quarta-feira, 2 de outubro de 2013

Equação diferencial de Riccati

There are a number of equations known as the Riccati differential equation. The most common is
 z^2w^('')+[z^2-n(n+1)]w=0
(1)
(Abramowitz and Stegun 1972, p. 445; Zwillinger 1997, p. 126), which has solutions
 w=Azj_n(z)+Bzy_n(z),
(2)
Another Riccati differential equation is
 (dy)/(dz)=az^n+by^2,
(3)
which is solvable by algebraic, exponential, and logarithmic functions only when n=-4m/(2m+/-1), for m=0, 1, 2, ....
Yet another Riccati differential equation is
 w^'=P(z)+Q(z)w+R(z)w^2,
(4)
where w^'=dw/dz (Boyce and DiPrima 1986, p. 87). The transformation
 w=-(y^')/(yR(z))
(5)
leads to the second-order linear homogeneous equation
 R(z)y^('')-[R^'(z)+Q(z)R(z)]y^'+[R(z)]^2P(z)y=0.
(6)
If a particular solution w_1 to (4) is known, then a more general solution containing a single arbitrary constant can be obtained from
 w=w_1(z)+1/(v(z)),
(7)
where v(z) is a solution to the first-order linear equation
 v^'=-[Q(z)+2R(z)w_1(z)]v-R(z)
(8)
(Boyce and DiPrima 1986, p. 87). This result is due to Euler in 1760.

Sem comentários:

Enviar um comentário