The symmetries of the Fokker - Planck equation in one dimension

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

2004-12-31

arxiv.org/abs/nlin/0412075v1

Nonlinear Sciences

Chaotic Dynamics

14 pages

Scientific paper

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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