Second-Order Fast-Slow Stochastic Systems

SIAM Journal on Mathematical Analysis, Volume 56, Issue 4, Page 5175-5208, August 2024.
Abstract. This paper focuses on systems of nonlinear second-order stochastic differential equations with multiscales. The motivation for our study stems from mathematical physics and statistical mechanics, for example, Langevin dynamics and stochastic acceleration in a random environment. Our aim is to carry out asymptotic analysis to establish large deviations principles. Our focus is on obtaining the desired results for systems under weaker conditions. When the fast-varying process is a diffusion, neither Lipschitz continuity nor linear growth needs to be assumed. Our approach is based on combinations of the intuition from Smoluchowski–Kramers approximation and the methods initiated in [A. A. Puhalskii, Ann. Probab., 44 (2016), pp. 3111–3186] relying on the concepts of relatively large deviations compactness and the identification of rate functions. When the fast-varying process is under a general setup with no specified structure, the paper establishes the large deviations principle of the underlying system under the assumption on the local large deviations principles of the corresponding first-order system.