Comparison Solutions Between Lie Group Method and Numerical Solution of (RK4) for Riccati Differential Equation

摘要

This paper introduced Lie group method as a analytical method and then compared to RK4 and Euler forward method as a numerical method. In this paper the general Riccati equation is solved by symmetry group. Numerical comparisons between exact solution, Lie symmetry group and RK4 on these equations are given. In particular, some examples will be considered and the global error computed numerically.