J. Math. Anal. Appl.

420 (2014) 334–347

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Journal of Mathematical Analysis and Applications

www.elsevier.com/locate/jmaa

Representation of solutions of n-order Riccati equation via

generalized trigonometric functions
Robert M. Yamaleev
Joint Institute for Nuclear Research, LIT, Dubna, Russia

a r t i c l e i n f o a b s t r a c t

Article history: In this work we suggest a systematic method of construction of solutions of the
Received 13 March 2014 n-order Riccati equation with constant coefficients in a field from the set of
Available online 27 May 2014 generalized trigonometric functions. The generalized trigonometric functions satisfy
Submitted by B. Kaltenbacher
the system of evolution equations generated by the companion matrix of n-order
Keywords: polynomial. The set of trigonometric functions depend of (n − 1) variables formally
Complex algebra expressed by series of exponential functions. In a particular case, the second order
Trigonometry Riccati equation with constant coefficients is isomorphic to the evolution equation
Polynomial generated by the companion matrix of the associated quadratic polynomial. It is
Riccati–Abel equations shown that the n > 2 order Riccati equation with coefficients in a field is derived
Riccati equations of higher order from a linear system of evolution equations generated by companion matrix of the
associated n-order polynomial under (n − 2) constraints.
© 2014 Published by Elsevier Inc.

1. Introduction

The generalized Riccati equation is a nonlinear equation between the first order derivative and the n-order
polynomial:

du
F (u, x) = , (1.1)
dx
with

F (u, x) = Q0 (x) + Q1 (x)u + Q2 (x)u2 + Q3 (x)u3 + · · · + un . (1.2)

In particular, if F (u, x) is a second order polynomial, the equation is the Riccati equation [11]. The Riccati
equation is one of the widely used equations of mathematical physics [3]. If F (u, x) is a cubic polynomial,
then the equation is called the Riccati–Abel equation [1,9].

E-mail address: yamaleev@jinr.ru.

http://dx.doi.org/10.1016/j.jmaa.2014.05.066
0022-247X/© 2014 Published by Elsevier Inc.
 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347 335

In general, the coefficients of the polynomial Qi (x), i = 0, 1, ..., n − 1 are arbitrary functions of x. Diverse
methods were developed for finding solutions of Abel equations (see, for instance [8] and references therein).
A general strategy of solution is based on the concept of classes, invariants and the solution of the equivalence
problem. If the coefficients of the equation are given by rational functions of x then a classification according
to invariant theory of the integrable rational Abel differential equations can be done [2]. Many integrable
members of one class can be systematically mapped onto an integrable member of a different class. In
Ref. [7] it has been found a unified way to find the rational map from the knowledge on the explicitly given
first integral.
If the coefficients of the polynomial F (u, x) are constants in a field then a great simplification results in
obtaining the complete solutions by means of quadratures. In this case the differential problem of finding a
solution is transformed into the algebraic problem. It is known that the solutions of the second order Riccati
equations can be presented via solutions of second order linear differential equations. The question arises: Is
it possible to establish analogous connection between solutions of generalized Riccati equation and solutions
of linear differential equation? At least, we have to solve this problem in the simplest case, namely, in the
case of the Riccati equation with constant coefficients in a field.
The problem of interconnection between Riccati and linear differential equations admits also another
formulation. The Riccati equation with constant coefficients is isomorphic to the evolution equation gener-
ated by the companion matrix of the associated quadratic polynomial. So that, from solutions of the linear
system of evolution equations one may easily construct solution of the Riccati equation. For the generalized
Riccati equation with n-order associated polynomial with constant coefficients in a field one also can put in
correspondence some evolution equation generated by the companion matrix of the associated polynomial.
The problem arises to elaborate a method of construction of solutions of generalized Riccati equations with
constant coefficients by using known solutions of the corresponding linear system of evolution equations.
In this work we present a method of construction of the n-order Riccati equation with constant coefficients
in a field by using solutions of the system of evolution equations generated by the companion matrix of
associated polynomial. The method is based on the theory of generalized trigonometric functions which
arise as characteristic functions of multicomplex algebra (see, for instance Refs. [17,16]). The fact that the
solutions of special kind of Riccati–Abel equation can be expressed via third order trigonometric functions
has been found in [14].
In [19] we have presented another way of interconnection between third order trigonometric functions and
solutions of the Abel equation. There we have derived a summation formula for solutions of Abel equation
on the basis of summation formulae for the third order trigonometric functions. In this context it is worth
to mention Ref. [12] where Abel equations are analyzed from the point of view of study of superposition
rules; these nonlinear superposition rules are not derived from the classical Lie theorem [6,5].
The matter is that the functions of the generalized trigonometry are multivariable functions (see, for
instance Ref. [4]), namely, the set of n-order generalized trigonometry induced by n-order general complex
algebra consists of (n − 1) sine-type and one cosine-type functions and these functions depend on (n − 1)
angles. Derivatives with respect to these angles are given by the linear system of equations. By taking
these functions we form solutions of n-order Riccati equation by applying the set functions of generalized
tangent-type functions under certain constraints.
This paper is set out as follows: In Section 2, we start with the ordinary second order Riccati equation
and its relation with the evolution generated by the second order companion matrix. In Section 3, the
n-order Riccati equation with constant coefficients is transformed into an algebraic equation. In Section 4,
the elements of the generalized trigonometry are given. In Section 5, the solution of the n-order Riccati
equation is presented by an n-order tangent-type function. In Section 6, we briefly summarize the basic
points of the scheme used in this work.
336 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347

