How to Solve a Ricatti Equation?

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Discussion Overview

The discussion revolves around solving a Riccati equation of the form dV/dt = A V^2 + B V + C, where A, B, and C are functions of time. Participants explore methods for solving this equation, considering both analytical and numerical approaches.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • Indira seeks help in resolving the Riccati equation, asking for methods or indications.
  • Some participants suggest separating variables and integrating, but express concern about the applicability due to A, B, and C being functions of time.
  • One participant notes that if C(t) is zero, the equation might be solvable as a Bernoulli equation, but generally, no explicit solution is expected.
  • Another participant mentions that the equation resembles the quadratic formula and hints at the involvement of arctan in the solution.
  • There is a discussion about the necessity of specifying that Z is a function of t when using computational tools like Mathematica.
  • Participants discuss the possibility of numerical solutions if no analytical method is available, especially when A, B, and C vary with another variable Z.
  • It is noted that if Z is a function of t, there is no known analytical method to solve the equation, while if Z is not a function of t, it can be solved analytically under certain conditions.
  • Indira concludes that numerical methods may be the best approach, given the dependency on initial conditions for the variables.

Areas of Agreement / Disagreement

Participants generally agree that the equation is a Riccati equation and that finding an explicit solution is unlikely. However, there is no consensus on the best method to approach the problem, with some advocating for numerical methods while others explore analytical possibilities.

Contextual Notes

Participants highlight the complexity introduced by A, B, and C being functions of time, which affects the solvability of the equation. The discussion acknowledges the limitations of analytical methods and the potential need for numerical solutions.

CIMP
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Dear all,

Someone could help me to understand how I can resolve the following equation :

dV/dt= A V^2 + B V + C

Where V :V(t), A(t), B(t), C(t)

Is there any method or indications about this ?

Thanks in advance,

Indira
 
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CIMP said:
Dear all,

Someone could help me to understand how I can resolve the following equation :

dV/dt= A V^2 + B V + C

Where V :V(t), A(t), B(t), C(t)

Is there any method or indications about this ?

Thanks in advance,

Indira
Separate the variables.

Rewrite the equation as
dV/(A V^2 + B V + C) = dt, and then integrate.

Is this a homework problem?
 
CIMP said:
Dear all,

Someone could help me to understand how I can resolve the following equation :

dV/dt= A V^2 + B V + C

Where V :V(t), A(t), B(t), C(t)

Is there any method or indications about this ?

Thanks in advance,

Indira

Mark44 said:
Separate the variables.

Rewrite the equation as
dV/(A V^2 + B V + C) = dt, and then integrate.

I don't think that will work if the A, B, and C are functions of t as the OP indicates. If C(t) is identically 0 it might be solvable as a Bernoulli equation. In general there's no hope for an explicit solution.
 
Sorry, I totally missed it that A, B, and C were functions of t.
 
Thanks a lot Mark44 and LCKurtz.

C is also function of time. In that case, if there is not hope for explicit solution, should I try to solve it numerically? and if yes? which method could I use?

I know how varies A, B and C as a function of another variable "Z". In other words:

dV/dt= A(Z) V^2 + B(Z) V + C(Z)


Thanks,

I:)
 
You are basically solving it for V as a differential equation, is that correct? Wolfram Alpha calls it a Riccati equation. The answer looks eerily similar to the quadratic formula, with an arctan involved, so that might be a hint as to how to go about solving a portion of it.
 
Talonz said:
You are basically solving it for V as a differential equation, is that correct? Wolfram Alpha calls it a Riccati equation. The answer looks eerily similar to the quadratic formula, with an arctan involved, so that might be a hint as to how to go about solving a portion of it.
Sometimes you have to be very explicit with Mathematica. This is one of those times. You should have told Mathematica that z is a function of t: http://www.wolframalpha.com/input/?...V/dt=+a(z(t))*V^2+++b(z(t))*V+++c(z(t))+for+V

Yes, this is a Riccati equation, and no, there isn't a general closed-form solution. There are special cases for which a closed-form solution is known.
 
CIMP said:
I know how varies A, B and C as a function of another variable "Z". In other words:)

I thought he had said z here was a independent variable, and not a function of t? (edit) Nevermind... Different versions of the same formula floating around, I looked at the last one.
 
CIMP said:
Thanks a lot Mark44 and LCKurtz.

C is also function of time. In that case, if there is not hope for explicit solution, should I try to solve it numerically? and if yes? which method could I use?

I know how varies A, B and C as a function of another variable "Z". In other words:

dV/dt= A(Z) V^2 + B(Z) V + C(Z)


Thanks,

I:)

dV/dt= A(Z) V^2 + B(Z) V + C(Z)

if Z is a function of t there is no known analytical method to solve it (except in some particular forms of functions A(Z(t)), B(Z(t)), C(Z(t)). You have to solve it numerically.

if Z is not function of t, then it can be analyticaly solved :
t = integral of dV/(A V² + B V + C)
For a given value of Z which dosn't depends on t, A(Z), B(Z), C(Z) are constants.
So you obtain t as a function of V and Z
Inverting this fonction would lead to V as a function of t and Z
But if, afterwards, you make Z varying with t, the result would be false.
 
  • #10
Dear All,

Thanks a lot to everybody for the advices. I learn a lot in this forum always...

Yes! I see that this is a Ricatti equation and I think the best is to solve it with numerical methods... asssuming the initial conditions for each one the variables depending on "t".

Thanks again,

I:)
 

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