A New Analytical Method for Solving General Riccati Equation
| Autor: | Mutlu Ozgur Ertas, Yasar Pala |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Partial differential equation
010102 general mathematics Mathematical analysis Hamilton–Jacobi–Bellman equation First-order partial differential equation 01 natural sciences Stiff equation Algebraic Riccati equation 010104 statistics & probability Functional equation Riccati equation 0101 mathematics Equation solving Mathematics |
| Zdroj: | Universal Journal of Applied Mathematics. 5:11-16 |
| ISSN: | 2331-6470 2331-6446 |
| DOI: | 10.13189/ujam.2017.050201 |
| Popis: | In this paper, the general Riccati equation is analytically solved by a new transformation. By the method developed, looking at the transformed equation, whether or not an explicit solution can be obtained is readily determined. Since the present method doesn't require a proper solution for the general solution, it is especially suitable for equations whose proper solutions cannot be seen at a first glance. Since the transformed second order linear equation obtained by the present transformation has the simplest form it can have, it is immediately seen whether or not the original equation can be solved analytically. The present method is exemplified by several examples. |
| Databáze: | OpenAIRE |
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