2. Riccati equation and trigonometry induced by companion matrix of associated quadratic polynomial

Let us begin by considering the ordinary Riccati equation with constant coefficients

du
u2 − a1 u − a0 = . (2.1)
dφ

If coefficients a0 , a1 are constants then a great simplification results because it is possible to obtain the
complete solution by means of quadratures.
Thus, Eq. (2.1) admits direct integration
 
dx
= dφ. (2.2)
x − a1 x − a0
2

Let x1 , x2 ∈ C be roots of the polynomial equation

x2 − a1 x − a0 = 0. (2.3)

The integral is easily calculated and the result is given by the logarithmic functions

u  
dx 1 u − x1 w − x1
= log − log = φ(u) − φ(w). (2.4)
x2 − a1 x + a0 x 1 − x2 u − x2 w − x2
w

By inverting the logarithm function, we come to the following algebraic equation

   u − x1 w − x2
exp (x1 − x2 ) φ(u) − φ(w) = . (2.5)
u − x2 w − x1

From (2.5) we obtain the following formula for the Riccati equation

1     
u(φ, φ0 ) = (x1 − x2 ) coth (x1 − x2 )φ0 /2 − coth (x1 − x2 )φ/2 , (2.6)
2
were φ, φ0 are final and initial points of the integration, correspondingly.
The solution of the Riccati equation u(φ, φ0 ) is the cotangent function which for the given polynomial of
the Riccati equation can be defined as follows.
Define the companion matrix of the quadratic polynomial of the Riccati equation. An explicit form of
this matrix is given by the (2 × 2) matrix [18]
 
0 a0
E= . (2.7)
1 a1

This matrix satisfies the following quadratic equation

E 2 − a1 E − a0 I = 0, (2.8)

with I-unit matrix. Expansion with respect to E of the exponential function exp(Eφ) leads to the Euler
formula

exp(Eφ) = g1 (φ; a0 , a1 )E + g0 (φ; a0 , a1 ). (2.9)

In terms of the roots x1 , x2 this matrix equation is separated into two equations
 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347 337

exp(x2 φ) = x2 g1 (φ; a0 , a1 ) + g0 (φ; a0 , a1 ), exp(x1 φ) = x1 g1 (φ; a0 , a1 ) + g0 (φ; a0 , a1 ), (2.10)

from which an explicit form of g-functions can be obtained. Apparently, g0 and g1 are modified (generalized)
cosine–sine functions with the following formulas of differentiation

d d
g1 (φ; a0 , a1 ) = g0 (φ; a0 , a1 ) + a1 g1 (φ; a0 , a1 ), g0 (φ; a0 , a1 ) = −a0 g1 (φ; a0 , a1 ). (2.11)
dφ dφ

