Skip to content

The symmetries of the Fokker - Planck equation in one dimension

Igor A. Tanski

nlin.CDarXiv:nlin/0412075

Abstract

We calculate all point symmetries of the Fokker - Planck equation in one-dimensional Euclidean space. General expression of symmetry group action on arbitrary solution of Fokker - Planck equation is presented. We propose new notation for the group-theoretic analysis of PDE. The Lie prolongation formula is derived as an example of the new notation.

Create a lesson