Singular invariant equation for the \((1+1)\) Fokker-Planck equation. (Q2773140)

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scientific article; zbMATH DE number 1709281
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Singular invariant equation for the \((1+1)\) Fokker-Planck equation.
scientific article; zbMATH DE number 1709281

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    6 March 2002
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    parabolic equations
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    heat equation
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    Fokker-Planck equation
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    Singular invariant equation for the \((1+1)\) Fokker-Planck equation. (English)
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    Semi-invariants for the linear parabolic equations with two independent variables (space and time) and one dependent variable (among which the \((1+1)\) Fokker-Planck equation) are derived by using the infinitesimal method. Furthermore a necessary and sufficient condition for such parabolic equations to be reduced to the one-dimensional heat equation is given, together with several examples.
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