Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows

DOI10.1007/S00220-024-04933-8arXiv2104.08629OpenAlexW3156323435MaRDI QIDQ6202447FDOQ6202447

Authors: David P. Herzog, Hung D. Nguyen 

Publication date: 26 February 2024

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension $d=2$) of heavy particles transported by a rough self-similar, turbulent flow with H"{o}lder exponent $hin(0,1)$. Under the assumption that $h>0$ is sufficiently small, we use Lyapunov methods and control theory to show that the Markovian system is nonexplosive and has a unique, exponentially attractive invariant probability measure. Furthermore, our Lyapunov construction is radially sharp and gives partial confirmation on a predicted asymptotic behavior with respect to the H"{o}lder exponent $h$ of the invariant probability measure. A physical interpretation of the asymptotics is that intermittent clustering is weakened when the carrier flow is sufficiently rough.

Full work available at URL: https://arxiv.org/abs/2104.08629

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Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Markov processes (60Jxx) Special processes (60Kxx)

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