English

Diffusion and Relaxation Controlled by Tempered \alpha-stable Processes

Statistical Mechanics 2011-11-15 v1 Data Analysis, Statistics and Probability

Abstract

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.

Keywords

Cite

@article{arxiv.1111.3018,
  title  = {Diffusion and Relaxation Controlled by Tempered \alpha-stable Processes},
  author = {Aleksander Stanislavsky and Karina Weron and Aleksander Weron},
  journal= {arXiv preprint arXiv:1111.3018},
  year   = {2011}
}

Comments

4 pages, 3 figures

R2 v1 2026-06-21T19:35:19.549Z