Diffusion and relaxation controlled by tempered<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>α</mml:mi></mml:math>-stable processes

Abstract

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.