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Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches. This approach provides…
In this Chapter, using Riccati equation as our main example, we tried to demonstrate at least some of the ideas and notions introduced in Chapter 1 - integrability in quadratures, conservation laws, etc. Regarding transformation group and…
The scalar Riccati equation is a prototypical nonlinear ODE having diverse mathematical connections. In the centuries since its initial formulation, a standard textbook theory has emerged according to which the general solution may be…
In this paper we present a direct formula for the solution of the general second order linear ordinary differential equation as our main result such that the parameters required for the formula are determined using another differential…
The Riccati equation method is used to establish some new oscillatory criteria for the hamiltonian systems in a new direction, which is to break the positive definiteness restriction imposed on one of coefficients of the hamiltonian system.…
We prove existence and uniqueness of the mild solution of an infinite dimensional, operator valued, backward stochastic Riccati equation. We exploit the regularizing properties of the semigroup generated by the unbounded operator involved…
Ten new exact solutions of the Riccati equation $dy/dx=a(x)+b(x)y+c(x)y^{2}$ are presented. The solutions are obtained by assuming certain relations among the coefficients $a(x)$, $b(x)$ and $c(x)$ of the Riccati equation, in the form of…
Several instances of integrable Riccati equations are analyzed from the geometric perspective of the theory of Lie systems. This provides us a unifying viewpoint for previous approaches.
We report a solution of the inverse Lagrangian problem for the first order Riccati differential equation by means of an analogy with the Friedmann equation of a suitable Friedmann-Lema\^itre-Robertson-Walker universe in general relativity.…
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…
The Riccati equation method is used for study the behavior of solutions of the systems of two linear first order ordinary differential equations. All types of oscillation and regularity of these system are revealed. A generalization of…
The nonstandard Lagrangian representations of Ricatti and Riccati-type equations that exist in the literature cannot be obtained using Helmholtz solution of the inverse problem. In this work we consider Riccati and higher-order Riccati…
In this paper we study the conditions, under which the quaternionic Riccati equations have periodic solutions. The obtained result we compare with one recently obtained important one.
The block operator matrix theory is used to investigate the problem of a single qubit. We will establish a connection between the Riccati operator equation and the possibility of obtaining an exact reduced dynamics for the qubit in…
A new approach with the Riccati equation method is used to obtain a non oscillation criterion for extended quasi linear Hamiltonian systems.
For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…
The quasilinearization method (QLM) of solving nonlinear differential equations is applied to the quantum mechanics by casting the Schr\"{o}dinger equation in the nonlinear Riccati form. The method, whose mathematical basis in physics was…
This paper presents a survey of some new applications of algebraic Riccati equations. In particular, the paper surveys some recent results on the use of algebraic Riccati equations in testing whether a system is negative imaginary and in…
A method to find exact solutions to nonlinear Schr\"odinger equation, defined on a line and on a plane, is found by connecting it with second order linear ordinary differential equation. The connection is essentially made using Riccati…
We present several second-order linear differential equations that are associated to a particular Riccati equation with only one constant parameter in its coefficients through the technique of supersymmetric factorizations and through a…