Classroom Note:Converting Matrix Riccati Equations to Second-Order Linear ODE

DOI10.1137/S0036144595298574MaRDI QIDQ4376471zbMATH OpenOpenAlexFDO

Authors Richard W. R. Darling

Publication date 10 February 1998

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0036144595298574

zbMATH Keywords

Jacobi equationRiccati equation

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25)

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(3)

• Converting high order linear PDEs to first order
• Semiclassical coherent-state propagator for many particles
• Derivation of the system of generalized Riccati equations from the system of evolution equations

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