Solutions of nonlinear differential and difference equations with superposition formulas

DOI10.1023/A:1007602926351MaRDI QIDQ1581087zbMATH OpenOpenAlexFDO

Authors Pavel Winternitz, A. V. Turbiner

Publication date 28 March 2001

Published in Letters in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/solv-int/9905003

Applications of Lie (super)algebras to physics, etc. (17B81) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Nonlinear ordinary differential equations and systems (34A34) Additive difference equations (39A10)

Abstract: Matrix Riccati equations and other nonlinear ordinary differential equations with superposition formulas are, in the case of constant coefficients, shown to have the same exact solutions as their group theoretical discretizations. Explicit solutions of certain classes of scalar and matrix Riccati equations are presented as an illustration of the general results.

Review text

The authors demonstrate that matrix Riccati equations with constant coefficients and their group theoretical discretizations have the same solutions. It is shown how other types of equations with superposition formulas (the scalar Riccati equation, coupled Riccati equations based on a nonprimitive group action, projective Riccati equations) can be discretized via an integration of the underlying vector fields. For the case of constant coefficients the continuous and discrete equations have the same solutions.

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