General first- and higher-order intertwining relations between non-stationa
ry one-dimensional Schrodinger operators are introduced. For the first-orde
r case it is shown that the intertwining relations imply some hidden symmet
ry which in turn results in an R-separation of variables. The Fokker-Planck
and diffusion equations are briefly considered. Second-order intertwining
operators are also discussed within a general approach. However, due to its
complicated structure only particular solutions are given in some detail.