Riccati's Equation

1. Riccati's Equation:

The Riccati's equation was named by the Italian mathematician Jacopo Fransesco
Riccati ,where he defined the first order nonlinear ordinary differential equation
,which has the general form

𝑦 ′ (𝑥) = 𝐴(𝑥)𝑦 2 (𝑥) + 𝐵(𝑥)𝑦(𝑥) + 𝐶(𝑥) (1)

where 𝑦(𝑥) is the unknown function and 𝐴(𝑥) , 𝐵(𝑥) and 𝐶(𝑥) are known
functions of the free variable 𝑥.

This equation arises in many fields of mathematics and physics. It has

applications in random processes, optimal control, diffusion problems, stochastic
realization theory, robust stabilization, network synthesis, and quantum
mechanics, to name a few. Besides important engineering applications, the newer
applications include areas such as financial mathematics.
One of the strengths of the Riccati equation is that it is a unifying link between
linear quantum mechanics and other fields of physics, such as thermodynamics,
and cosmology. For instance, information about the dynamics of a quantum
mechanical wave packet can be obtained from a complex (nonlinear) NL Riccati
equation.
It is well known that there is no general way to analytically solve a Riccati
equation, and only special cases can be treated, especially if a particular solution
is known. The solutions of this equation, for instance, can be obtained
numerically by the forward Euler method and Runga-Kutta.
2. Solving the Riccati Equation:
It is well known that solutions to the general Riccati equation are not available
and only special cases can be treated. However, it is always possible to write the

1
general solution of the Riccati Equation if a particular solution is known. After a
change of variable using the particular solution, we obtain the Bernoulli Equation,
which can be solved by traditional methods.

2.1. Deriving the General Solution of the Riccati Equation Given a Particular
Solution:
Consider the general form of the Riccati equation:
𝑑𝑦
= 𝐴(𝑥)𝑦 2 (𝑥) + 𝐵(𝑥)𝑦(𝑥) + 𝐶(𝑥) (1)
𝑑𝑥

Let 𝑦1 be a solution of (1). That is:

𝑑𝑦1
= 𝐴(𝑥)𝑦12 (𝑥) + 𝐵(𝑥)𝑦1 (𝑥) + 𝐶(𝑥)
𝑑𝑥
It is well known that if = 𝑦 − 𝑦1 , then 𝑤 satisfies the Bernolle Equation:
𝑤 ′ + (−2𝐴(𝑥)𝑦1 − 𝐵(𝑥)𝑤 = 𝐴(𝑥)𝑤 2
which we know how to solve.
------- ------------ ---------- --------- ------ -------- ------------ --------

To find the solution of the equation (1), we follow the next steps:

1- Finding a particular Solution.

2- Reduction to a Linear Differential Equation.

3- Solving the Linear Differential Equation.

2.2- Methods of a particular solution to find the Riccati' Equation’s solution:

There are many ways to find the solutions. The techniques are based on a change
of variable.

Method 1: Let 𝑦 ′ = 𝐴(𝑡)𝑦 2 + 𝐵(𝑡)𝑦 + 𝐶(𝑡) be the Riccati Equation, we can

turn the Riccati Equation into first order linear differential equation by using the
transformation:

2
 1 ′
𝑑𝑦 𝑑𝑦𝑝 𝑢′
𝑦 = 𝑦𝑝 + ⟹ 𝑦 = = − 2
𝑢 𝑑𝑡 𝑑𝑡 𝑢
2
Example: Let 𝑦 ′ + 𝑦 2 = be a Riccati equation. Find the general solution
𝑡2
−1
where 𝑦𝑝 = ?
𝑡

Solution:

We can write the equation on the form:

2
𝑦 ′ = −𝑦 2 +
𝑡2
2
where 𝐴(𝑡) = 1 , 𝐵(𝑡) = 0 and 𝐶(𝑡) = .
𝑡2

1 𝑑𝑦 𝑑𝑦𝑝 𝑢′
We assume that 𝑦 = 𝑦𝑝 + ⟹ 𝑦′ = = −
𝑢 𝑑𝑡 𝑑𝑡 𝑢2

Then

−1 1 𝑑𝑦 1 𝑢′
′
𝑦= + ⇒ 𝑦 = = −
𝑡 𝑢 𝑑𝑡 𝑡 2 𝑢2

Substituting 𝑦 𝑎𝑛𝑑 𝑦 ′ in the Riccati equation to get:

