  This paper focuses on systems of nonlinear second-order stochastic
differential equations with multi-scales. The motivation for our study stems
from mathematical physics and statistical mechanics, for examples, Langevin
dynamics and stochastic acceleration in a random environment. Our effort 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
[34] 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.
