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Hydrodynamic limit of Brownian particles interacting with short- and long-range forces
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    Hydrodynamic limit of Brownian particles interacting with short- and long-range forces (English)
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    19 November 2000
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    The authors investigate the time evolution of a system of interacting particles in a \(d\)-dimensional torus. They extend the works of Varadhan and others, treating continuum models of interacting diffusions with entropy techniques to Brownian particles with positive superstable short range potentials in all dimensions. The microscopic dynamics is first order in time with a velocities set equal to the gradient of a potential energy term \(\psi\) plus independent Brownian motions. The potential energy \(\psi\) is the sum of pair potentials, \(V(r)+ \gamma^d J(\gamma r)\). The second term has the form of a Kac potential with inverse range \(\gamma\). Using diffusive hydrodynamic scaling (spatial scale \(\gamma^{-1}\), temporal scale \(\gamma^{-2}\)), they obtain as limit, when \(\gamma\) tends to 0, a diffusive-type integrodifferential equation describing the time evolution of the macroscopic density profile. The authors prove the hydrodynamic scaling limit by computing the relative entropy and its rate of change with respect to the local equilibrium states of the reference system. They need a local ergodic theorem and large deviations estimates for local Gibbs states.
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    interacting particle systems
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    hydrodynamic scaling limit
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    entropy techniques
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