Riccati ODE solver

Riccati differential equation and its generalized forms are a highly significant class of nonlinear ordinary differential equations. Riccati differential equations appear in classical problems of variational calculus and in the associated disciplines of optimal control and filtering. The Riccati ODE solver gives a step-by-step solution (both general and particular) of Riccati differential equations. The transformation to the Bernoulli differential equation is used. Both types of solutions are visualized.