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 3/27/23, 1:14 AM Riccati Equation

General Riccati Equation

The Riccati equation is one of the most interesting nonlinear differential equations of
first order. It's written in the form:

′ 2
y = a (x)y + b (x)y + c (x),

where a (x), b (x), c (x) are continuous functions of x.

The Riccati equation is used in different areas of mathematics (for example, in

algebraic geometry and the theory of conformal mapping), and physics. It also appears
in many applied problems.

The differential equation given above is called the general Riccati equation. It can be
solved with help of the following theorem:

Theorem.

If a particular solution y of a Riccati equation is known, the general solution of the

1

equation is given by

y = y 1 + u.

Indeed, substituting the solution y = y1 + u into Riccati equation, we have

′ 2
(y 1 + u) = a (x) (y 1 + u) + b (x)(y 1 + u) + c (x),

′ ′ 2 2
y 1 + u = a (x)y 1 + a (x)u + b (x)y 1 + 2b (x)y 1 u + b (x)u + c (x).
–
–
–
–

The underlined terms in the left and in the right side can be canceled because y is a 1

particular solution satisfying the equation. As a result we obtain the differential

equation for the function u (x) :

′ 2
u = b (x)u + [2b (x)y 1 + a (x)]u,

which is a Bernoulli equation.

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Substitution of z =
1

u
converts the given Bernoulli equation into a linear differential
equation that allows integration.

Besides the general Riccati equation, there is an infinite number of particular cases of
Riccati equation at certain coefficients of a (x), b (x), and c (x). Many of these
particular cases have integrable solutions.

Returning to the general Riccati equation, we see that we can construct the general
solution if a particular solution is known. Unfortunately, there is no strict algorithm to
find the particular solution, which depends on the types of the functions a (x), b (x),
and c (x).

Below we consider some well known particular cases of the Riccati equation.

Special Case 1 : Coefficients a, b, c are constants

If the coefficients in the Riccati equation are constants, this equation can be reduced
to a separable differential equation. The solution is described by the integral of a
rational function with a quadratic function in the denominator:

dy dy
′ 2 2
y = ay + by + c, ⇒ = ay + by + c, ⇒ ∫ = ∫ dx.
2
dx ay + by + c

This integral can be easily calculated at any values of a, b and c (For more information
see Integration of Rational Functions).

Special Case 2 : Equation of type y ′ = by

2
+ cx
n

Consider a Riccati equation of type y ′

= by
2
+ cx
n
, where the function a (x) at the
linear term is zero, the coefficient b at y is a constant, and c (x) is a power function:
2

n
a (x) ≡ 0, b (x) = b, c (x) = cx .

This case of Riccati equation has nice solutions!

First of all, if n = 0, we get the Case 1 where the variables are separated and the
differential equation can be integrated.

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3/27/23, 1:14 AM Riccati Equation

If n = −2, the Riccati equation is converted into a homogeneous equation with help of
the substitution y =
1

z
and then also can be integrated.

This differential equation can be also solved at

4k
n = , where k = ±1, ±2, ±3, …
1 − 2k

Here the general solution is expressed through cylinder functions.

At all other values of the power n, the solution of the Riccati equation can be
expressed through integrals of elementary functions. This fact was discovered by the
French mathematician Joseph Liouville (1809 − 1882) in 1841.

Solved Problems
Click or tap a problem to see the solution.

Example 1
Solve the differential equation

′ 2
y = y + y + 1.

Example 2
Solve the Riccati equation

2
′ 2
y + y = .
2
x

Example 1.

Solve the differential equation

2
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3/27/23, 1:14 AM Riccati Equation
′ 2
y = y + y + 1.

Solution.

The given equation is a simple Riccati equation with constant coefficients. Here the
variables x, y can be easily separated, so the general solution of the equation is given
by

dy dy dy
2
= y + y + 1, ⇒ = dx, ⇒ ∫ = ∫ dx, ⇒ ∫
2 2 2
dx y + y + 1 y + y + 1 y + y

Example 2.

Solve the Riccati equation

2
′ 2
y + y = .
2
x

Solution.

We will seek for a particular solution in the form:

c c
′
y = , ⇒ y = − .
2
x x

Substituting this into the equation, we obtain:

2 2
c c 2 c c 2
− + ( ) = or − + = .
2 2 2 2 2
x x x x x x

We get a quadratic equation for c :

1 ± 3
2
c − c − 2 = 0, ⇒ D = 1 − 4 ⋅ (−2) = 9, ⇒ c 1,2 = = −1, 2.
2

We can take any value ofc. For example, let c = 2. Now, when the particular solution
is known, we make the replacement:

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3/27/23, 1:14 AM Riccati Equation

2 2
′ ′
y = z + , ⇒ y = z − .
2
x x

Now substitute this into the original Riccati equation:

2
2 2 2 2 4 4 2 4
′ ′ 2 ′
z − + (z + ) = , ⇒ z − + z + z + = , ⇒ z +
2 2 2 2 2
x x x x x x x x

As it can be seen, we have a Bernoulli equation with the parameter m = 2. Make one
more substitution:

′
1 z
1−m ′
v = z = , ⇒ v = − .
2
z z

Divide the Bernoulli equation by z (assuming that z 2

≠ 0 ) and rewrite it in terms of v :

′ ′
z 4z z 4 4
′
+ = −1, ⇒ − − = 1, ⇒ v − v = 1.
2 2 2
z xz z xz x

The last equation is linear and can be easily solved using the integrating factor:

1
4 dx ln 1 1
∫ (− )dx −4 ∫ −4 ln|x| 4
u = e x
= e x
= e = e |x|
= = .
4 4
|x| x

The general solution of the linear equation is given by

1 −4
∫ u (x)f (x)dx + C ∫ 4
⋅ 1dx + C ∫ x dx + C 1
x −3 4
v = = = = (− x + C)x
1 1
u (x) 3
4 4
x x

From now on we will subsequently return back to the previous variables. Since z =
1

v
,

the general solution for z is written as follows:

1 x 1 3 3
4
= − + Cx , ⇒ z = = − = − .
x 4 4 3
z 3 − + Cx x + 3Cx x (1 + 3Cx )
3

Hence,

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3/27/23, 1:14 AM Riccati Equation

3 3
2 3 2 −3 + 2 (1 + 3Cx ) −3 + 2 + 6Cx
y = z + = − + = = =
3 3 3
x x (1 + 3Cx ) x x (1 + 3Cx ) x (1 + 3Cx )

We can rename the constant: 3C = C1 and write the answer in the form:

3
2C 1 x − 1
y = ,
3
x (1 + C 1 x )

where C is an arbitrary real number.

1

See more problems on Page 2.

Recommended Pages

Separable Equations
Homogeneous Equations

Linear Equations
Exact Equations

Using an Integrating Factor

Bernoulli Equation

Riccati Equation
Implicit Equations
Singular Solutions

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