Research Article

A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations

Volume: 6 Number: 1 March 28, 2023
EN

A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations

Abstract

We give a useful and practicable solution method for the general Riccati differential equation of the form $w^{\prime }\left( x\right) =p\left( x\right) +q\left( x\right) w\left( x\right) +r\left( x\right) w^{2}\left( x\right) $. In order to get the general solution many authors have been interested this type equation. They show that if there exists some relation about the coefficients $p\left( x\right),$ $q\left( x\right),$ and $r\left( x\right) $ then the general solution of this equation can be given in a closed form. We also determine some relations between these coefficients and find the general solutions to the given equation. Finally, we give some examples to illustrate the importance of the presented method.

Keywords

System of first-order differential equations, Fundamental Matrix., Riccati differential equation, Exact solution, System of first-order differential equations, Fundamental Matrix.

References

  1. [1] J. J. O’Connor, E. F. Robertson, Jacopo Francesco Riccati, Retrieved from https://mathshistory.st-andrews.ac.uk/Biographies/Riccati/, 1996.
  2. [2] W. T. Reid, Riccati Differential Equations, Academic Press, New York, 1972.
  3. [3] B. D. Anderson, J. B. Moore, Optimal control-linear quadratic methods, Prentice-Hall, New Jersey, 1999.
  4. [4] S. Bittanti, P. Colaneri, G. Guardabassi, Periodic solutions of periodic Riccati equations, IEEE Trans. Autom. Control, 29 (1984), 665-667.
  5. [5] I. Lasiecka, R. Triggiani, Differential and Algebraic Riccati Equations with Application to Boundary/point Control Problems: Continuous Theory and Approximation Theory, Lecture Notes in Control and Information Sciences, Volume 164, Berlin, Springer, 1991.
  6. [6] C. Yang, J. Hou, B. Qin, Numerical solution of Riccati differential equations by using hybrid functions and tau method, International Scholarly and Scientific Research & Innovation, 6(8) (2012), 871-874.
  7. [7] E. W. Noussair, C. A. Swanson, Oscillation of semilinear elliptic inequalities by Riccati equation, Can. Math. J., 32(4) (1980), 908-923.
  8. [8] C. A. Swanson, Comparison and oscillation theory of linear differential equations, Math. Sci. Eng., Volume 48, Academic Press, 1968.
  9. [9] C. A. Swanson, Semilinear second order elliptic oscillation, Canad. Math. Bull., 22 (1979), 139-157.
  10. [10] H. Davis, Introduction to Nonlinear Differential and Integral Equations, Courier Dover Publications, 1962.
APA
Mısır, A. (2023). A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations. Universal Journal of Mathematics and Applications, 6(1), 1-6. https://doi.org/10.32323/ujma.1143751
AMA
1.Mısır A. A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations. Univ. J. Math. Appl. 2023;6(1):1-6. doi:10.32323/ujma.1143751
Chicago
Mısır, Adil. 2023. “A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations”. Universal Journal of Mathematics and Applications 6 (1): 1-6. https://doi.org/10.32323/ujma.1143751.
EndNote
Mısır A (March 1, 2023) A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations. Universal Journal of Mathematics and Applications 6 1 1–6.
IEEE
[1]A. Mısır, “A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations”, Univ. J. Math. Appl., vol. 6, no. 1, pp. 1–6, Mar. 2023, doi: 10.32323/ujma.1143751.
ISNAD
Mısır, Adil. “A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations”. Universal Journal of Mathematics and Applications 6/1 (March 1, 2023): 1-6. https://doi.org/10.32323/ujma.1143751.
JAMA
1.Mısır A. A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations. Univ. J. Math. Appl. 2023;6:1–6.
MLA
Mısır, Adil. “A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations”. Universal Journal of Mathematics and Applications, vol. 6, no. 1, Mar. 2023, pp. 1-6, doi:10.32323/ujma.1143751.
Vancouver
1.Adil Mısır. A New Analytic Solution Method for a Class of Generalized Riccati Differential Equations. Univ. J. Math. Appl. 2023 Mar. 1;6(1):1-6. doi:10.32323/ujma.1143751