The Integrating Factors for Riccati and Abel Differential Equations

  •  Chein-Shan Liu    


We can recast the Riccati and Abel differential equationsinto new forms in terms of introduced integrating factors.Therefore, the Lie-type systems endowing with transformation Lie-groups$SL(2,{\mathbb R})$ can be obtained.The solution of second-order linearhomogeneous differential equation is an integrating factorof the corresponding Riccati differential equation.The numerical schemes which are developed to fulfil the Lie-group property have better accuracy and stability than other schemes.We demonstrate that upon applying the group-preserving scheme (GPS) to the logistic differential equation, it is not only qualitatively correct for all values of time stepsize $h$, and is also the most accurate one among all numerical schemes compared in this paper.The group-preserving schemes derived for the Riccati differential equation, second-order linear homogeneous and non-homogeneous differential equations, the Abel differential equation and higher-order nonlinear differential equations all have accuracy better than $O(h^2)$.

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