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

DOI10.1007/S00220-024-04933-8MaRDI QIDQ6202447zbMATH OpenOpenAlexFDO

Authors David P. Herzog, Hung D. Nguyen

Publication date 26 February 2024

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

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

Mathematics Subject Classification ID

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

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.

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