Find a self-similarity solution, the Fokker-Planck equation can be transformed into a standard diffusion, so solving

Question:

Find a self-similarity solution, i.e. f(z) = 1 u(x, t) where du x z = = to the diffusion equation with initial con- dition u(x, 0) 8(x) and subject to the additional the Fokker-Planck equation can be transformed into a standard diffusion, so solving the above diffusion equation with the given initial and boundary conditions, is a key step towards solving the actual Fokker-Planck equation.)