Discrete matrix Riccati equations with superposition formulas
Mathematical Physics
2007-05-23 v2 math.MP
Abstract
An ordinary differential equation is said to have a superposition formula if its general solution can be expressed as a function of a finite number of particular solution. Nonlinear ODE's with superposition formulas include matrix Riccati equations. Here we shall describe discretizations of Riccati equations that preserve the superposition formulas. The approach is general enough to include -derivatives and standard discrete derivatives.
Keywords
Cite
@article{arxiv.math-ph/0305053,
title = {Discrete matrix Riccati equations with superposition formulas},
author = {Alexei V. Penskoi and Pavel Winternitz},
journal= {arXiv preprint arXiv:math-ph/0305053},
year = {2007}
}
Comments
20 pages; v.2: a misprint corrected