Geodesic
Explicit transformation of the Riccati equation and other polynomial ODEs to systems of linear ODEs
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika, no. 72 (2021), pp. 5-14 Cet article a éte moissonné depuis la source Math-Net.Ru

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The purpose of this work is to propose and demonstrate a way to explicitly transform polynomial ODE systems to linear ODE systems. With the help of an additional first integral, the one-dimensional Riccati equation is transformed to a linear system of three ODEs with variable coefficients. Solving the system, we can find a solution to the original Riccati equation in the general form or only to the Cauchy problem. The Riccati equation is one of the most interesting nonlinear first order differential equations. It is proved that there is no general solution of the Riccati equation in the form of quadratures; however, if at least one particular solution is known, then its general solution is also found. Thus, it is enough only to find a particular solution of the linear system of ODEs. The applied transformation method is a special case of the method described in our work [Zaytsev M. L., Akkerman V. B. (2020) On the identification of solutions to Riccati equation and the other polynomial systems of ODEs // preprint, Research Gate. DOI: 10.13140/Rg.2.2.26980.60807]. This method uses algebraic transformations and transition to new unknowns consisting of products of the original unknowns. The number of new unknowns becomes less than the number of equations. For the multidimensional Riccati equations, we do not present the corresponding linear system of ODEs because of the large number of linear equations obtained (more than 100). However, we present the first integral with which this can be done. In this paper, we also propose a method for finding the first integral, which can be used to reduce a search for the solution of any polynomial systems of ODEs to a search of solutions to linear systems of ODEs. In particular, if the coefficients in these equations are constant, then the solution is found explicitly.
Keywords: overdetermined systems of differential equations, reduction, polynomial systems of ODE, Cauchy problem, linear ODE systems, symbolic calculations.
Mots-clés : Riccati equation 
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M. L. Zaytsev; V. B. Akkerman. Explicit transformation of the Riccati equation and other polynomial ODEs to systems of linear ODEs. Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika, no. 72 (2021), pp. 5-14. http://geodesic.mathdoc.fr/item/VTGU_2021_72_a0/

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