Solution of the scalar Riccati equation

Abstract

The scalar Riccati equation is a prototypical nonlinear ODE having diverse mathematical connections. In the centuries since its initial formulation, a standard textbook theory has emerged according to which the general solution may be determined if a particular solution is known; but no general method exists to determine a particular solution explicitly, except in sporadic special cases. The purpose of the present article is to solve the scalar Riccati equation in general form, as well as the general linear ODE of second order, directly by explicit construction. In the case of the Riccati equation, the solution sets up a bijective correspondence between triples of locally integrable functions on the real line, and locally absolutely continuous paths through the identity in the automorphism group of the Riemann sphere. As applications of the results, we obtain an explicit solution to the one-dimensional Schr\"odinger equation, an inversion formula for the Miura transform, and a new formula for Airy functions.