Invariant imbedding and Riccati transformations

Abstract

From its inception, the theory of invariant imbedding has been concerned with the study of various relations between the inputs and outputs of various physical processes. Where the processes could be modelled by differential or integro-differential equations, these ideas have led to the heuristic development of various functional relationships for the solutions of these equations. In this work, we show that for a general class of two point boundary value problems these relations can be obtained from mathematical arguments rather than physical ones. The principal result is the establishment of the equivalence of solving a family of two point boundary value problems and that of determining the existence of two transformations on the set of solutions of the given differential equations. We refer to these transformations as Riccati transformations. They are shown to be determined by a set of initial value problems which generalize the invariant imbedding equations obtained by previous authors. We work in the coordinate free setting of a Banach space. The usefulness of this approach is shown as we are able to readily extend our results to nonlocal and multipoint boundary conditions. An indication is made of how a similar theory applies to a class of problems for difference equations.