Form a ratio of two equations of (2.10) as follows

  x1 g1 (φ; a0 , a1 ) + g0 (φ; a0 , a1 )
exp (x1 − x2 )φ = . (2.12)
x2 g1 (φ; a0 , a1 ) + g0 (φ; a0 , a1 )

Let g1 (φ; a0 , a1 ) = 0. Then,

  x1 − u
exp (x1 − x2 )φ = , (2.13)
x2 − u

where the tangent function

g0 (φ; a0 , a1 )
− = u(φ; a0 , a1 ) (2.14)
g1 (φ; a0 , a1 )

obeys the Riccati equation (2.1). In fact, on making use of Eqs. (2.11) calculate the derivative of the tangent
function. We get
   2
d g0 g0 g0
= a0 − a1 − . (2.15)
dφ g1 g1 g1

By taking u = g0 /g1 we come to the Riccati equation (2.1).

3. Generalized Riccati equation with n-order polynomial

3.1. Integration of n-order Riccati equation with constant coefficients

The general form of the n-order Riccati equation is defined as an equation between the first order
derivative and the n-order polynomial F (u):

du
= F (u). (3.1)
dφ

The polynomial equation on n-degree over field C written in the form


n−1
F (u) = un − ak uk = 0, (3.2)
k=0

where the coefficients ak ∈ C, possesses with n distinct roots xk , k = 1, ..., n ∈ C. If C is a field and x1 , ..., xn
are algebraically independent over C, the polynomial


n
F (u) = (u − xk ),
k=1
338 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347

is referred to as generic polynomial over C of degree n. Derivative of this polynomial at given roots is given
by the formula


n
F  (u)|u=xm = (xm − xk ). (3.3)
k=1,k=m

Define the function reverse to the polynomial F (u)

1 1 1
= n−1 =
n (3.4)
F (u) u − k=0 ak u
n k
k=1 (u − xk )

and expand this fraction on making use of the method of fractional decomposition [13]. This leads to the
following series

1 
n
1 1
n−1 = . (3.5)
un − k=0 ak uk F  (u)|u=xk (u − xk )
k=1

Let us recall definition of the Vandermonde matrix

⎛ ⎞
1 1 ... 1
⎜ ⎟
⎜ x1 x2 ... xn ⎟
⎜ 2 ⎟
W [x1 , x2 , ..., xn−1 , xn ] := ⎜
⎜ x1 x22 ... x2n ⎟
⎟. (3.6)
⎜ ⎟
⎝ ... ... ... ... ⎠
xn−1
1 xn−1
2 ... xn−1
n

The determinant of the Vandermonde matrix is defined by difference-product and contains n(n − 1)/2
factors:

V = (xs − xr ). (3.7)
1≥r<s≥n

Let Ak be a cofactor of the element xn−1

k of the Vandermonde matrix W [x1 , ..., xn ]. Then, the following
formula holds true [15]:


n
V
Am (u − xm )−1 =
n . (3.8)
m=1 k=1 (u − xk )

An inverse form of the formula (3.3) is written as follows

1 Ak
= . (3.9)
F  (x)|x=xk V

On making use of this formula transform (3.8):


n 
n
1 V V
Am (u − xm )−1 = = . (3.10)
m=1 m=1
F  (u)|u=xk u − xk F (u)

For the given polynomial (3.2) of the Riccati equation (3.1) formula (3.10) explicitly is written as follows

1 
n
Ak 1
n−1 = . (3.11)
un − k=0 ak xk V (x − xk )
k=1
 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347 339

