A. Turbiner et P. Winternitz, Solutions of nonlinear differential and difference equations with superposition formulas, LETT MATH P, 50(3), 1999, pp. 189-201
Matrix Riccati equations and other nonlinear ordinary differential equation
s with superposition formulas are, in the case of constant coefficients, sh
own to have the same exact solutions as their group theoretical discretizat
ions. Explicit solutions of certain classes of scalar and matrix Riccati eq
uations are presented as an illustration of the general results.