Anomalous diffusion with under- and overshooting subordination: A competition between the very large jumps in physical and operational times
Abstract
In this paper we present an approach to anomalous diffusion based on subordination of stochastic processes. Application of such a methodology to analysis of the diffusion processes helps better understanding of physical mechanisms underlying the nonexponential relaxation phenomena. In the subordination framework we analyze a coupling between the very large jumps in physical and two different operational times, modeled by under- and overshooting subordinators, respectively. We show that the resulting diffusion processes display features by means of which all experimentally observed two-power-law dielectric relaxation patterns can be explained. We also derive the corresponding fractional equations governing the spatiotemporal evolution of the diffusion front of an excitation mode undergoing diffusion in the system under consideration. The commonly known type of subdiffusion, corresponding to the Mittag-Leffler (or Cole-Cole) relaxation, appears as a special case of the studied anomalous diffusion processes.
- Publication:
-
Physical Review E
- Pub Date:
- November 2010
- DOI:
- 10.1103/PhysRevE.82.051120
- arXiv:
- arXiv:1111.3008
- Bibcode:
- 2010PhRvE..82e1120S
- Keywords:
-
- 05.40.Fb;
- 02.50.Ey;
- 05.10.Gg;
- Random walks and Levy flights;
- Stochastic processes;
- Stochastic analysis methods;
- Condensed Matter - Statistical Mechanics;
- Physics - Data Analysis;
- Statistics and Probability
- E-Print:
- 6 pages, 3 figures