Differential equation (3.1) with constant coefficients ak is directly presented in an integral form:

u
dx
n−1 = φ(u) − φ(v). (3.12)
xn − k=0 ak x k
v

This integral is calculated by using the expansion (3.11), the result of integration is presented by the series

u 
n
dx Ak
n−1 = log(u − xk ) = φ(u) − φ(v). (3.13)
xn − k=0 ak x k k=1
V
v

By inverting the logarithmic function we arrive to the algebraic equation

n  Ak
   u(φu ) − xk
exp V (φu − φv ) = . (3.14)
v(φv ) − xk
k=1

Thus, in the case of constant coefficients in a field the differential problem of solution of n-order Riccati
differential equation is reduced to the algebraic problem. As it has been noted in Ref. [8], for every n > 4,
there exist polynomials of degree n which are not solvable by radicals, and this fact has several implications
in order to solve the n-order Riccati differential equation.
In particular case, if F (u) is a cubic polynomial, Eq. (3.1) is called the Riccati–Abel equation. Let xi ,
i = 1, 2, 3 be roots of the cubic polynomial. Introduce the following notations

mij = (xi − xj ), i, j = 1, 2, 3.

In these notations the algebraic equation (3.14) corresponding to the Riccati–Abel equation is written as
 m  m  m
  u − x1 32 u − x2 13 u − x3 21
exp V (φu − φv ) = . (3.15)
v − x1 v − x2 v − x3

In the reverse way from formula (3.14) one may come to the generalized Riccati equation.

Theorem 3.1. Differential form of algebraic equation


n
exp(V φ) = (u − xk )Ak (3.16)
k=1

is given by the n-order generalized Riccati equation (3.1).

Proof. Differentiating both sides of the algebraic equation (3.16) one gets


n 
n−1
V exp(V φ) dφ = du Am (u − xm )Am −1 (u − xk )Ak
m=1 k=1,k=m


n 
n
= du Am (u − xm )−1 (u − xk )Ak . (3.17)
m=1 k=1

By virtue of formula (3.16) this equation is reduced into the following differential form
340 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347


n
V dφ = du Am (u − xm )−1 . (3.18)
m=1

Transform the sum in the right-hand side of this equation by using (3.10) as follows


n
V
Am (u − xm )−1 =
n . (3.19)
m=1 k=1 (u − xk )

Substituting this formula into (3.18) we arrive to n-order Riccati equation (3.1):

du 
n
= (u − xk ) = F (u). 2
dφ
k=1

4. Elements of n-th order generalized trigonometry

4.1. Algebraic form of n-order Riccati equation expressed via n-th order tangent functions

In the same way as the usual complex algebra is used to describe trigonometry, the generalized complex
algebra can be used to describe characteristic functions of generalized trigonometry [16]. To these functions
we come by defining expansion of the exponential function. This expansion (the analogue of Euler formula),
is defined as follows
n−1  n−1
 
exp X k φk = X i gi (φ), with φ := (φ1 , φ2 , ..., φn−1 ), (4.1)
k=1 i=0

where X is an accompanying matrix of n-degree polynomial equation


n−1
Xn = ak X k , X 0 = 1, ak ∈ R. (4.2)
k=0

Let xk , k = 1, ..., n be a set of eigenvalues of the matrix X. Let Λ be a diagonal matrix of the eigenvalues
of X. Then formula (4.1) is equivalently written as follows
n−1  n−1
 
exp (xm )k φk = (xm )i gi (φ), m = 1, 2, ..., n − 1, (4.3)
k=1 i=0

with φ := (φ1 , φ2 , ..., φn−1 ).

Raise to power Am both sides of this equation and form the following product
  n−1 Am

n 
n−1 
n 
k i
exp Am (xm ) φk = (xm ) gi (φ) . (4.4)
m=1 k=1 m=1 i=0

In the left-hand side we have

   n   n 

n 
n−1  
k 2
exp Am (xm ) φk = exp Am xm φ1 + Am (xm ) φ2 + ...
m=1 k=1 m=1 m=1
  

n
n−1
+ Am (xm ) φn−1 . (4.5)
m=1

Here Am is a cofactor of Vandermonde determinant.

