Related papers: Solution of the scalar Riccati equation
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…
This paper gives out the general solutions of variable coefficients ODE and Riccati equation by way of integral series E(X) and F(X). Such kinds of integral series are the generalized form of exponential function, and keep the properties of…
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…
A classical formula of Allwright on the general solution of a scalar differential equation is generalized to a system of differential equations by means of the Kronecker product.The Allwright formula is connected with the Riccati equation,…
A new type of solution for the full 3+1 dimensional space-time Schroedinger equation is presented here. We consider elegant presentation of the exact solution in a spherical coordinate system, along with the assuming of separation of the…
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 $y(x)$ of the Riccati equation, a second-order linear differential…
We derive some analytic closed-form solutions for a class of Riccati equation y'(x)-\lambda_0(x)y(x)\pm y^2(x)=\pm s_0(x), where \lambda_0(x), s_0(x) are C^{\infty}-functions. We show that if \delta_n=\lambda_n s_{n-1}-\lambda_{n-1}s_n=0,…
A novel integrability condition for the Riccati equation, the simplest form of nonlinear ordinary differential equations, is obtained by using elementary quadrature method. Under this condition, the analytic general solution is presented,…
A three-dimensional Riccati differential equation of complex quaternion-valued functions is studied. Many properties similar to those of the ordinary differential Riccati equation such that linearization and Picard theorem are obtained. Lie…
Matrix Riccati equations and other nonlinear ordinary differential equations with superposition formulas are, in the case of constant coefficients, shown to have the same exact solutions as their group theoretical discretizations. Explicit…
Applying the resolution-scale relativity principle to develop a mechanics of non-differentiable dynamical paths, we find that, in one dimension, stationary motion corresponds to an Ito process driven by the solutions of a Riccati equation.…
A generalization of the already studied transformations of the linear differential equation into a system of the first order equations is given. The proposed transformation gives possibility to get new forms of the N-dimensional system of…
The dynamical law obeyed by the one-dimensional physical systems in the scale relativity approach is reduced to a Riccati nonlinear differential equation. Applied to the harmonic oscillator potential, we show that such an approach permits…
The singularly perturbed Riccati equation is the first-order nonlinear ODE $\hbar \partial_x f = af^2 + bf + c$ in the complex domain where $\hbar$ is a small complex parameter. We prove an existence and uniqueness theorem for exact…
The Riccati equations reducible to first-order linear equations by an appropriate change the dependent variable are singled out. All these equations are integrable by quadrature. A wide class of linear ordinary differential equations…
An indefinite stochastic Riccati Equation is a matrix-valued, highly nonlinear backward stochastic differential equation together with an algebraic, matrix positive definiteness constraint. We introduce a new approach to solve a class of…
The Riccati equation method is used to establish some global solvability criteria for some classes of second order nonlinear ordinary differential equations. Two oscillation theorems are proved. The results are applied to the Emden - Fowler…
The generalized Riccati equation defined as an equation between first order derivative and the cubic polynomial is named Riccati-Abel equation. Unlike solutions of ordinary Riccati equation, the solutions of Riccati-Abel equation do not…
In this paper, the exact solutions of certain non-linear differential equations defined on a fractal subset of the real line are presented. Particular attention is paid to the Riccati-type fractal differential equation, for which a…
The Riccati equation method is used to establish a new comparison theorem for systems of two linear first order ordinary differential equation. This result is based on a, so called, concept of "null-classes", and is a generalization of…