The main purpose of this paper is to apply the Lie symmetry analysis method for the two-dimensional time fractional Fokker-Planck (FP) equation in the sense of Riemann–Liouville fractional derivative. The Lie point symmetries are derived to obtain the similarity reductions and explicit solutions of the governing equation. By using the new conservation theorem, the new conserved vectors for the two-dimensional time fractional Fokker-Planck equation have been constructed with a detailed derivation. Finally, we obtain its explicit analytic solutions with the aid of the power series expansion method.
First-passage distributions for the one-dimensional Fokker-Planck equation