? Further stability or generating some extra thrust?

Talking about those four "little" engines above the main ones.

By NASA — http://spaceflight.nasa.gov/gallery/images/mercury/mercury_ov/html/s62-08310.html, Public Domain, Link

Thanks in advance!

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These are vernier thrusters! They're small (relative to the main engine) rocket engines used to finely control the heading and alignment and form part of the Mercury-Atlas' attitude & roll control system. These days, systems tend to use gimbaling of the main motor to maintain attitude control; but if you couldn't gimbal, introducing changes in the spacecraft's or rocket's attitude by pushing the vehicle with smaller rockets is preferable.

Specifically, the vernier engines are LR-101's developed by Aerojet Rocketdyne and certified for use in 1958:

The LR-101 was a single-start, fixed-thrust engine with an expansion ration of 6:1. In its Block 2 version, ignition occurred by means of pyrophoric (hypergolic) fluid (a mixture of tri-ethyl aluminum and tri-ethyl boron) which ignites spontaneously in the presence of oxygen.

enter image description here

http://heroicrelics.org has some additional specific information about the engine, but its variants usually produced between 528 and 1000 lbs of thrust each. Mercury-Atlas had 2 of these at 180 degree intervals around the booster.

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    $\begingroup$ Ninja'd! :) Nice answer, +1. Here's an informative link I was going to use: afspacemuseum.org/displays/AtlasVernier $\endgroup$ – Organic Marble Dec 11 '17 at 22:45
  • $\begingroup$ Wow, thank you very much for the detailed answer! :) $\endgroup$ – T7OM Dec 12 '17 at 8:48
  • $\begingroup$ Please let me know if this deserves a new question: The quoted description says "fixed thrust," but your own description says "between 528 and 1000 lbs of thrust each." Are those two statements compatible with each other? How could a fixed thrust engine be used to adjust a rocket's trajectory? $\endgroup$ – Wayne Conrad Dec 12 '17 at 19:13
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    $\begingroup$ @WayneConrad There are a number of variants of LR-101 with specific fixed thrusts, no engine in the series is throttleable :), and the vernier thruster itself could gimbal, as shown in these diagrams by the large sweeping arcs, one of which reads "90° Thrust Chamber Excursion" heroicrelics.org/info/lr-101/lr-101/… $\endgroup$ – ReactingToAngularVues Dec 12 '17 at 20:58

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