Generalized symmetries of remarkable (1+2)-dimensional Fokker-Planck equation

Abstract

Using an original method, we find the algebra of generalized symmetries of a remarkable (1+2)-dimensional ultraparabolic Fokker-Planck equation, which is also called the Kolmogorov equation and is singled out within the entire class of ultraparabolic linear second-order partial differential equations with three independent variables by its wonderful symmetry properties. It turns out that the essential part of this algebra is generated by the recursion operators associated with the nilradical of the essential Lie invariance algebra of the Kolmogorov equation, and the Casimir operator of the Levi factor of the latter algebra unexpectedly arises in the consideration.