Mixed superposition rules and the Riccati hierarchy

Abstract

Mixed superposition rules, i.e., functions describing the general solution of a system of first-order differential equations in terms of a generic family of particular solutions of first-order systems and some constants, are studied. The main achievement is a generalization of the celebrated Lie-Scheffers Theorem, characterizing systems admitting a mixed superposition rule. This somehow unexpected result says that such systems are exactly Lie systems, i.e., they admit a standard superposition rule. This provides a new and powerful tool for finding Lie systems, which is applied here to studying the Riccati hierarchy and to retrieving some known results in a more efficient and simpler way.