Diffusion and relaxation controlled by tempered α-stable processes

Aleksander Stanislavsky, Karina Weron, and Aleksander Weron
Phys. Rev. E 78, 051106 – Published 11 November 2008

Abstract

We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered α-stable processes. The tempering results in the existence of all moments of operational time. The subordination by the inverse tempered α-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 and the Cole-Davidson relaxation function. This model includes subdiffusion as a particular case.

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  • Received 17 June 2008

DOI:https://doi.org/10.1103/PhysRevE.78.051106

©2008 American Physical Society

Authors & Affiliations

Aleksander Stanislavsky*

  • Institute of Radio Astronomy, 4 Chervonopraporna Street, 61002 Kharkov, Ukraine

Karina Weron

  • Institute of Physics, Wrocław University of Technology, Wybrzeze Wyspiańkiego 27, 50-370 Wrocław, Poland

Aleksander Weron

  • Hugo Steinhaus Center, Institute of Mathematics and Computer Science, Wrocław University of Technology, Wybrzeze Wyspiańskiego 27, 50-370 Wrocław, Poland

  • *alexstan@ri.kharkov.ua
  • karina.weron@pwr.wroc.pl
  • aleksander.weron@pwr.wroc.pl

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Issue

Vol. 78, Iss. 5 — November 2008

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