A new Lie systems approach to second-order Riccati equations

Abstract

This work presents a newly renovated approach to the analysis of second-order Riccati equations from the point of view of the theory of Lie systems. We show that these equations can be mapped into Lie systems through certain Legendre transforms. This result allows us to construct new superposition rules for studying second-order Riccati equations and to reduce their integration to solving (first-order) Riccati equations.