The symmetries of the Fokker - Planck equation in one dimension
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.
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