Abstract

In this talk, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of polynomial growth and possible degenerate driving noises. In the second part, using the ULDP criterion we preclude the concentration of limiting measures of invariant measures of stochastic dynamical systems on repellers and acyclic saddle chains and extend Freidlin and Wentzell's asymptotics theorem to stochastic systems with unbounded coefficients. Of particular interest, we determine the limiting measures of the invariant measures of the famous stochastic van der Pol equation and  van der Pol Duffing equation whose noises are naturally degenerate. We also construct two examples to match the global phase portraits of Freidlin and Wentzell's unperturbed systems and to explicitly  compute their transition difficulty matrices. Other applications include stochastic May-Leonard system and random systems with infinitely many  equivalent classes.