Large deviation principle for dynamical systems coupled with diffusion-transmutation processes

TL;DR

This paper develops a large deviation principle for dynamical systems with small random perturbations coupled with transmutation processes, analyzing exit probabilities and their implications for related PDE systems.

Contribution

It introduces a mathematical framework for systems with mode-switching and small noise, providing asymptotic estimates and large deviation principles for exit problems.

Findings

Established a large deviation principle for coupled systems with transmutation.

Derived asymptotic exit probabilities and their distributional limits.

Connected exit behavior to solutions of PDE systems with small parameters.

Abstract

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to another, and thus modifying the dynamics of the system. In particular, we study the exit problem, i.e., an asymptotic estimate for the exit probabilities with which the corresponding processes exit from a given bounded open domain, and then formally prove a large deviation principle for the exit position joint with the type occupation times as the random perturbation vanishes. Moreover, under certain conditions, the exit place and the type of distribution at the exit time are determined and, as a consequence of this, such information also give the limit of the Dirichlet problems for the associated partial differential equation systems with a vanishing small parameter.