A modified variational iteration method for solving Riccati differential equations

Abstract

In this paper, we introduce a modified variational iteration method (MVIM) for solving Riccati differential equations. The solutions of Riccati differential equations obtained using the traditional variational iteration method (VIM) give good approximations only in the neighborhood of the initial position. The main advantage of the present method is that it can enlarge the convergence region of iterative approximate solutions. Hence, the solutions obtained using the MVIM give good approximations for a larger interval, rather than a local vicinity of the initial position. Numerical results show that the method is simple and effective.