Numerical solution of Riccati equation using operational matrix method with Chebyshev polynomials

Abstract

In this paper, we present numerical technique for solving the Riccati equation by using operational matrix method with Chebyshev polynomials. The method consists of expanding the required approximate solution as truncated Chebyshev series. Using operational matrix method, we reduce the problem to a set of algebraic equations. Some numerical examples are given to demonstrate the validity and applicability of the method. The method is easy to implement and produces very accurate results.