Symmetries of the One-Dimensional Fokker–Planck–Kolmogorov Equation with a Nonlocal Quadratic Nonlinearity

Abstract

The one-dimensional Fokker–Planck–Kolmogorov equation with a special type of nonlocal quadratic nonlinearity is represented as a consistent system of differential equations, including a dynamical system describing the evolution of the moments of the unknown function. Lie symmetries are found for the consistent system using methods of classical group analysis. An example of an invariant-group solution obtained with an additional integral constraint imposed on the system is considered.