Extended symmetry analysis of remarkable (1+2)-dimensional Fokker–Planck equation
Extended symmetry analysis of remarkable (1+2)-dimensional Fokker–Planck equation
Abstract We carry out the extended symmetry analysis of an ultraparabolic Fokker–Planck equation with three independent variables, which is also called the Kolmogorov equation and is singled out within the class of such Fokker–Planck equations by its remarkable symmetry properties. In particular, its essential Lie invariance algebra is eight-dimensional, which …