Numerical Solution of Riccati Equations by the Adomian and Asymptotic Decomposition Methods over Extended Domains

Abstract

We combine the Adomian decomposition method (ADM) and Adomian’s asymptotic decomposition method (AADM) for solving Riccati equations. We investigate the approximate global solution by matching the near-field approximation derived from the Adomian decomposition method with the far-field approximation derived from Adomian’s asymptotic decomposition method for Riccati equations and in such cases when we do not find any region of overlap between the obtained approximate solutions by the two proposed methods, we connect the two approximations by the Padé approximant of the near-field approximation. We illustrate the efficiency of the technique for several specific examples of the Riccati equation for which the exact solution is known in advance.