1 𝑢′ −1 1 2 2
− = −( + ) + 2
𝑡 2 𝑢2 𝑡 𝑢 𝑡

1 𝑢′ 1 2 1 2
− = − + − +
𝑡 2 𝑢2 𝑡 2 𝑢𝑡 𝑢2 𝑡 2
1 2 1 2
− 𝑢′ = − ⇒ 𝑢′ = − 𝑢 + 1
𝑢2 𝑢𝑡 𝑢2 𝑡

This is linear differential equation which can be solved and we can get:

1 3𝑡 2
𝑦=− + 2
𝑡 𝑡 + 3𝑐

This is the general solution of the Riccati Equation (1).

3
Method 2: We can turn the Riccati Equation into Bernoulli Equation by using
the transformation:

𝑑𝑦 𝑑𝑢 𝑑𝑦𝑝
𝑦 = 𝑦𝑝 + 𝑢 ⟹ 𝑦′ = = +
𝑑𝑡 𝑑𝑡 𝑑𝑡

where 𝑢 is the unknown variable and 𝑦𝑝 is a particular solution. Substituting 𝑦

and 𝑦 ′ into (1) , then we will obtain a linear differential equation which can be
solved by the traditional methods.

Method 3: Let 𝑦 ′ = 𝐴(𝑡)𝑦 2 + 𝐵(𝑡)𝑦 + 𝐶(𝑡) be the Riccati Equation .We use
the transformation:

𝐵
𝑦 = 𝑢𝑣 −
𝐴

where u is the unknown variable and v is a function of t . Substituting y and 𝑦 ′

into (1) gives:

𝐴2 𝑢′ 𝑣 = 𝑀 − 𝐴2 𝑢(𝑣 ′ + 𝐵𝑣) + 𝐴3 𝑢2 𝑣 2

where

𝑀 = 𝐵′ 𝐴 − 𝐵𝐴′ + 𝐴2 𝐶

𝑢′
If 𝑀 = 0 and 𝑣 ′ + 𝐵𝑣 = 0 then the equation is separable, we obtain: = 𝐴𝑣
𝑢2

1
After integrating: 𝑢(𝑡) = −
∫ 𝐴𝑣𝑑𝑡

Integration 𝑣 ′ + 𝐵𝑣 = 0 , we have: 𝑣 = 𝑒 − ∫ 𝐵(𝑡)𝑑𝑡 which gives the particular

solution:

1
𝑢(𝑡) = −
∫ 𝐴(𝑒 − ∫ 𝐵(𝑡)𝑑𝑡 )𝑑𝑡

4
 1
𝐶 2 𝐶
Method 4: We use the transformation 𝑦 = (𝐴) 𝑢 where ≥ 0 , then the
𝐴

Riccati Equation can be reduced to the equation:

𝐴′ 𝐶 ′
1 𝐵− −
𝑢′ = (𝐶𝐴)2 (1 + 2𝐴 2𝐶 ) 𝑢 + 𝑢2
1
(𝐶𝐴)2

Method 5: Consider the Riccati Equation 𝑦 ′ = 𝐴(𝑡)𝑦 2 + 𝐵(𝑡)𝑦 + 𝐶(𝑡) , we

consider the substitution

𝑦(𝑡) = 𝑢𝑣 − 𝑤 ,

where v and w are the known variables. Taking the derivative of 𝑦(𝑡), replacing
in (1) we obtain:

𝑢′ 𝑣 = −(𝑣 ′ + 2𝐴(𝑡)𝑣𝑤 + 𝑏𝑣)𝑢 + 𝐴(𝑡)𝑤 2 − 𝐵𝑤 + 𝑤 ′ + 𝐶 + 𝐴(𝑡)𝑢2 𝑣 2

Assuming that:

