General first- and higher-order intertwining relations between non-stationary
one-dimensional Schr\"odinger operators are introduced. For the first-order
case it is shown that the intertwining relations imply some hidden symmetry
which in turn results in a $R$-separation of variables. The Fokker-Planck and
diffusion equation 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.