Riccati Equation

In mathematics, a Riccati equation is any ordinary differential equation that has the form
y' = q_0(x) + q_1(x) \, y + q_2(x) \, y^2
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 y_1, the general solution is obtained as
y = y_1 + u
Substituting
y_1 + u
in the Riccati equation yields
y_1' + u' = q_0 + q_1 \cdot (y_1 + u) + q_2 \cdot (y_1 + u)^2,
and since
y_1' = q_0 + q_1 \, y_1 + q_2 \, y_1^2
u' = q_1 \, u + 2 \, q_2 \, y_1 \, u + q_2 \, u^2
or
u' - (q_1 + 2 \, q_2 \, y_1) \, u = q_2 \, u^2,
which is a Bernoulli equation. Unfortunately, one finds y_1 by guessing. The substitution that is needed to solve this Bernoulli equation is
z = u^{1-2} = \frac{1}{u}
Substituting
y = y_1 + \frac{1}{z}
directly into the Riccati equation yields the linear equation
z' + (q_1 + 2 \, q_2 \, y_1) \, z = -q_2
The general solution to the Riccati equation is then given by
y = y_1 + \frac{1}{z}
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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