𝑣 ′ + 2𝐴𝑣𝑤 + 𝑏𝑣 = −𝑏𝐴𝑣 2 and 𝐴𝑤 2 − 𝐵𝑤 + 𝑤 ′ + 𝐶 = 𝑎𝐴𝑣 2 ,

Then we obtain the following separable equation that we can solve:

𝑢′ 𝑣 = (𝑏𝑢 + 𝑎 + 𝑢2 )𝐴𝑣 2

Method 6: We can turn the Riccati Equation into a second order linear
differential equation by using the transformation:

𝑢′
𝑦=− (2)
𝐴𝑢

where 𝑢 is a new variable. This leads to the second order linear differential
equation:

5
 𝐴′
𝑢′′ + [−𝐵 − ] 𝑢′ + 𝐴𝐶𝑢 = 0. (3)
𝐴

This is a homogenous linear differential equation of second order. We know that

the general solution of the equation (3) is of the form

𝑢 = 𝐶1 𝑓(𝑥) + 𝐶2 𝑔(𝑥) (4)

where 𝐶1 and 𝐶2 are arbitrary constants and f (x), 𝑔(𝑥) are two linearly
independent integrals. Now, from (2) and (4), we get

[𝐶1 𝑓′ + 𝐶2 𝑔′] (𝐶1 ∕ 𝐶2 )𝑓′ + 𝑔′

𝑦=− =−
𝐴[𝐶1 𝑓 + 𝐶2 𝑔] 𝐴[(𝐶1 ∕ 𝐶2 )𝑓 + 𝑔]
which is of the form

𝑟𝑓′+𝑔′
𝑦=− (5)
𝐴[𝑟𝑓+𝑔]

where r = 𝐶1 ∕ 𝐶2 is an arbitrary constant. Hence the general solution of the

equation (1) is (5).

𝐶𝑢
Method 7: We also can use the transformation: 𝑦 = which leads to the second
𝑢′

order linear differential equation

′′
𝐶′ ′
𝑢 + [𝐵 + ] 𝑢 + 𝐴𝐶𝑢 = 0
𝐶

C′ A′
If AC is a constant and B + or B + is a constant, then the explicit solution
C A

to the Riccati Equation can be derived.

Method 8: The Ricatti Equation: 𝑦 ′ = 𝐴(𝑡)𝑦 2 + 𝐵(𝑡)𝑦 + 𝐶(𝑡) can be reduced

into the following equation:

𝑦 ′ = 𝑦 2 + 𝑚(𝑡)𝑦 + 𝑛(𝑡)

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 𝑣
By using the change of variable 𝑦= and replacing in (1) where
𝐴(𝑡)

𝑑𝑦 𝑣 ′ 𝐴(𝑡) − 𝑣𝐴′(𝑡)
=
𝑑𝑡 𝐴2 (𝑡)

𝑣 ′ 𝐴(𝑡) − 𝑣𝐴′(𝑡) 𝑣2 𝑣
= 𝐴(𝑡) + 𝐵 (𝑡) + 𝐶(𝑡)
𝐴2 (𝑡) 𝐴2 (𝑡) 𝐴(𝑡)

𝐴′ (𝑡)
′
𝑣 − = 𝑣 2 + 𝐵(𝑡)𝑣 + 𝐶(𝑡)
𝐴(𝑡)

′ 2
𝐴′ (𝑡)
𝑣 = 𝑣 + (𝐵(𝑡) + ) 𝑣 + 𝐶(𝑡)
𝐴(𝑡)

___________________________________________________

′
𝐴′ (𝑡)
Theorem: If 𝐶(𝑡) = − (𝐵(𝑡) + ) , then the function:
𝐴(𝑡)

𝐵(𝑡) 𝐴′ (𝑡) |𝐴(𝑡)| 𝑒 − ∫ 𝐵(𝑡)𝑑𝑡

𝑦(𝑡) = − ( + )− (6)
𝐴(𝑡) 𝐴2 (𝑡) 𝐴(𝑡) ∫|𝐴(𝑡)|𝑒 − ∫ 𝐵(𝑡)𝑑𝑡 𝑑𝑡

is a solution of the Riccati Equation: 𝑦 ′ = 𝐴(𝑡)𝑦 2 + 𝐵(𝑡)𝑦 + 𝐶(𝑡) .

