NUMERICAL SOLUTION OF RICCATI EQUATION USING CHEBYSHEV WAVELETS

One numerical technique is presented for solving the solution of Riccati differential equation. This method use the Chebyshev wavelets. The method consist of expanding the required approximate solution as the elements of Chebyshev wavelets. Using the operational matrix of integral, we reduce the problem to a set of algebraic equations. One numerical example is incluted to demonstrate the validity and applicability of the new technique. The method is easy to implement and produce very accurate results.