The symmetries of the Fokker - Planck equation in one dimension
arXiv: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.
14 pages