Hydrodynamic limit for interacting Ornstein-Uhlenbeck particles. (Q2574523)

Let us consider a system of \(N\) interacting Ornstein-Uhlenbeck particles, described by a stochastic differential equation \[ dq_ {i} = v_ {i}\,dt, \quad dv_ {i} = -2\sum _ {i\neq j} \nabla V(q_ {i}- q_ {j})\,dt - \frac {\gamma }2 v_ {i}\,dt + \sqrt {\frac {\gamma }{\beta }}\,dW_ {i}, \quad 1\leq i\leq N, \] in \((\mathbb T^ {d}\times \mathbb R^ {d})^ {N}\), where \(\mathbb T^ {d}\) is the \(d\)-dimensional torus, \(W_ {1},\ldots ,W_ {N}\) are independent standard Wiener processes, \(\gamma \) is the friction coefficient and \(\beta \) is the inverse temperature. Suppose that \(V\) is positive radial superstable \(C^ 1\)-smooth potential with a compact support. Set \(x_ {i} = \varepsilon q_ {i}(\varepsilon ^ {-2}t)\); assume that the number of particles depends on the scaling parameter \(\varepsilon \in \mathopen ]0,1\mathclose ]\), typically, \(N = [\varepsilon ^ {-d}]\). Let \(\alpha _ \varepsilon (t,\cdot ) = \varepsilon ^ {d}\sum _ {i} \delta _ {x_ {i}(t)}\) be the empirical distribution, viewed as a continuous map from \(\mathbb R_ {+}\) into the space of probability measures on \(\mathbb T^ {d}\) (equipped with the weak topology). It is proven by the relative entropy method that the law of \(\alpha _ \varepsilon \) converges in a suitable sense as \(\varepsilon \searrow 0\) to \(\delta _ \rho \), where \(\rho \) is the solution to a nonlinear diffusion equation \(\partial _ {t} \rho = 2\gamma ^ {-1}\Delta _ {x}P(\rho )\), \(\rho (0,\cdot ) = \rho _ {0}\), where \(\rho _ 0\) is the initial density profile and \(P\) is the thermodynamic pressure.