Diffusion and relaxation controlled by tempered α-stable processes

被引:93
作者
Stanislavsky, Aleksander [1 ]
Weron, Karina [2 ]
Weron, Aleksander [3 ]
机构
[1] Inst Radio Astron, UA-61002 Kharkov, Ukraine
[2] Wroclaw Univ Technol, Inst Phys, PL-50370 Wroclaw, Poland
[3] Wroclaw Univ Technol, Inst Math & Comp Sci, Hugo Steinhaus Ctr, PL-50370 Wroclaw, Poland
来源
PHYSICAL REVIEW E | 2008年 / 78卷 / 05期
关键词
D O I
10.1103/PhysRevE.78.051106
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered alpha-stable processes. The tempering results in the existence of all moments of operational time. 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 and the Cole-Davidson relaxation function. This model includes subdiffusion as a particular case.
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页数:6
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