Abstract
We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension ) of heavy particles transported by a rough self-similar, turbulent flow with Hölder exponent . Under the assumption that 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 Hölder exponent 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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