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The linearization of a Riccati equation turns this equation into $z^{\prime \prime }-(a+b)z^{\prime }+abz=0$. For distinct real roots, every nonzero linearizing solution is $z=A{e}^{ax}+B{e}^{bx}$ and $y=(aA{e}^{ax}+bB{e}^{bx})/(A{e}^{ax}+B{e}^{bx})$ on intervals with nonzero denominator. The constants $y=a,b$ arise when one coefficient vanishes. With $A\ne 0$, the relative coefficient $B/A$ can have either sign; replacing it by a fixed-sign real exponential would omit a real family of solutions.

For $a=b$, the solutions are $z=(A+Bx)e^{ax}$ and $y=a+B/(A+Bx)$. The equilibrium $y=a$ occurs at $B=0$. Zeros of a nontrivial $z$ give poles of a Riccati solution from zeros of its linearizing solution, so the corresponding $y$ is defined separately between them. Multiplying both coefficients by the same nonzero scalar changes $z$ but not $y$.

The Painlevé property says that the general solution has no movable critical singularities: analytic continuation around a singularity whose location depends on the initial data must not create a different branch. A fixed singularity of a complex differential equation has its location prescribed by the coefficients; a movable singularity of a complex differential equation has a location which varies with the initial data. A commonly used stronger form requires movable singularities to be poles, so that the solution is locally a meromorphic function there. Movable branch points are excluded; a movable pole is permitted. We will prove the stronger form for this equation by finding its complete general solution family as rational functions.

Use the linearization of a Riccati equation. If $w^{\prime }=a{w}^2+bw+c$, put $w=-v^{\prime }/(av)$ wherever $a,v\ne 0$. Differentiating this expression and cancelling the quadratic terms yieldsConversely a nonzero solution $v$ of this linear ordinary differential equation gives a solution $w$, wherever the quotient is defined. Every local finite solution $w$ at an ordinary point arises this way: solve $v^{\prime }=-awv$ with a nonzero initial value and differentiate to get the second-order equation. Multiplying $v$ by a nonzero constant leaves $w$ unchanged, giving the one effective constant of integration expected for a first-order Riccati equation.

For the present coefficients, $a^{\prime }/a=1/z+1/(z+1)$, so the linear ordinary differential equation simplifies toTwo direct substitutions give solutions $v_1=z-1$ and $v_2=1/(z+1)$. Their Wronskian iswhich is nonzero at every ordinary point $z\notin \{0,-1\}$. They therefore form a fundamental pair there, and all local solutions have the formTaking its logarithmic derivative givesThus, for $C_1\ne 0$, writing $k=(C_2-C_1)/C_1$, the general family isThe remaining member, corresponding to $C_1=0$, isThe completeness of the linearizing pair proves that no other local solution is omitted. These are rational functions, single-valued meromorphic functions; hence their continuation has no branch points. Their only possible moving singularities are zeros of $z^2+k$. A root $z_0$ outside $\{0,-1\}$ is simple, and its residue isEquivalently, poles of a Riccati solution from zeros of its linearizing solution are simple at ordinary points, because a nontrivial solution of a linear ordinary differential equation cannot have both $v(z_0)=0$ and $v^{\prime }(z_0)=0$. The exceptional collisions $k=0$ or $k=-1$ occur at the fixed coefficient singularities, and still give rational functions. Consequently every movable singularity is a pole, establishing the Painlevé property in its stronger meromorphic sense.

For $c\ne 0$ and on an interval where $x\ne 0$, the logarithmic derivative substitution givesThe quadratic terms cancel. Multiplying by $cx$ gives the linearization of a Riccati equation:Multiplying $x$ by a nonzero constant leaves $y$ unchanged. If $c=0$, that substitution is undefined, but the original equation is already a first-order linear ordinary differential equation, solvable by an integrating factor.

For the particular equation, $c=1$ and the linear equation is $x^{\prime \prime }+x^{\prime }/t-{\lambda }^{2}x/t^2=0$. Use the PDF's logarithmic coordinate $\tau =\log t$ and write $X(\tau )=x(e^{\tau })$. The chain rule gives $x^{\prime }=X^{\prime }/t$ and $x^{\prime \prime }=(X^{\prime \prime }-X^{\prime })/t^2$, leaving $X^{\prime \prime }-{\lambda }^{2}X=0$. Thus $x=A{t}^{\lambda }+B{t}^{-\lambda }$, as also follows from the Euler-Cauchy equation. Recovering the Riccati equation solution yieldsThe initial value imposes $A=-3B$; choose $A=3,B=-1$. ThereforeThe denominator vanishes only at $t_{\ast }>0$, and its numerator is then nonzero. This is a simple pole: $y(t)\sim 1/(t-t_{\ast })$. The maximal interval containing $t=1$ is $(t_{\ast },\infty )$; the same expression on $(0,t_{\ast })$ is a separate solution branch. These are poles of a Riccati solution from zeros of its linearizing solution.