Dmytro R. Popovych, Serhii D. Koval, Roman O. Popovych
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Generalized symmetries of remarkable (1+2)-dimensional Fokker-Planck equation
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.