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.
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