′
𝐴′ (𝑡) 2
If 𝐶(𝑡) = − (𝐵(𝑡) +
𝐴(𝑡)
) + (𝛾(𝑡)) , where 𝛾(𝑡) = |𝐴(𝑡)𝑒 − ∫ 𝐵(𝑡)𝑑𝑡 |

Then the function:

𝐵(𝑡) 𝐴′ (𝑡) |𝐴(𝑡)| 𝑒 − ∫ 𝐵(𝑡)𝑑𝑡

𝑦(𝑡) = − ( + )− 𝑡𝑎𝑛 (∫ 𝛾(𝑡)𝑑𝑡)
𝐴(𝑡) 𝐴2 (𝑡) 𝐴(𝑡) ∫|𝐴(𝑡)|𝑒 − ∫ 𝐵(𝑡)𝑑𝑡 𝑑𝑡

is a solution of the Riccati Equation (E) 𝑦 ′ = 𝐴(𝑡)𝑦 2 + 𝐵(𝑡)𝑦 + 𝐶(𝑡) .

Example: Consider the Riccati Equation

𝑑𝑦 1 1
= 𝑒𝑡 𝑦2 − 𝑦 − 2
𝑑𝑡 𝑡 𝑡

7
 1
Where 𝐴(𝑡) = 𝑒 𝑡 , 𝐵(𝑡) = −
𝑡

′
𝐴′ (𝑡)
Substituting 𝐴(𝑡) and 𝐵(𝑡) into − (𝐵(𝑡) + ) gives :
𝐴(𝑡)

′ ′
𝐴′ (𝑡) 1 1
− (𝐵(𝑡) + ) = − (− + 1) = − (− 2 ) = 𝐶(𝑡)
𝐴(𝑡) 𝑡 𝑡

Using (6), we have the function

𝐵(𝑡) 𝐴′ (𝑡) |𝐴(𝑡)| 𝑒 − ∫ 𝐵(𝑡)𝑑𝑡
𝑦(𝑡) = − ( + )−
𝐴(𝑡) 𝐴2 (𝑡) 𝐴(𝑡) ∫|𝐴(𝑡)|𝑒 − ∫ 𝐵(𝑡)𝑑𝑡 𝑑𝑡

and substituting in 𝐴(𝑡) , 𝐵(𝑡) and 𝐶(𝑡) gives the solution

1 1 𝑡
𝑦(𝑡) = − − −
𝑡𝑒 𝑡 𝑒 𝑡 𝑒 𝑡 (𝑡 − 1)

1 𝑡
𝑦(𝑡) = −𝑒 −𝑡 [(1 + ) + (𝑡−1)]
𝑡

−𝑡
2𝑡 2 − 1
⇒ 𝑦(𝑡) = −𝑒 ( )
𝑡(𝑡 − 1)

3. The Cross –Ratio of Four Solutions of a First Order Differential

Equation:

Theorem 1: Let 𝑦 ′ = 𝐴(𝑥)𝑦 2 + 𝐵(𝑥)𝑦 + 𝐶(𝑥) be the Riccati Equation where

𝐴(𝑥) , 𝐵(𝑥), 𝐶(𝑥) are a continuous function. The cross ratio of any four
particular integrals of a Riccati’s equation is independent of x.

Proof:
We know that the general solution of Riccati’s equation

𝑦′ = 𝐶(𝑥) + 𝐵(𝑥)𝑦 + 𝐴(𝑥)𝑦 2 (7)

8
is of the form

𝑟𝑓1 +𝑔1
𝑦=− (8)
𝐴[𝑟𝑓+𝑔]

where 𝑓1 = 𝑓 ′ , 𝑔1 = 𝑔′, f, 𝑔 are appropriate functions of x and r is an arbitrary

constant.

