The symmetries of the Fokker - Planck equation in one dimension

2004/12/31 by Igor A. Tanski, Tanski, Igor A. · 1 citation
Physics and Astronomy · #Chaotic Dynamics (nlin.CD) #FOS: Physical sciences #Quantum chaos and dynamical systems #Statistical Mechanics and Entropy #Theoretical and Computational Physics #nlin.CD

paper · pdf · doi:10.48550/arxiv.nlin/0412075

14 pages

arxiv created 2004/12/31 · openalex publication_date 2004/12/31 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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• Fundamental solution of degenerated Fokker - Planck equation

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