 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347 341

Let us recall that this cofactor satisfies the following set of equations [10]


n 
n
(xl )k Al = 0, k = 0, 1, ..., n − 2; (xl )n−1 Al = V. (4.6)
l=1 l=1

By taking into account these equations we transform Eq. (4.4) into the following equation
n−1 Am

n 
i
exp(V φn−1 ) = (xm ) gi (φ) , (4.7)
m=1 i=0

where φ := (φ1 , φ2 , ..., φn−1 ). Notice that on making use purely algebraic transformations we arrive to the
equation depending only of one variable, φn−1 .
Now, introduce the following system of constraints

gk (φ1 , φ2 , ..., φn−1 ) = 0, k = 2, 3, ..., n − 1. (4.8)

This system of equations reduces the algebraic formula (4.7) into the following form


n
 Am
exp(V φn−1 ) = g0 (ψ, φn−1 ) + (xm )i g1 (ψ, φn−1 ) , (4.9)
m=1

here the ψ means the set of (n − 2) functions of φn−1 :

 
ψ := φ1 (φn−1 ), φ2 (φn−1 ), ..., φn−2 (φn−1 ) . (4.10)

Let g1 = 0. Then,


n
 Am
exp(V φn−1 ) = u(φ1 ) − xm , (4.11)
m=1

where

g0 (ψ, φn−1 )
u(φn−1 ) = − . (4.12)
g1 (ψ, φn−1 )

5. Construction of solution of n-order Riccati equation by using the generalized trigonometric functions

The formulae of differentiation for g-functions are defined by the following system of equations [17,16]

∂  j n
gi−1 = E k i gj−1 , k = 1, ..., n − 1, i = 1, 2, ..., n. (5.1)
∂φk j=1

Our next goal is to derive differential equation for the fraction g0 /g1 from the system of equations (5.1)
within the framework of the set of constraints (4.8).
In order to simplify our derivations introduce the following n-dimensional vectors. The n-dimensional
vector nk consists of zeros except of k + 1-st element which is equal to one:

T
nk = ( 0 0 ... 0 1 0 ... 0) . (5.2)

The n-dimensional vector G consists of functions gk :

342 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347

T
G = ( g0 g1 ... gk−1 gk gk+1 ... gn−1 ) . (5.3)

The n-dimensional vector A consists of coefficients ak of the polynomial (4.2):

T
A = ( a0 a1 ... ak−1 ak ak+1 ... an−1 ) . (5.4)

In these notations E matrix is presented by n-vectors in the following form

E = [n1 , ..., nn−1 , A]. (5.5)

Then powers of E matrix are formed according to the following algorithm

 
E 2 = [n2 , ..., nn−1 , A, EA], E 3 = n3 , ..., nn−1 , EA, E 2 A
   
E k = nk , ..., nn−1 , A, EA, ..., E k−1 A , E n−1 = nn−1 , A, EA, ..., E k−1 A, ..., E n−2 A . (5.6)

Now the system of differential equations (5.1) is written as follows

∂  
G = nk , ..., nn−1 , A, EA, ..., E k−1 A G. (5.7)
∂φk

The right-hand side of this equation is a linear combination of the vectors nk , E k A, that is

∂
G = g0 nk + g1 nk+1 + ... + gn−k−1 nn−1 + gn−k A + gn−k+1 EA + ... + gn−1 E k−1 A,
∂φk
k = 1, ..., n − 1. (5.8)

Now in the right-hand side we shall apply (n − 2) constraints from (4.8):

gk (φ1 , φ2 , ..., φn−1 ) = 0, k = 2, 3, ..., n − 1. (5.9)

