On difference schemes approximating first-order differential equations and defining a projective correspondence between layers (Q2307968)

Solutions of nonlinear equations may have singular points whose position depends on the choice of initial data, which are called moving singular points. The authors show that for the explicit Euler method, the solutions of the Riccati equation \[ y' = p(x) + q(x)y + r(x)y^2 \] can be computed by continuing beyond moving singular points without noticeable error accumulation. The explicit Euler scheme belongs to the class of projective difference schemes, which establishes a projective correspondence between layers \(x_n\) and \(x_{n+1}\). Switching to projective coordinates, the explicit Euler scheme is obtained for the system of two linear differential equations to which the Riccati equation can be reduced. These differences schemes also preserve the birationality of the correspondence between layers.