Solving the Riccati Equation
Mathematical Physics
2025-03-03 v1 math.MP
Abstract
In this study, the Riccati equation is resolved using the generalized recursive integrating factor method. By applying a non-linear transformation to the dependent variable of the Riccati equation, a second-order linear differential equation is derived for a variable that is related to through the aforementioned transformation. The second-order differential equation is then addressed using the aforementioned integrating factors method to derive the general solution for , which is subsequently transformed back to obtain the general solution for , thereby resolving the Riccati equation. The general solution to the Riccati equation is presented, followed by solving a few illustrative application examples.
Keywords
Cite
@article{arxiv.2502.20688,
title = {Solving the Riccati Equation},
author = {Everardo Rivera-Oliva},
journal= {arXiv preprint arXiv:2502.20688},
year = {2025}
}