Notice, however, that g0 = 0, g1 = 0, and also

∂
gl = 0.
∂φk

Thus, in the result of raising of the matrix E to k-th power all columns of the matrix are dismissed
to the left, so that, the first k columns go out of the matrix E, whereas the j-th column of the matrix
will and occupy the j − k-th column. We are interested only of the first two columns of the matrix E k ,
k = 1, 2, ..., n − 1, because due to conditions gj = 0, j = 2, 3, ..., n − 1 elements of the matrix beyond the
second column will not contribute to the final result.
Due to the conditions (5.9) the partial derivatives of functions gk with respect to the parameters
φ1 , φ2 , ..., φn−2 , φn−1 are defined by the following system of equations
⎛ ⎞ ⎛ n−k−3 k−1
⎞⎛ ⎞
g0 0 0 ... 0 a0 ... g0
⎜ ⎟ ⎜ ⎟⎜g ⎟
⎜ ⎟ ⎜
g1 0 0 ... 0 a1 ... ⎟⎜ 1⎟
⎜ ⎟ ⎜
g2 ⎜
⎟⎜ ⎟
⎟⎜ 0 ⎟
⎜ ⎟ ⎜0 0 ... 0 a2 ... ⎟⎜ ⎟
∂ ⎜⎜
⎟ ⎜
⎟ ⎜ ...
g3 ... ... ... ... ... ⎟⎜ 0 ⎟
⎟⎜ ⎟.
⎜ ⎟=⎜ ⎟⎜ 0 ⎟ (5.10)
∂φk ⎜ ⎟ ⎜1
... 0 ... 0 a3 ... ⎟⎜ ⎟
⎜ ⎟ ⎜ ⎟ ⎜ ... ⎟
⎜ ⎟ ⎜0
... 1 ... 0 a4 ... ⎟⎜ ⎟
⎜ ⎟
⎝ gn−2 ⎠ ⎜
⎝ ... ... ... ... ... ...
⎟⎝ ⎠
⎠ 0
gn−1 0 0 ... 1 an−1 ... 0
 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347 343

It is seen that under constraints (5.9) the system of differential equation (5.8) is reduced to the following
set of equation

∂
G = g0 nk + g1 nk+1 , g2 = g3 = ... = gn−1 = 0, (5.11)
∂φk

for k = 1, ..., n − 2 and for k = n − 1 we get

∂
G = g0 nn−1 + g1 A. (5.12)
∂φn−1

In an explicit form Eqs. (5.11)–(5.12) can be presented in the following way

⎛ ⎞ ⎛ ⎞
g0 a0 g1
⎜ g1 ⎟ ⎜ a1 g1 ⎟
⎜ ⎟ ⎜ ⎟
⎜ ⎟ ⎜ ⎟
∂ ⎜ g2 ⎟ ⎜ a2 g1 ⎟
⎜ ⎟=⎜ ⎟. (5.13)
∂φn−1 ⎜ ...⎟ ⎜ ... ⎟
⎜ ⎟ ⎜ ⎟
⎝ gn−2 ⎠ ⎝ an−2 g1 ⎠
gn−1 g0 + an−1 g1

By taking into account constraints (5.9) we conclude that the parameters φ1 , ..., φn−1 more are not
independent variables. Furthermore, we have to consider the constraints as equations determining the pa-
rameters φ1 , φ2 , ..., φn−2 as functions of unique variable, φn−1 , in an implicit way. Denote this variable by
φ = φn−1 and in the sequence consider φk , k = 1, ..., n − 2 as the functions of this variable:

φk = φk (φ), k = 1, 2, ..., n − 2. (5.14)

Our goal is to calculate the total derivative with respect to φ, the following fraction
 
d g0 1 dg0 dg1
= 2 g1 − g0 . (5.15)
dφ g1 g1 dφ dφ

Hence we have to calculate

∂g0  ∂g0 dφj

n−2
d
g0 = + , (5.16)
dφ ∂φ j=1
∂φj dφ

and

∂g1  ∂g1 dφj

n−1
d
g1 = + . (5.17)
dφ ∂φ j=1
∂φj dφ

From the table of derivatives (5.13) it follows that

∂g0 ∂g1 ∂g0

= a0 g1 , = a1 g1 , and = 0, j = 1, ..., n − 2; (5.18)
∂φ ∂φ ∂φj

we have the total derivative for g0 :

∂g0  ∂g1 dφj

n−2
d
g0 = + = a0 g1 . (5.19)
dφ ∂φ j=1
∂φj dφ
344 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347

From (5.13) also it follows that

∂g1 ∂g1
= g0 , and = 0, j = 2, ..., n − 2. (5.20)
∂φ1 ∂φj

Next, we have to calculate the total derivative of g1 :

∂g1  ∂g1 dφj

n−2
d dφ1
g1 = + = a1 g1 + g0 . (5.21)
dφ ∂φ j=1
∂φj dφ dφ

Now, we have to find the derivatives dφk /dφ. These unknowns we find differentiating the system of
constraints.
Differentiating constraints gk = 0, k = 2, ..., n − 1 with respect to φn−1 we get the system of equations
for derivatives of implicit functions φk , k = 1, ..., n − 1 with respect to φn−1 :

