Point and Potential Symmetries of the Fokker-Planck Equation

Published 7 Mar 2015 in math.DG, math-ph, and math.MP | (1503.02209v3)

Abstract: We determine the Lie point symmetries of the Fokker-Planck equation and provide examples of solutions of this equation. The Fokker-Planck equation admits a conserved form, hence there is an auxiliary system associated to this equation and whose point symmetries give rise to potential symmetries of the Fokker-Planck equation.

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