Riccati equation

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Let $\mathbb{T}$ be a time scale. The self-adjoint equation is $(py^{\Delta})^{\Delta}+qy^{\sigma}=0$. The Riccati equation is the nonlinear dynamic equation defined by $$z^{\Delta}(t) + q(t) + \dfrac{z^2(t)}{p(t)+\mu(t)z(t)}=0,$$ where $p(t)+\mu(t)z(t)>0$ for all $t \in \mathbb{T}^{\kappa}$.

Properties

Theorem: There exists a solution $y$ of the self-adjoint equation with $y(t) \neq 0$ for all $t \in \mathbb{T}$ if and only if the Riccati equation has a solution $z$ related by $z=\dfrac{py^{\Delta}}{y}$.

Proof:

References

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