∂gk  ∂gk dφj

n−1
+ = 0, k = 2, 3, ..., n − 1. (5.22)
∂φn−1 j=1 ∂φj dφn−1

From (5.13) we have:

⎛ ⎞ ⎛ ⎞
g2 a2 g1
∂ ⎜ ... ⎟ ⎜ ... ⎟
⎜ ⎟ ⎜ ⎟
∂φn−1 ⎝ gn−2 ⎠ = ⎝ an−2 g1 ⎠ . (5.23)

gn−1 g0 + an−1 g1

By taking into account (5.13), (5.20), (5.23) linear algebraic equation (5.22) is written in the following
matrix form:
⎛ ⎞ ⎛ ⎞ ⎛ φ ⎞
a2 g1 g1 g0 0 ... 0 0 1
⎜ a g ⎟ ⎜ 0⎟ ⎜ φ2 ⎟
⎜ 3 1 ⎟ ⎜0 g1 g0 ... 0 ⎟⎜ ⎟
⎜ ⎟ ⎜0 0⎟ ⎜  ⎟
⎜ a3 g1 ⎟ ⎜ 0 g1 ... 0 ⎟ ⎜ φ3 ⎟
−⎜ ⎟=⎜ ⎟⎜ ⎟ (5.24)
⎜ ... ⎟ ⎜ ... ... ... ... ... ... ⎟ ⎜ ... ⎟
⎜ ⎟ ⎜ ⎟⎜ ⎟
⎝ an−2 g1 ⎠ ⎝ 0 0 0 ... g1 g0 ⎠ ⎝ φn−3 ⎠
g0 + an−1 g1 0 0 0 ... 0 g1 φn−2

here φk = dφ
dφ .
k

In order to write (5.24) in a more compact form introduce vectors Φ, Qa with components

Φ = (φ1 , φ2 , ..., φn−3 , φn−2 )T , Q = (a2 , a3 , a4 , ..., an−2 , g0 /g1 + an−1 )T .

Also we need an (n − 2) × (n − 2) nilpotent matrix which has unit numbers on its super-diagonal and zero
everywhere else, that is,
⎛ ⎞
0 1 0 ... 0 0
⎜0 0 1 ... 0 0⎟
⎜ ⎟
⎜0 0⎟
⎜ 0 0 ... 0 ⎟
P := ⎜ ⎟. (5.25)
⎜ ... ... ... ... ... ... ⎟
⎜ ⎟
⎝0 0 0 ... 0 1⎠
0 0 0 ... 0 0
 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347 345

Matrix equation (5.24) can be written in the following compact form

d
g1 Q = −J Φ, (5.26)
dφ

where (n − 2) × (n − 2) matrix J is the Jordan-matrix of the form [15]

J = (g1 I + g0 P ),

with I-unit matrix. An inverse matrix is given by

J−1 = (g1 I + g0 P )−1 .

Converting the matrix equation (5.24) we obtain the equation to determine derivative of Φ:

d
− Φ = (g1 + g0 P )−1 Q,
dφ

which has the following explicit form

⎛ φ ⎞ ⎛1 −g01 (−g01 )2 . (−g01 )n−4 (−g01 )n−3

⎞⎛
a2 ⎞
1
⎜ φ2 ⎟ ⎜ 0 1 −g01 . (−g01 ) n−5
(−g01 ) n−4 ⎟⎜ ⎟
⎜ ⎟ ⎜
⎜
⎟⎜
⎟⎜
a3 ⎟
⎜ ⎟
d ⎜ φ3 ⎟ ⎜ n−6 n−5 ⎟⎜ ⎟
0 0 1 . (−g01 ) (−g01 ) a4 ⎟
− ⎜ ⎟=⎜
⎜
⎟⎜
⎟⎜ ⎟, (5.27)
dφ ⎜ ... ⎟ ⎜ ... ... ... . ... ... ⎟⎜ ... ⎟
⎜ ⎟ ⎟
⎝ φn−3 ⎠ ⎜
⎝0 0 0 . 1 −g01
⎟⎝
⎠ an−2 ⎠
φn−2 0 0 0 . 0 1 g01 + an−1

with g01 = g0 /g1 .

