No label defined (Q4795459)

The authors consider a one-dimensional case of the Fokker-Planck equation \[ \frac{\partial u}{\partial t}=-\frac{\partial}{\partial x} [A(t,x)u] + \frac 12 \frac{\partial^2}{\partial x^2} [B(t,x)u], \] where \( u=u(t,x) \) is a transient probability density, \(A(t,x)\) and \(B(t,x)\) are the drift and diffusion coefficients. It is proved that the group symmetry of these equations can be one-, two-, four- or six-parametric. Also the corresponding criteria are established. In case when the Fokker-Planck equations admit six- and four-parametric groups the changes of variables are obtained which reduce these equations to the heat conductivity equation and the Schrödinger equation with certain potential.