Second-Order Fast-Slow Stochastic Systems
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Publication:6505282
arXiv2112.06081MaRDI QIDQ6505282FDOQ6505282
Authors: Nhu Nguyen, George Yin 
Abstract: This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation stems from mathematical physics and statistical mechanics, for example, stochastic acceleration in random environment. Our main effort is to obtain averaging and large deviations principles. When the fast-varying process is a diffusion, neither Lipschitz continuity nor linear growth is needed. Our approach is based on combinations of the intuition from Smoluchowski-Kramers approximation, the concepts of relatively large deviations compactness, and identification of rate functions. When the fast-varying process is under a general set up with no specified structure, we establish the large deviations principle of the underlying system under the assumption on the local large deviations principles of the corresponding first-order system. Some applications and numerical examples are provided to illustrate our results.
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