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Riccati EquationIn mathematics, a Riccati equation is any ordinary differential equation that has the form -
It is named after Count Jacopo Francesco Riccati (1676-1754). The Riccati equation is not amenable to elementary techniques in solving differential equations, except as follows. If one can find any solution , the general solution is obtained as -
Substituting -
in the Riccati equation yields -
and since -
-
or -
which is a Bernoulli equation. Unfortunately, one finds by guessing. The substitution that is needed to solve this Bernoulli equation is -
Substituting -
directly into the Riccati equation yields the linear equation -
The general solution to the Riccati equation is then given by -
where z is the general solution to the aforementioned linear equation. External link Bibliography - A. D. Polyanin and V. F. Zaitsev, Handbook of Exact Solutions for Ordinary Differential Equations, 2nd Edition, Chapman & Hall/CRC Press, Boca Raton, 2003.
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