Let 𝑝(𝑥), q(𝑥), ℎ(𝑥) and 𝑠(𝑥) are four particular solutions of (7) obtained from
(8) by giving four different values of 𝑟, say 𝛼, 𝛽, 𝛾, 𝛿
Then
[𝛼𝑓1 + 𝑔1 ]
𝑝(𝑥) = −
𝐴[𝛼𝑓 + 𝑔]
[𝛽𝑓1 + 𝑔1 ]
𝑞(𝑥) = −
𝐴[𝛽𝑓 + 𝑔]
[𝛾𝑓1 + 𝑔1 ]
ℎ(𝑥) = −
𝐴[𝛾𝑓 + 𝑔]
[𝛿 𝑓1 + 𝑔1 ]
𝑠(𝑥) = −
𝐴[𝛿𝑓 + 𝑔]
Then
(𝛼 − 𝛽)[𝑓𝑔1 − 𝑓1 𝑔]
𝑝−𝑞 =
𝐴[𝛼𝑓 + 𝑔][𝛽𝑓 + 𝑔]
(𝛾 − 𝛿)[𝑓𝑔1 − 𝑓1 𝑔]
ℎ−𝑠 =
𝐴[𝛾𝑓 + 𝑔][𝛿𝑓 + 𝑔]
(𝛼 − 𝛿)[𝑓𝑔1 − 𝑓1 𝑔]
𝑝−𝑠=
𝐴[𝛼𝑓 + 𝑔][𝛿𝑓 + 𝑔]
(𝛾 − 𝛽)[𝑓𝑔1 − 𝑓1 𝑔]
ℎ−𝑞 =
𝐴[𝛾𝑓 + 𝑔][𝛽𝑓 + 𝑔]
Thus
(𝑝 − 𝑞)(ℎ − 𝑠) (𝛼 − 𝛽)(𝛾 − 𝛿)
= =𝑘
(𝑝 − 𝑠)(ℎ − 𝑞) (𝛼 − 𝛿)(𝛾 − 𝛽)

when k is independent of x. This shows that the cross-ratio of any four particular

9
solutions of a Riccati’s equation is independent of x.

3.1 Method for solving of Riccati’s equation when one particular solution
is known:
Let p(x) be the known particular solution of Riccati’s equation

𝑦 ′ = 𝐴𝑦 2 + 𝐵𝑦 + 𝐶 (9)

So that 𝑝′ = 𝑝2 + p𝐵 + 𝐶

Let u be the another dependent variable such that

1
𝑦 = 𝑝(𝑥) + (10)
𝑢

Then equation (9) reduces

𝑢′ 1 2
2𝑝 1
𝑝′ − = 𝐶 + 𝐵 (𝑝 + ) + 𝐴 (𝑝 + + ) (11)
𝑢2 𝑢 𝑢 𝑢2

Using (10) and (11) in (9), we get

𝑢′ + (𝐵 + 2𝑝𝐴)𝑢 = −𝐴
which is a linear differential equation of first order and first degree in u. Its
integrating factor is given by

𝐼 ⋅ 𝐹 = 𝑒 ∫ (𝐵+2𝑝𝐴) 𝑑𝑥

and hence the required general solution is

𝑢𝑒 ∫ (𝐵+2𝑝𝐴) 𝑑𝑥 = ∫ 𝐴𝑒 ∫ (𝐵+2𝑝𝐴) 𝑑𝑥 𝑑𝑥 + 𝑐

where c is an arbitrary constant.

