Numerical Approximation Of Riccati Type Differential Equations

Riccati differential equations are one of the most common type of non-linear differential equation used to model real life applications from various fields. The issue when dealing with non-linear differential equations is obtaining their exact solutions. In this research, a three-point block multi-step method in backward difference form is introduced to provide approximated solutions for these Riccati differential equations. The accuracy of the proposed three-point block method will be tested against known numerical methods. The efficiency of the method will apparent when compared with another multi-step method.