A Lie systems approach to the Riccati hierarchy and partial differential equations

It is proved that the members of the Riccati hierarchy, the so-called Riccati chain equations, can be considered as particular cases of projective Riccati equations, which greatly simplifies the study of the Riccati hierarchy. This also allows us to characterize Riccati chain equations geometrically in terms of the projective vector fields of a flat Riemannian metric and to easily derive their associated superposition rules. Next, we establish necessary and sufficient conditions under which it is possible to map second-order Riccati chain equations into conformal Riccati equations through a local diffeomorphism. This fact can be used to determine superposition rules for particular higher-order Riccati chain equations which depend on fewer particular solutions than in the general case. Therefore, we analyze the properties of Euclidean, hyperbolic and projective vector fields on the plane in detail. Finally, the use of contact transformations enables us to apply the derived results to the study of certain integrable partial differential equations, such as the Kaup–Kupershmidt and Sawada–Kotera equations.