The first line of the system of equations (5.27) is the following equation
 
dφ1 g0 g2 gk g n−3 g0
− = a2 − a3 + 02 a4 + ... + (−)k 0k ak+2 + ... + 0n−3 + an−1 . (5.28)
dφ g1 g1 g1 g1 g1

Denote
g0
u=− ,
g1

then,

dφ1
− = a2 + ua3 + u2 a4 + ... + uk ak+2 + ... + un−2 + un−3 an−1 . (5.29)
dφ

This expression is used in formula (5.21) and develops a formula for derivative dg1 /dφ. Now, we are able to
calculate derivative of the fraction g0 /g1 according to the formula
 
d g0 1 dg0 dg1 1 dg0 g0 dg1
= 2 g1 − g0 = − 2
dφ g1 g1 dφ dφ g1 dφ g1 dφ
 
1 g0 dφ1
= a0 g1 − 2 a1 g1 + g0
g1 g1 dφ
d g0 g 2 dφ1
=− u = a0 − a1 − 02 .
dφ g1 g1 dφ
346 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347

Now denote
g0
= −u. (5.30)
g1

Then,
 
d dφ1
− u = a0 + a1 u + u2 − .
dφ dφ

Substituting here the expression for −dφ1 /dφ from (5.28) and by using notation (5.30), we get

d  
− u = a0 + a1 u + u2 a2 + ua3 + u2 a4 + ... + uk ak+2 + ... + un−3 an−1 − un−2 , (5.31)
dφ

the Riccati equation (3.1).

The final result is given by the following theorem.

Theorem 5.1. Let the set of functions gk , k = 0, 1, ..., n −1 are solutions of the system of differential equations
(5.1) with variables of differentiation φk , k = 1, ..., n − 1. The function

g0
u(φ) = −
g1

defined under (n − 2) conditions gk = 0, k = 2, ..., n − 1, satisfies n-order Riccati equation (3.1) with respect
to the evolution parameter φ = φn−1 .

6. Summary

In summary, let us briefly outline the main points of the method elaborated in this work.
Compare two types of equations,

d d
(I) u = F (u), (II ) Ψ = AΨ. (6.1)
dx dφ1

Here equation (I) is the generalized Riccati equation with n-order polynomial F (u) with constant coeffi-
cients, and equation (II ), the evolution generated by n × n matrix A, which is a linear system of differential
equations for n-component vector Ψ .
We have shown that these two types of equations can be linked if the matrix A is given by the companion
matrix of the polynomial F (u), so that, F (A) = 0.
In order to prove this statement, firstly, it was formed a system of (n − 1) evolution equations

d
Ψ = Ak Ψ, k = 1, 2, 3, ..., n − 1; with φn−1 , (6.2)
dφk

where Eq. ((6.1), (II)) is included as an equation with k = 1 and φn−1 = x.

Vector Ψ has n components, Ψ = (g0 , g1 , ..., gn−1 ), which are functions of (n − 1) variables, so that,
gk = gk (φ1 , φ2 , ..., φn−1 = x).
Next, we constrain components of the vector Ψ by (n − 2) conditions as follows

gk = 0, k = 2, 3, 4, ..., n − 1. (6.3)

These conditions implicitly define functions φk = φk (x), k = 1, 2, ..., n − 2.

 R.M. Yamaleev / J. Math. Anal. Appl. 420 (2014) 334–347 347

Then, according to Theorem 5.1 the following function of x,

g0 (x)
u(x) = − , (6.4)
g1 (x)

is the solution of generalized Riccati equation (5.1).

The set of functions gk , k = 0, 1, ..., n − 1 are named generalized trigonometric functions, where g0 is the
cosine-type function and the others are the sine-type functions. The solution of n-order Riccati equation
with constant coefficients in a field is obtained from the set of generalized trigonometric functions under
restrictions (6.3).

Acknowledgments

The author expresses his thanks to the reviewers for their helpful comments.

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