Valeriy STOGNIY
Physics and Mathematics Department,
National Technical University of Ukraine,
"Kyiv Polytechnic Institute",
37 Peremohy Ave., Kyiv, 03056, UKRAINE
E-mail: valeriy_stogniy@mail.ru

Symmetry properties of two-dimensional Fokker-Planck equations

Abstract:
Symmetry properties of two-dimensional Fokker-Planck equations with arbitrary coefficients of drift and diffusion are investigated. Group invariance under infinitesimal transformation is used to generate a wide class of exact solutions. Some of the known solutions of two-dimensional FP equations are obtained as particular cases.