How should I go about solving $\frac{d \xi(t)}{dt} = 1 + (\xi(t))^2$.
So far I have noticed it has the form of a Riccati equation, which tells us that a solution is of the form $\xi(t) = \frac{u'}{u}$ where $u$ solves $$ u'' - (q_1 + \frac{q_2'}{q_2})u' + q_2q_0 u = 0,$$ (using the notation of the wiki) which gives us $$u'' + xu =0.$$
But this causes me problems to solve.
(This question comes about whilst trying to solve the PDE $$(1+x^2)u_x + u_y =0, \quad u(0,y) = g(y) $$ by the method of characteristics, $\xi(t)$ is intended to be the characteristic line.)
It is a separable equation: $\frac{\mathrm d\xi}{\mathrm dt}=1+\xi^2$. So$$\frac{\mathrm d\xi}{1+\xi^2}=\mathrm dt$$and therefore$$\arctan\xi=t+C$$for some constant $C$. Can you take it from here?