3.2 Method for solving Riccati’s equation when two particular solutions are
known:

10
Let 𝑝(𝑥) and 𝑔(𝑥)be the two know particular solutions

𝑦′ = 𝐶 + 𝐵𝑦 + 𝐴𝑦 2 (12)

So that 𝑝′ = 𝐶 + 𝐵𝑝 + 𝐴𝑝2 (13)

𝑞′ = 𝐶 + 𝐵𝑞 + 𝐴𝑞 2 (14)

From (12) and (13), we get

𝑦′ − 𝑝′ = (𝑦 − 𝑝)𝐵 + (𝑦 2 − 𝑝2 )𝐴
𝑦′−𝑝′
or (𝑦−𝑝)
= [𝐵 + (𝑦 + 𝑝)𝐴] (15)

Similarly from (12) and(14),we get

𝑦′−𝑞′
(𝑦−𝑞)
= [𝐵 + (𝑦 + 𝑞)𝐴] (16)

From (15) and (16), we get

𝑦′−𝑝′ 𝑦′−𝑞′
–
(𝑦−𝑝) (𝑦−𝑞)
= (𝑝 − 𝑞)𝐴

On integration, we get:

𝑙𝑛(𝑦 − 𝑝) − 𝑙𝑛(𝑦 − 𝑞) = 𝑐 + ∫ (𝑝 − 𝑞)𝐴𝑑𝑥

which is the required general solution.

3.3 Method for solving Riccati’s equation when three particular solutions
are known:

Let p(x), 𝑔 (x) and h(x) be the three known particular solutions of Riccati’s
equation

𝑦′ = 𝐶 + 𝐵𝑦 + 𝐴𝑦 2

and the corresponding values of 𝑟 be 𝛼, 𝛽 and 𝛾. Then by Theorem, we can

write

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 [𝛼𝑓1 + 𝑔1 ]
𝑝=−
𝐴[𝛼𝑓 + 𝑔]
[𝛽𝑓1 + 𝑔1 ]
𝑞=−
𝐴[𝛽𝑓 + 𝑔]
[𝛾𝑓1 + 𝑔1 ]
ℎ=−
𝐴[𝛾𝑓 + 𝑔]
Then, we have

(𝑝−𝑞)(ℎ−𝑦)
(ℎ−𝑞)(𝑝−𝑦)
= 𝑘(constant) (17)

where k is independent of x. This is the required solution of Riccati’s equation

when three particular solutions are known.

Example: Given three particular solutions 𝑦1 = 1 , 𝑦2 = 𝑥 , 𝑦3 = 𝑥 2 of the

Riccati equation:

𝑥(𝑥 2 − 1)𝑦 ′ + 𝑥 2 − (𝑥 2 − 1)𝑦 − 𝑦 2 = 0

We can find the general solution by substituting the values 𝑦1 , 𝑦2 𝑎𝑛𝑑 𝑦3 in

equation (17), we get

(𝑦 − 1)(𝑥 − 𝑥 2 )
=𝑘
(𝑦 − 𝑥 2 )(𝑥 − 1)

Then, we have 𝑦(𝑘 + 𝑥) = 𝑥 + 𝑘𝑥 2

Which is the general solution of the given equation.

Example: Solve 𝑦’ = 𝑐𝑜𝑠 𝑥 – 𝑦 𝑠𝑖𝑛 𝑥 + 𝑦 2 if 𝑠𝑖𝑛 𝑥 is a integral.

Solution:

Since y = sin x. Substituting in the given equation, we get:

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 cos x = cos x – sin2 x + sin2 x

This shows that y = sin x is a particular solution of given equation.

1 𝑢′
Now taking 𝑦 = 𝑠𝑖𝑛 𝑥 + so that 𝑦 ′ = 𝑐𝑜𝑠 𝑥 −
𝑢 𝑢2

Using these in given equation, we get

𝑢′ 1 1 2
𝑐𝑜𝑠 𝑥 − 2 = cos 𝑥 − sin 𝑥 (sin 𝑥 + ) + (sin 𝑥 + )
𝑢 𝑢 𝑢
𝑑𝑢
+ ( 𝑠𝑖𝑛 𝑥 )𝑢 = −1 (18)
𝑑𝑥

Equation (18) is a linear equation of first order whose integrating factor is

𝐼 ⋅ 𝐹 = 𝑒 ∫ sin 𝑥 𝑑𝑥 = 𝑒 − cos 𝑥

and hence the solution of (18) is

𝑢 𝑒 − cos 𝑥 = 𝑐 − ∫ 𝑒 − cos 𝑥 𝑑𝑥 (19)
Now putting the value of
1
𝑢=
(𝑦 − 𝑠𝑖𝑛 𝑥)
in equation (19), we get

− 𝑒 − cos 𝑥
= 𝑐 − ∫ 𝑒 − cos 𝑥 𝑑𝑥
(𝑦 − 𝑠𝑖𝑛 𝑥)
which is the required solution of given equation.

