Riccati equation

It is a nonlinear first order ODE that was developed in the context of hydrodynamics. It is of the form

y=P(x)+Q(x)y+R(x)y2,

where P(x),Q(x),R(x) are known (sufficiently differentiable) functions. The typical solution method follows these steps:

  1. Find a particular solution y1, often by trial and error.
  2. Substitute y=y1+u into the Riccati equation, which transforms it into a Bernoulli equation in terms of u. Solve this equation to obtain a one-parameter family of solutions.
  3. The general solution is then given by y=y1+u.

In the particular case of the Riccati equation

yαa+b(1y)(a+by)=0.

where a,b, and α are real parameters the function

y=1aeαx1+beαx,

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).