Abstract

The two dimensional Fokker–Planck equation in an arbitraryexternal potential ϕ = ϕ(x, t) is analyzedby using the Lie method. A condition which must satisfy forexistence of Lie symmetries is derived. All sub-classes of reducedFokker–Planck equations derived by similarity reduction arepresented in tabular form. In addition to the general similaritysolution, three subclasses of physical interest are investigated indetail. The similarity solutions are compared with solutions foundearlier.

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