Example: Find the general solution of the Riccati’s equation

𝑑𝑦
= 2 − 2𝑦 + 𝑦 2 (20)
𝑑𝑥

whose one particular solution is (1 + tan x)?

Solution:

The given equation is

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 𝑑𝑦
= 2 − 2𝑦 + 𝑦 2
𝑑𝑥

Since (1 + tan x) is a given particular solution then taking

1
𝑦 = (1 + 𝑡𝑎𝑛 𝑥) +
𝑢
1 𝑑𝑢
So that 𝑦′ = 𝑠𝑒𝑐 2 𝑥 − (21)
𝑢2 𝑑𝑥

Putting (21) in (20), we get

1 𝑑𝑢 1 2 tan 𝑥
− = + ⟹
𝑢2 𝑑𝑥 𝑢2 𝑢
𝑑𝑢
+ (2 tan 𝑥)𝑢 = −1
𝑑𝑥
It is a linear differential equation of first order having integrating factor

𝐼 ⋅ 𝐹 = 𝑒 ∫ (2 tan 𝑥) 𝑑𝑥 = 𝑒 2𝑙𝑛 sec 𝑥 = sec 2 𝑥

Hence the solution is

u sec 2 𝑥 = 𝑐 − ∫ sec 2 𝑥 𝑑𝑥 = 𝑐 − tan 𝑥 (22)

From (21) and (22), the required general solution is

sec 2 𝑥
𝑦 = (1 + 𝑡𝑎𝑛 𝑥) +
𝑐 − tan 𝑥
𝑘
Example: Show that there are two values of the constant for which is an
𝑥

integral of 𝑥 2 (𝑦’ + 𝑦 2 ) = 2 and find the general solution?

Solution:

Rewriting the given equation in the standard Riccati’s form as

𝑦′ = 𝐶 + 𝐵𝑦 + 𝐴𝑦 2 (23)

2
𝑦′ = ( ) − 𝑦2 (24)
𝑥2

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 Let p(x) and q(x) are two particular integrals of (23), then by 3.2, we have

(𝑦 − 𝑝)
𝑙𝑛 [ ] = 𝑐 − ∫ (𝑝 − 𝑞)𝐴𝑑𝑥 (25)
(𝑦 − 𝑞)

𝑘 𝑘
Now let 𝑦 = ⟹ 𝑦′ = − 2. Substituting these in (23), we get
𝑥 𝑥

𝑘 2 𝑘2
− 2 = 2 − 2 ⟹ 𝑘 2 − 𝑘 − 2 = 0 so that. 𝑘 = 2, −1
𝑥 𝑥 𝑥
2 −1
Hence and are two particular solutions of (23). Now taking
𝑥 𝑥

2 1
𝑝(𝑥) = , 𝑞(𝑥) = − (26)
𝑥 𝑥

On comparing (23) and (24), we get 𝐴 = – 1. Using (26) in (25), we get

(𝑥𝑦 − 2) 2 1
𝑙𝑛 [ ] = ln 𝑘 + ∫ ( + ) (−1)𝑑𝑥, 𝑐 = ln 𝑘
(𝑥𝑦 + 1) 𝑥 𝑥

or

(𝑥𝑦 − 2)
𝑙𝑛 [ ] = ln 𝑘 − 3 ln 𝑥 ⟹
(𝑥𝑦 + 1)

(𝑥𝑦 − 2) 3
[ ]𝑥 = 𝑘 ⟹
(𝑥𝑦 + 1)

Then, 𝑥 3 (𝑥𝑦 − 2) = 𝑘(𝑥𝑦 + 1) is the general solution of the given

equation, where k is an arbitrary constant.

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