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Solving Riccati's ODEs

 

Description

Examples

Description

• 

The general form of Riccati's equation is given by the following:

Riccati_ode := diff(y(x),x)-f(x)*y(x)^2-g(x)*y(x)-h(x);

(1)
  

where , , and  are arbitrary functions.

• 

The so-called "Special" form of Riccati's equation is given by:

Riccati_S := diff(y(x),x)+a*y(x)^2-b*x^c;

(2)
  

See Differentialgleichungen, by E. Kamke, pp. 21-23. There is as yet no general solution for the regular Riccati ODE.

• 

For , we have an ODE of Bernoulli type which can be solved in a direct manner by dsolve (see odeadvisor,Bernoulli). In the other cases, a good strategy might be to introduce an appropriate change of variables. A general transformation for canceling  is not yet known.

Examples

(3)

(4)

(5)

(6)

The following transformation

(7)

leads to another Riccati ODE, but with h(x) -> 1:

(8)

The following transformation

(9)

leads to another Riccati ODE but without the "linear in u(t)" term:

(10)

Depending on the case, the system might be able to solve the problem using one of the transformations above; the above transformations can also be used as departure point for guessing another transformation suitable for the given problem. It is also possible to introduce a change of variables leading to a linear ODE of the second order (see below).

Concerning Riccati ODEs of Special type, the solving scheme can be summarized as follows. The first thing worth noting is that, for  the system succeeds in solving the ODE:

(11)

Now, for , Riccati Special ODEs can be reduced, step by step, to the case , provided that  can be written as  (integer ). Examples of possible values for :

(12)

The idea is to change variables so as to obtain another ODE of type Riccati Special, but with c[n->0], until reaching . There are two variable transformations leading to the desired reduction, depending on the sign of  in  above (see examples at the end).

1) Riccati Special ODE with  ()

(13)

The general transformation for n > 0 (in ), in order to reduce  is given by

(14)

In each step, you must introduce the corresponding value of  before using it.

(15)

The change of variables plus a few simplifications leads to the desired new_ode of type Riccati Special with the order of  reduced by one.

(16)

The exponent of  was reduced from  to . Keep doing that until the value  is reached. Then, as shown above, a solution is already known.

The same idea applies when n < 0 (in c[n]). For this case, the change of variables is given by

(17)

The case in which f(x) + g(x) + h(x) = 0

(18)

(19)

Finally, it is also possible to convert Riccati ODEs in second order linear homogeneous ODEs, by using convert,ODEs), as follows:

(20)

In the above, the first operand is the second order linear ODE and the second operand is the transformation of variables used.

See Also

DEtools

odeadvisor

dsolve

quadrature

linear

separable

Bernoulli

exact

homogeneous

homogeneousB

homogeneousC

homogeneousD

homogeneousG

Chini

Riccati

Abel

Abel2A

Abel2C

rational

Clairaut

dAlembert

sym_implicit

patterns

odeadvisor,types

 


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