Diffusion and Relaxation Controlled by Tempered \alpha-stable Processes

Autor: Stanislavsky, Aleksander, Weron, Karina, Weron, Aleksander
Rok vydání: 2011
Předmět:
Zdroj: Phys. Rev. E 78, 051106 (2008)
Druh dokumentu: Working Paper
DOI: 10.1103/PhysRevE.78.051106
Popis: We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random operational time \tau. The tempering results in the existence of all moments of \tau. The subordination by the inverse tempered \alpha-stable process provides diffusion(relaxation) that occupies an intermediate place between subdiffusion (Cole-Cole law) and normal diffusion (exponential law). Here we obtain explicitly the Fokker-Planck equation, the mean square displacement and the relaxation function. This model includes subdiffusion as a particular case.
Comment: 4 pages, 3 figures
Databáze: arXiv