Riccati equation
It is a nonlinear first order ODE that was developed in the context of hydrodynamics. It is of the form
where
- Find a particular solution
, often by trial and error. - Substitute
into the Riccati equation, which transforms it into a Bernoulli equation in terms of . Solve this equation to obtain a one-parameter family of solutions. - The general solution is then given by
.
In the particular case of the Riccati equation
where
is a solution of the equation.
There is a relation with Schrodinger equation, I think that Riccati equations are what satisfies the exponent of a solution of a Schrodinger equation...
A Riccati-type equation can be transformed into a second order linear homogeneous differential equation (see this). Moreover, it can be "approximately transformed" into a Schrodinger equation (see this).