Continuous and discrete linearizable systems: The Riccati saga (Q2735201)

The paper presents extensions of the scalar Riccati equation \(y'=\alpha y^2+\beta y+\gamma\) to higher dimensions with emphasis on their discrete forms. In the \(N\)-dimensional case, there are considered the projective equation \(x'=a+Bx+(c,x)x\) (here, \((\cdot,\cdot)\) stands for scalar product), the matrix equation \(W'=A+WB+CW+WDW\), and the conformal equation \(w'=-\alpha+(a+B)w+w(\beta^{\dag}w)-{1\over 2}\beta w^{\dag}w\) (here, \(\dag\) stands for transposition). In the \(2\)-dimensional case, another approach, attributed to \textit{B. Gambier} [Acta Math. 33, 1-55 (1910; JFM 40.0377.02)], considers scalar Riccati equations coupled in cascade. The question of extending this approach to higher dimensions remains essentially open. For an exhaustive treatment of discrete linearizable systems, a reference is made to \textit{B. Grammaticos, A. Ramani} and \textit{P. Winternitz} [Phys. Lett. A 245, No. 5, 382-388 (1998; Zbl 0913.58028)]. For the entire collection see [Zbl 0958.00042].